This document is a resume for Jing Ji summarizing their education and work experience. Ji has a M.S. in Operations Research from Columbia University and a B.S. in Applied Mathematics and B.A. in Economics from Peking University. Ji has worked as a researcher developing algorithms to test market parameters, a project consultant developing models to estimate transportation capacities, and a research assistant implementing prediction models with oil price data. Ji also received several academic awards and has skills in computer programming, leadership, and hobbies including piano, photography, and swimming.
Jafon has a background in Environmental Science, majoring in Chemistry. As an Environmental Consultant in Ramboll Environ Malaysia since November 2012, Jafon has actively participated in various projects, both local and multinational, mainly in Soil and Groundwater Contamination Investigations, Phase I Environmental Site Assessments (ESA), Environmental Impact Assessment (EIA), Environmental Management Plan (EMP) and Environmental Monitoring Programmes in Malaysia, Indonesia, India, Myanmar, Vietnam and Singapore. Jafon is also registered with the Department of Environment (DOE), Malaysia as an Assistant Consultant [Registration No: AC1248] for Air Quality & Odour.
Jafon was a member of UKM's Atmospheric Chemistry and Air Pollution Research Group, founded by Prof. Talib Latif. He then published his research paper, titled "Source Apportionment of Particulate Matter (PM10) and Indoor Dust in a University Building" in 2014.
Prior to joining Ramboll Environ Malaysia, Jafon was an intern with Wild Asia Sdn. Bhd., a non-profit organisation which aims to promote change from within the palm oil industry by engaging with businesses, particularly those with direct social and environmental impacts. He was the Field Project Assistant under the Sustainable Agriculture Initiative (SAI) team, which promotes sustainability based on the principles of Roundtable of Sustainable Palm Oil (RSPO) in the oil palm industry. In September 2012, Jafon was given the opportunity to be based in Sabah, which he was actively involved in collaborating with the local authorities, conducting a number of field assessments, farm audits and training for the local farmers.
Jafon has a background in Environmental Science, majoring in Chemistry. As an Environmental Consultant in Ramboll Environ Malaysia since November 2012, Jafon has actively participated in various projects, both local and multinational, mainly in Soil and Groundwater Contamination Investigations, Phase I Environmental Site Assessments (ESA), Environmental Impact Assessment (EIA), Environmental Management Plan (EMP) and Environmental Monitoring Programmes in Malaysia, Indonesia, India, Myanmar, Vietnam and Singapore. Jafon is also registered with the Department of Environment (DOE), Malaysia as an Assistant Consultant [Registration No: AC1248] for Air Quality & Odour.
Jafon was a member of UKM's Atmospheric Chemistry and Air Pollution Research Group, founded by Prof. Talib Latif. He then published his research paper, titled "Source Apportionment of Particulate Matter (PM10) and Indoor Dust in a University Building" in 2014.
Prior to joining Ramboll Environ Malaysia, Jafon was an intern with Wild Asia Sdn. Bhd., a non-profit organisation which aims to promote change from within the palm oil industry by engaging with businesses, particularly those with direct social and environmental impacts. He was the Field Project Assistant under the Sustainable Agriculture Initiative (SAI) team, which promotes sustainability based on the principles of Roundtable of Sustainable Palm Oil (RSPO) in the oil palm industry. In September 2012, Jafon was given the opportunity to be based in Sabah, which he was actively involved in collaborating with the local authorities, conducting a number of field assessments, farm audits and training for the local farmers.
1. JING JI
500 Riverside Drive, Apt 660, New York, NY 10027-3916
(646) 467-0936 jj2676@columbia.edu http://www.linkedin.com/pub/jing-ji/67/929/180
E D U C AT I O N
Columbia University New York City, NY
M.S. in Operations Research, School of Engineering and Applied Science 09/2013 - 12/2014
Overall GPA: 4.0/4.0
Peking University Beijing, China
B.S. in Applied Mathematics, School of Mathematical Sciences 09/2009 - 07/2013
B.A. in Economics, National School of Development 09/2011 - 06/2013
Overall GPA: 3.4/4.0; Major GPA: 3.6/4.0
E X P E R I E N C E
Shenzhen Stock Exchange, Fixed Income & Derivatives Department Shenzhen, China
Researcher in Options Team 06/2014 - 08/2014
Cleaned data and extracted key prices using SQL from 10 million+ ETF transaction records.
Developed algorithms using Matlab to test parameters of circuit breakers, closing auctions and price bands for ETF options.
Made cross-market analysis about market makers, position limits, margins, etc. by consulting 20+ typical securities exchanges.
Congestion Reservation System Design New York City, NY
Part-time Project Consultant 09/2013 - 12/2013
Developed a stochastic model to estimate capacities of Manhattan river crossings using historical reports and real-time data.
Implemented a simulation system to back test time slot allocations in reservation systems to cut waiting time by 70%.
China NSF project, National School of Development Beijing, China
Research Assistant in Financial Econometrics Group 09/2012 - 06/2013
Implemented Schwartz-Smith two-factor model to predict the oil price trend using spot and futures prices.
Utilized Kalman Filter framework in Matlab to estimate parameters in S-S model with WTI and Brent Crude Oil data.
Surveyed techniques to extract information from option prices for forecasting.
Thesis, Peking University Beijing, China
GARCH Option Pricing Model: Theory, Methodology and Strategy 09/2012 - 01/2013
Discussed the nature of GARCH model and its utilization in option pricing.
Developed and back tested an option trading strategy based on volatility arbitrage by experimenting on index options.
Taikang Life Insurance Co. Ltd, Actuarial Department Beijing, China
Assistant in Empirical Analysis Team 01/2012 - 02/2012
Calculated the surrender and mortality rates for the 4th quarter of 2011.
Used SQL/VBA for data processing, evaluation and report generation.
C O U R S E WO R K S
Machine Learning Projects, Columbia University
Used linear regression (lasso model) in R to predicted CEO compensations.
Constructed an MCMC algorithm to decipher coded messages.
C++ Projects, Columbia University
Utilized dynamic programming and multithreading to solve an optimal trading schedule problem.
Implemented PCA using the power method.
AWA R D S
Three times First Prize in National Olympiad in Informatics, China, 2006/2007/2008
First Prize in National Mathematics Olympiad, China, 2008
First Prize in National Physics Olympiad, China, 2008
S K I L L S
Computer Skills: Matlab, R, VBA, C/C++, SQL, Latex, Stata, Eviews, Maple
Leadership: Vice Secretary-General of Student Leaders Training School, PKU, 05/2010 - 05/2011. Arranged training programs,
counseled students, hosted lecture series and organized outings.
Other: Piano, 10th (Highest) Grade; Photography and Swimming