JUNYANG (TONY) CHEN 102 Sterling Court, Apt 301, Savoy, IL 61874· 217-419-3364·[email protected] EDUCATION UNIVERSITY OF ILLINOIS Master of Science in Financial Engineering College of Engineering & College of Business Urbana-Champaign, IL Dec. 2014 GPA: 3.66/4.0 SOUTH CHINA UNIVERSITY OF TECHNOLOGY Bachelor of Science in Information Management and Information System Mathematics Department Guangzhou, China July 2013 GPA: 3.61/4.0 INTERNSHIP&ACTIVITIES Parallel Computing Project CME Group   Designing trading strategies Applying data flow parallel computing technique provided by Maxeler to optimize trading strategies 2014 CME Group Trading Challenge   Chicago, IL Feb.-Nov. 2014 Urbana-Champaign, IL Jan.-Feb. 2014 Trade nine different futures contracts in half a month Ranked Top 25% in account balance GF SECURITIES CO., LTD. Research Quant Intern (Capital Management Department) Guangzhou, China Oct. 2012-June 2013  Programmed a model of Hurst Exponent, successfully forecasted the reverse of CSI 300 index on 12/03/2012 on Matlab GUI; a model of Log-Periodic Power Law forecasted the reverse on 02/06/2013    Programmed a model of pattern recognition to find similar pattern of CSI 300 index on Matlab GUI Analyze stock pairs trading strategy on Matlab Programmed several trading strategies on Weistock (leading program trading software in China, similar to MultiCharts)  Retrieved financial data from Wind Terminal database into MATLAB using ODBC method Global Market Group GMC Manufacturing Project Commissioner   Guangzhou, China Sep. 2012 Created a program in Excel VBA for calculating GMC index (similar to PMI) Provided advice for sampling methods SKILLS  SOFTWARE: MATLAB: estimating GARCH, NGARCH, DCC model, doing Monte-Carlo Simulation and finite difference method for computing option prices, retrieving data through database using SQL, building models, testing pairs trading strategy, building GUI for models, using and understanding Genetic Algorithm Excel VBA: writing codes calculating index according to questionnaire results, building GUI for VBA codes C++: recursion, option Pricing, random number generator R: implementing AR model, GARCH and NGARCH model CQG: trade futures contracts on CQG platform  Language: Chinese (fluent), Cantonese (intermediate)