Jiachen Wang

1920 Frontage Rd Apt 605

Cherry Hill, NJ 08854

Tel: 848-391-0293

EDUCATION

Rutgers, The State University of New Jersey, New Brunswick, NJ

  Ÿ M.S. in Mathematical Finance

University of Minnesota-Twin Cities, Minneapolis, MN

  Ÿ B.A. in Mathematics and Economics

WORK EXPERIENCE

Industrial& Commercial Bank of China, New York, NY

Email:Wangjc1593@163.com

2013-2015

GPA: 3.1

2009-2013

GPA: 3.4

Sep 2015-Present

Internship- Strategic Planning Dept.

  Ÿ Participated in Credit Card Issuing Project, Assisted the senior employee to target the

potential business partner mainly in ISO (Independent Sales Organization) and P2P

(Person to Person) Payments Services.

  Ÿ Completed research report about Current Credit Card Market in United State. Mainly

focused on studying leading firms’ strategy of P2P Payment Services, Mobile Banking

applications and Anti-Fraud Procedure.

Industrial & Commercial Bank of China, New York, NY

Internship – Commercial Banking Dept.

Summer 2012

  Ÿ Completed the KYC reports researching the background, business models and negative

news of a company and analyzed their annual financial statements, income statements and

marketing reports for ICBC potential customers.

  Ÿ Worked with team members to improve credit line renew report as a team leader for a

leading company, which include reporting the latest information about the company and

researching for the reason from the company’s annual report.

  Ÿ Used the credit rating system to determine the ability potential clients have to repay the

debt as well as made presentations for client’s analysis report to supervisor for further

business decision.

COURSE PROJECT

Portfolio Optimization with Higher Moments (Matlab)

  Ÿ Studied the relationship between the Higher Moments of the stock return in past 3 years and

the expected future stock return based on the CAPM model.

  Ÿ Used Bloomberg to collect stock price data of S&P 500 companies from 2008 to 2013,

calculated the independent factor variables (return rate for each stock and their mean,

variance, skewness and kurtosis in last 3 years) .

  Ÿ Used 3 years rolling-window regression to calculate the coefficients of the all independent

variables check and explain whether the relationship is same as we expected.

  Ÿ Constructed estimating model and do the back testing for 3 years. used the PGP

(Polynomial Goal Programming) Method to find the optimized weights for each stock in

our portfolio.

Skills

  Ÿ MS Office Word, Excel, PowerPoint; R, Matlab, Latex, SQL, VBA, C++, Bloomberg.

  Ÿ Strong verbal and written communication skills in both Chinese and English

  Ÿ CFA Level I candidate.