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QIANKUN (LEO) NIU 26 Prospect Ave, Princeton, NJ 08540 | [email protected] | +1 917-463-7753 EDUCATION PRINCETON UNIVERSITY Princeton, NJ Master in Finance, GPA: 4.00/4.00 Class of 2017 • Selected Coursework: Asset Management; Financial Econometrics; Behavioral Finance; Fixed Income Models and Applications; Stochastic Calculus • Preceptor: Microeconomics, Radical Innovation in Global Markets PEKING UNIVERSITY Beijing • B.S. in Applied Mathematics & B.A. in Economics, Major GPA: 3.71/4.00 (top 5%) Class of 2015 • Direct Admission from National Math & Physics Competition (1/150k in Xinjiang, 2010) • Awards: “Leo KoGuan” Scholarship, Peking University (2014) (highest level, 2/200) “Student of the Year” of Yuanpei College (2013) (top 3 out of 800 undergraduates) • Modules: Algebra, Probability, Stochastic Calculus, Mathematical Statistics, Numerical Methods, Algorithm WORK EXPERIENCE MORGAN STANLEY 2016 Summer Analyst, Institutional Equity Division, Dynamic Indices Strategist, New York, NY • Conducted research on trend following signals (lookback window, long/short, volatility) on equity index, currency, commodity, and bond futures by using R • Analyzed portfolio construction methods (Mean-Variance, Conditional Risk Parity, Maximum Diversification) • Improved trend performance by incorporating information of Macro Indicators through Black-Litterman Model 2014 Summer Analyst, Strats and Modeling, Beijing • Built new practical and no-arbitrage implied volatility models and analyzed cost of Greeks; “A Tale in Three Cities” presented on Morgan Stanley Global Modeling Meeting, held by Peter Carr, Aug. 27 2014 • Traded in Chinese mock options market, managed risks and detected trading opportunities in MATLAB CITIC SECURITIES 2014 Off-cycle Intern, Fixed Income Department, Quantitative Analytics and Trading Beijing • Designed trading signals and implemented strategies based on regime switching for Chinese Index Futures RESEARCH • Implied Remaining Variance with Application to Bachelier Model (Accepted by Journal of Fixed Income): Derived closed-form no-arbitrage implied volatility model to price swaption under negative rates environment • A Tale in Three Cities (working paper): Constructed new implied volatility models, consistent with Gatheral’s SVI and in-house GVV model, with fully arbitrage-free closed form formulas and underlying dynamics LEADERSHIP EXPERIENCES Film Director, Screenplay, Producer: The Next Station (2012, 47min), The Next Station II (2015, 90min) • 56.com’s certificated director; 5 million+ views; ranked top 10 at Douban; sent to PKU’s admitted students • B. U. U. Film Festival: “Best Director” (2012); PKU: “Most Popular” (2013), “Best Ten Films” (2014) Founder & President, Motion Picture Creation & Production Association Beijing • First student club producing movies and commercial films; attracted 2 million RMB investment in total • Grew fast: 1000+ members, top10 clubs on campus, 20+ films (invested by BCG, Sunland Law) within 1 year SKIILS • R, MATLAB, Bloomberg, Excel; 2016 Level I CFA Candidate; native in Mandarin
