Sibo Du
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About
I am a graduate from Columbia University and could start to work immediately once I receive an offer. Overall, I am a candidate with very strong quantitative and analytical skills. I participated in Math Olympiad competitions before and won several gold prizes in major Chinese competitions.
I am proficient in Python for data analysis and also received a Distinction Certificate for C++ Financial Engineering from Baruch College. I have experience managing a fixed income portfolio, which includes bonds, swaps, futures, etc. Additionally, I have constructed a portfolio risk calculation system to estimate the portfolio’s parametric VaR, historical VaR, and Monte-Carlo VaR.
Furthermore, I have experience in model development from my previous internship, where I built a mathematical model for the market maker to price the bid-ask spread. I have also undertaken several industry research projects and explained the quantitative results to both technical and non-technical audiences. I am very eager to learn new things and improve myself.
Experience
I am a graduate from Columbia University and could start to work immediately once I receive an offer. Overall, I am a candidate with very strong quantitative and analytical skills. I participated in Math Olympiad competitions before and won several gold prizes in major Chinese competitions.
I am proficient in Python for data analysis and also received a Distinction Certificate for C++ Financial Engineering from Baruch College. I have experience managing a fixed income portfolio, which includes bonds, swaps, futures, etc. Additionally, I have constructed a portfolio risk calculation system to estimate the portfolio’s parametric VaR, historical VaR, and Monte-Carlo VaR.
Furthermore, I have experience in model development from my previous internship, where I built a mathematical model for the market maker to price the bid-ask spread. I have also undertaken several industry research projects and explained the quantitative results to both technical and non-technical audiences. I am very eager to learn new things and improve myself.
Education
Columbia University, MA. National University of Singapore, BS.
