
Zhiyun Lin
Stuart School of Business
Master of Science in Finance
Financial Engineering
Equity Valuation
Portfolio Management
FOREX & Fixed Income Trading
PRACTICE
AREAS
Computational Finance
Option Price Simulation: Monte-Carlo, Binomial Tree
Python Implementation
Portfolio Management
Style Analysis
APT Model Regression
IR Attribution & Risk Attribution
Equity Valuation
Financial Statement Analysis
Company Research
Investor Presentation
Models for Derivatives
Geometric Brownian Motion in Matlab
MY VISION
Master of Science in Finance student at IIT Stuart School of Business, graduating in 2016.
My passion is in FinTech, active investment management and fundamental research. With an understanding of C++, I am currently working on computational finance projects relative to options pricing with Monte-Carlo simulation in Python, and also modeling derivatives in Matlab. For active portfolio management, I am able to perform style analysis and find risk exposure & attributions to sector and stock selection. For fundamental research, I have done equity research on predicting future cash flow and profitability of Best Buy Co. I have also been devoting in Stuart Investment club, in which I do fundamental analysis, present company overview & financial status and recommend purchase/hold to the board.
I am looking for a summer internship/ full-time co-op in equity, investment or quantitative analysis, starting from May, 2016.


CONTACT
Zhiyun Lin
MY ADDRESS
Feel free to email me in the following contact form: