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Zhiyuan (Andy) WANG Bendheim Center for Finance, 26 Prospect Avenue, Princeton NJ 08544 [email protected] EDUCATION Princeton University, Princeton, NJ 2013.09-2015.05 Master in Finance, Bendheim Center for Finance (Expected) • Cumulative GPA: 3.96/4.00 • A+ in Fixed Income Models, Stochastic Calculus, Financial Econometrics, Asset Pricing, Modern Regression and Time Series, Computational Finance in C++, etc. • GRE General: Quantitative 170/170 (99%), Verbal 168/170 (98%) Peking University, Beijing 2009.09-2013.06 Bachelor of Economics, major in Finance, Guanghua School of Management • Graduated with the Highest Distinction; Cumulative GPA: 3.84/4.00; Rank: 1/199 • Awards: Samsung Scholarship, Excellent Graduate of Beijing, Excellent Academic Performance Award, etc. • Ranked the 3rd out of 400,000 students in the National College Entrance Examination in Shaanxi Province Bachelor of Science (dual degree), major in Statistics, School of Mathematical Sciences • Rank: Top 15%; Courses: Analysis, Probability, Statistics, Time Series, Software for Mathematicians, etc. The University of North Carolina at Chapel Hill, Chapel Hill, NC 2011.08-2011.12 Exchange student, Kenan-Flagler Business School • Cumulative GPA: 4.00/4.00; Ranked top in all six courses including Econometrics, Fixed Income, Derivatives, etc. PROFESSIONAL EXPERIENCE Arrowstreet Capital, L.P., Boston, MA 2014.06-2014.08 Intern Associate, Research • Worked on a project to build a new internal research database by fully utilizing the financial accounting data from a new data vendor; cooperated with team members to design, build up and test the new database • Independently designed and coded the process to integrate the new database with the existing database using Stata; the production led to a more precise and reliable historical accounting data source for the research team • Conducted an event study to see if various information public dates contain risk premium and can be viewed as signals CCB Principal Asset Management Corporation, Beijing 2013.07-2013.08 Intern, Macro and Fixed Income Research • Independently conducted a research project on the practices and influences of the Quantitative Easing Monetary Policy • Actively participated in a study on the default risk of corporate bonds in China; wrote a summary report on historical default events; set up a rating model to evaluate the default risk for 8 high-yield corporate bonds • Developed a forecasting model for CPI and PPI index in China and made accurate predictions of these data China International Capital Corporation (CICC), Beijing 2012.08-2012.09 Intern, Investment Banking Division • Built a forecasting model for the largest meat processor in China by collecting key variables of comparable companies • Developed a comps model for a large chemical company’s non-public offering and made daily update • Examined dividend policy changes of leading corporations in China and independently wrote a 12,000-word report China Construction Bank, Xi’an 2011.07 Intern, Investment Banking Division • Investigated a campus area under construction; cooperated with team members and designed the school’s financing plan • Studied commercial banks’ operation and China’s interest rate liberalization and got a thorough understanding of them SELECTED RESEARCH PROJECTS Empirical Study on Relationship between Stock Returns and Search Volume from Baidu 2012.05-2013.01 • Published on Journal of Financial Research (the best finance journal in China); co-author: Longkai Zhao, Ziyu Lu • Used Internet search volume as the proxy for Chinese investors’ attention; found that the average return of high-attention stocks is significantly higher than that of low-attention stocks in China • Conducted Fama-MacBeth regression to examine if attention is a risk factor for stock returns Trading Strategies: Constructed on Internet Search Volume and Momentum Effect 2012.05-2013.01 • Constructed portfolios and trading strategies based on price momentum and investors’ attention in China’s stock market • Found that two of the four strategies could generate significant abnormal returns in a certain holding period LANGUAGES/SKILLS/OTHERS • • • • Languages: Mandarin (native) Computer skills: Microsoft Office, R, Stata, Matlab, C/C++, SAS, LaTeX Certifications: CFA level 2 Candidate Hobbies: swimming, NBA, Formula One World Championship