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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
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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