1. LEI WANG
4017 NE 88TH
STREET, SEATTLE, WA 98115 (414) 510-2459 WANGL67@UW.EDU
EDUCATION
UNIVERSITY OF WASHINGTON, Seattle, WA
Master of Science in Computational Finance and Risk Management, expected December, 2016
MARQUETTE UNIVERSITY Aug. 07
Ph.D, Chemical Physics –May. 12
DALIAN UNIVERSITY OF TECHNOLOGY (DUT), CHINA
Master of Science, Theoretical Physics Aug. 04
Thesis: Theoretical study of the femtosecond-resolved photoelectron spectrum of diatomic molecules –Jul. 07
Bachelor of Science, Applied Physics Aug. 00
Merit Student –Jul. 04
FINANCIAL MODELING SKILLS
Option pricing and hedging using Black-Scholes model, binomial trees, Monte Carlo simulations
Bootstrapping for computing the yield curve, calculating duration and convexity
PROGRAMMING AND COMPUTING SKILLS
Extensive experience in R, Fortran, SQL, VBA, MPI, and Open MP
Proficient in Microsoft Office, LaTex, Python, and C
COMPUTATIONAL FINANCE AND RELATED EXPERIENCE
UNIVERSITY OF WASHINGTON, Seattle, Washington Sep. 15
CFA Institute Research Challenge –Jan. 16
Applied fundamental and quantitative methods to analyze stock performance of an assigned publicly traded company
Accumulated financial analysis experience and wrote research reports with a buy, sell, or hold recommendation
COURSEWORK
Investment Science I and II, Options and Other Derivatives, Financial Data Modeling and Analysis in R,
Fixed Income Analytics and Portfolio Management, Stochastic Calculus for Quantitative Finance
AWARDS
Student Awardee of the American Institute of Chemists Foundation, Marquette University 2011
The Second Level Annual Scholarship, Dalian University of Technology, China 2004
SELECTED PUBLICATIONS
L. Wang, J. Jakowski, and S. Garashchuk, “Adsorption of a hydrogen atom on a graphene flake examined with
Quantum Trajectory/Electronic Structure dynamics.” J. Phys. Chem. C. 118 (29), 16175-16187 (2014).
L. Wang and D. Babikov, “Feasibility of encoding Shor’s algorithm into the motional states of an ion in the
anharmonic trap.” J. Chem. Phys. 137, 064301 (2012).
L. Wang and D. Babikov, “Adiabatic coherent control in the anharmonic ion trap: Proposal for the vibrational two-
qubit system.” Phys. Rev. A, 83, 052319 (2011).
RESEARCH EXPERIENCE
UNIVERSITY OF SOUTH CAROLINA, Columbia, South Carolina Aug. 12
Postdoctoral Researcher, Department of Chemistry & Biochemistry –Aug. 15
Simulated the interaction of hydrogen with a model graphene sheet to study the probability of hydrogen adsorption on
graphene surface and to facilitate research of hydrogen storage
Explored the isotopic effects of deuterium in side chain substitution of P3HT-PCBM with application to development
of optoelectronic device technology
Involved in computational method and code development, optimization, and massively parallel implementation
Organized research group events, such as group meetings and activities with other university departments
ACTIVITIES AND INTERESTS
Soccer, Chinese Calligraphy (Calligraphy Competition National 4th
place)
LANGUAGES
Mandarin (native), Japanese (intermediate)