This document is a resume for Qijie (Luke) Li, who is pursuing a Master of Science in Finance from IIT Stuart School of Business in Chicago. He has a Bachelor of Economics degree from Yangtze University in China. His professional experience includes an internship at Forex Capital Markets, where he led a team to win an internal trading competition, and an internship at China Construction Bank, where he improved customer service. His academic projects include pricing options using various numerical methods and analyzing the relationship between stock and real estate prices in China. He is currently a research associate for an investment challenge and is proficient in quantitative analysis software.

1. Qijie (Luke) Li
555 W. Madison St., Apt. 4703 * Chicago, IL 60640 * (224) 209-7079, qli41@hawk.iit.edu
EDUCATION
IIT Stuart School of Business Chicago, United States
Master of Science in Finance Expected June 2017
Recipient, Stuart School of Business Dean Scholarship
Relevant Coursework: Models for Derivatives, Quantitative Investment Strategies, Financial Risk Management.
Yangtze University Jingzhou, China
Bachelor of Economics Sep. 2011– Jun. 2015
Concentration: Finance GPA: 3.4/4.0
Relevant Coursework: Econometrics, Financial Engineering, Corporate Finance, Macroeconomics, Microeconomics
PROFESSIONAL EXPERIENCE
Forex Capital Markets(FXCM) Shanghai, China
Intern, Operating Department Jul. 2014 – Aug. 2014
 Led team to win the champion of FXCM internal demo trading competition with a rate of return of 130%.
 Wrote reports on foreign exchange markets, using fundamental analysis and technical analysis.
China Construction Bank Jingmen, China
Intern, Operating Department Jul. 2013 – Sep. 2013
 Increased work efficiency by streamlining daily banking, including credit card and loan applications.
 Improved clients’ evaluation about the bank by personally informing clients of bank requirements to quality for loans.
ACADEMIC PROJECTS
Projects of Computational Finance Chicago, United States
 Priced American options using binomial trees and finite differences methods in Python Sep. 2016 – Nov. 2016
 Wrote a daily automatic trading Python program using MACD as index.
 Priced an American option using Least-Squares Monte-Carlo method in Python.
Compound Option Pricing Based on MATLAB Chicago, United States
 Found the closed-form solution for Call on Call, Call on Put, Put on Call and Put on Put. Mar. 2016 – Apr. 2016
 Priced the four kinds of compound options under time-varying volatilities with numerical methods, Monte Carlo
Simulation (as well as Variance Reduction Methods), Lattice, and the Implicit Finite Difference Method.
 Did a risk-return analysis on the four compound option strategies based on Sharpe Ratio and Value at Risk, and
recommended the optimal strategies for each of the five clients with different market expectation and risk preference
Research about the relationship of stock index and real estate price index: Jingzhou, China
 Researched the relationship of Chinese stock market and Chinese real estate. Jan. 2015 – Jun. 2015
 Came to a conclusion that stock index and real estate price index has a complex relationship, which shows that the
change of stock’s price has a delayed effect on real estate’s price.
ACTIVITIES
Research Associate, CQA Investment Challenge Nov. 2017 – Present
 Built trading portfolio using Alpha, Piotroski and Mohanram scoring models with neutralizing strategy.
 Reduced loss by monitoring and fine-tuning the portfolio according to risk management regulation.
Energy sector Leader, Stuart Investment Jan. 2016 – Apr. 2016
 Provided equity research reports of energy companies to trading department.
 Attended weekly board meeting to vote for trading decision.
Volunteer, The Evans Exoneration Project Jan. 2016 – Mar. 2016
Vice Minister, Securities Investment Association of Yangtze University Sep. 2012 – Sep. 2013
SKILLS
Computer: Proficient in Bloomberg terminal, Python, R, MATLAB, VBA, Windows Office. Familiar with C++.
Language: Fluent in Chinese, proficient in English