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Jinfei (Andy) Tan
jtan38@illinois.edu | (215) 588-7153 | 1613 East Florida Ave, Urbana, IL 61802
EDUCATION
UNIVERSITY OF ILLINOIS
Urbana-Champaign, IL
Master of Science in Financial Engineering, Dec 2015
Major GPA: 3.58/4.00
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Relevant Coursework (*expected): Financial Derivatives, Financial Economics, Financial Computing(C++),
Statistical Method in Finance, Risk Measures and Management*, Stochastic Calculus in Finance*
UNIVERSITY OF PENNSYLVANIA
Philadelphia, PA
Master of Science in Systems Engineering, May 2014
Major GPA: 3.91/4.00
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Relevant Coursework: Corporate Finance, Engineering Mathematics, Fixed Income Securities,
Financial Derivatives, Macroeconomics, Probability & Statistics, Simulation Modeling
EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY
Shanghai, China
Bachelor of Engineering in Pharmaceutical Engineering with minor in Finance, Jun 2011
Major GPA: 3.76/4.00
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Graduated as top 5%, awarded “Outstanding Academic Achievement in Science and Engineering”
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Awarded “BASF Co. Scholarship for Excellence” and “Outstanding College Graduate of the City of Shanghai”
WORKING EXPERIENCE
Xingrong Investment Co. (SZ:000598) -Intern as Analyst in Equities (Chengdu, China)
2012
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Worked as an analyst in issuing new shares, raising 1.85 billion RMB for the construction of Chengdu No.7 Waterworks Plant
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Conducted analysis on market effect of “two-for-one stock split with 5 cents annual dividend per share” policy
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Evaluated the bid proposal for “Xi’an First Waste Water Treatment Factory Second-Phase BOT Project”
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Researched on issue of three-year Mid-term Note with annual rate of 4.45% through collecting comparable data
and using Auto Regression Model to testify its effect on stock price
Shanghai Key Laboratory of Chemical Biology, Institute of Pesticides & Pharmaceuticals -Synthesis Researcher 2011.9–2012.6
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Formulated amino-functionalized ionic liquid as a nucleophilic scavenger in solution phase combinatorial synthesis
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Initiated a facile protocol for chemo-selective conversion of benzylic and α,β-unsaturated alcohols into aldehydes/ketones
WuXi Apptec(NYSE: WX) -Summer Intern in Marketing and Operations (Shanghai, China)
2010
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Pioneered comparative analysis on sales and customer services in East China Area to improve efficiency
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Used the result to develop an internal customer coordination system called “MATCH” that cut off up to
25-30% operational cost during peak seasons and decreased Ask-Answer processing time
PROJECTS AND ACTIVITIES
Calibration of Option Pricing Models to Market Data
2015.2–Present
rd
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Screened millions of Feb 3 2015 whole day crude oil futures and options trade data from CME
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Planned to calculate implied volatility frequently and calibrate Barone-Adesi and Whaley Model using backtesting
Day Trading Strategies in China’s A-Share Stock Market
2014–Present
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A project on quantifying the effectiveness of technical focused trading strategies on specific candlestick patterns
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Formulated strategies in candlestick patterns based on more than 10 years of experience in stock trading, with focus on short
swing candlestick patterns specific in both bullish and bearish market
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Testified and optimized patterns through collecting data in recent 5-10 years that satisfied above patterns and analyzed with
statistical methods including Multivariate Regression, Vector-Error Correlation Model(VECM) and Backtesting Analysis
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Profited more than 29.3% based on self developed patterns so far in Year 2015
CME Group’s 2015 Trading Challenge
2015.1–2015.2
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Monitored and helped trade using live data in a simulated environment
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Collected EIA weekly reports and provided short term technical trading advice on crude oil futures
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Analyzed and predicted price movement with time series model (AR,GARCH) and different trading indicators
Option Pricing in C++
2014.8–2015.1
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Priced American and European options using BS model and memorized, recursive binomial and trinomial model
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Priced Exotic options using Monte Carlo simulation and Hull-White interpolation method
SKILLS AND OTHERS
Qualifications: FRM Part II Candidate, Passed “Securities Qualification Exam” by Securities Association of China (SAC)
Computer Skills: Proficient in C++, R, Matlab and MS-Office Suite
Languages: Mandarin Chinese, English
Interests: Stock Trading, Skiing, Travelling, Snorkeling