Summary
Overview
Work History
Education
Skills
Additional Information
Timeline
Generic

XINYI XU

New York,United States

Summary

An empirical analysis of interactions between China, Asian and the US stock markets, 2008-2023

  • Test of normality, including descriptive statistics and

JB test;

  • Test of stationarity, including unit root test;
  • Test of cointegration, including trace and eigenvalue

test;

A Study On The Relationship Among Oil Prices, Exchange Rates, Stock Prices, and Interest Rates Using an SVAR approach

  • SVAR model;

Can additional shocks help to explain the US business cycles?

  • Parameterized Expectations Algorithm;

A Case Study in Option Valuation in Computational Finance

  • Multilevel Monte Carlo Method;

A Statistical Study Of Credit Analysis For Lending Club Loans

  • Logistic Regression, Random Forest

Overview

7
7
years of professional experience

Work History

Project Associate

AVIC International Leasing Co.,Ltd
04.2022 - 07.2023

Worked with local government on the smart agricultural technology financial leasing project by proceeding a $10,000,000 project loan;

Adjunct Lecturer

Fordham University, Gabelli School of Business
08.2019 - 06.2021

Lectured undergraduate level course Introductory Statistics, Statistical Decision Making, Macroeconomic Analysis

Quantitative Finance Women's PhD Mentorship

Morgan Stanley
02.2020 - 09.2020

Learnt from the mentors in the quant field and got advice in financial job markets;

Adjunct Lecturer

Brooklyn College, City University of New York
08.2018 - 12.2018

Lectured undergraduate level course Elementary Microeconomics

Tax Consultant

KPMG, Tax Advisory Department
02.2017 - 01.2018

Conducted tax health check, tax due diligence work for multi-national corporations, such as Dell, Swarovski, Merck, etc., and gave tax advices on business development in China’s market

Financial Analyst

IBM, Global Sales Incentive Center
08.2016 - 12.2016

Conducted incentive measurement to ensure payment accurately and timely validated, analyzed and processed

Education

Ph.D. - Economics

Graduate Center, City University of New York
New York, NY
12.2024

Master of Arts - Statistics

Columbia University, GSAS
New York, NY
02.2016

Bachelor of Science - Mathematics & Applied Math

Hefei University of Technology
Hefei, China
06.2014

Skills

  • English, Chinese
  • Python, R, MATLAB, STATA, EViews, MS Office, etc

Additional Information

Professional Association:

Member of American Economic Association;

Society of Actuaries/Canadian Institute of Actuaries (EXAM P);

Hobbies:

Tennis, Cycling, Yoga, Pole Dance Beginner


Timeline

Project Associate

AVIC International Leasing Co.,Ltd
04.2022 - 07.2023

Quantitative Finance Women's PhD Mentorship

Morgan Stanley
02.2020 - 09.2020

Adjunct Lecturer

Fordham University, Gabelli School of Business
08.2019 - 06.2021

Adjunct Lecturer

Brooklyn College, City University of New York
08.2018 - 12.2018

Tax Consultant

KPMG, Tax Advisory Department
02.2017 - 01.2018

Financial Analyst

IBM, Global Sales Incentive Center
08.2016 - 12.2016

Ph.D. - Economics

Graduate Center, City University of New York

Master of Arts - Statistics

Columbia University, GSAS

Bachelor of Science - Mathematics & Applied Math

Hefei University of Technology
XINYI XU