Chongcong(Charles) Xu

I'm a

About

My name is Chongcong(Charles) Xu, a senior student majoring in Operations Research: Financial Engineering at Columbia University. I'm an international student from Shanghai, China. I had great passion on Financial markets and Quant industry. I'm currently interning at Morgan Stanley Fund Services Portfolio Analytics Team. I love playing poker, card games, puzzles and music festivals.

Passionate about Quant Industry

"Work Hard, Play Hard"

  • Email: cx2280@columbia.edu
  • Phone: (339)215-9252
  • City: New York, NY, USA
  • School: Columbia University
  • Degree: Bachelor of Science
  • Major: Financial Engineering

Achievements

I have started participating in various Mathematics Competitions since elementary school in China. I enjoyed solving difficult problems. After getting into college, I got passionate about competing trading competitions because it could provide instant feedback on my algorithms.

  • Top 16% in 2019 William Lowell Putnam Mathematical Competition

  • Top 1% in American Mathematics Competition 12, AIME, USAMO Qualified

  • 2nd Place in Citadel & Citadel Securities Summer Invitational Datathon 2021

  • 1st Place in Traders@Berkeley 2022 Yosemite Case

  • Top 10 Finalist in TraderHack@Optiver

  • #7 in Traders@MIT 2021 IMC Data Science Case

Skills

I'm a math-savvy person with great programming skills and finance knowledge. My skill sets range from theoratical Machine Learning to Macro Analysis. In general, I have solid programming, data science, optimization skills and financial engineering knowledge.

Quantitative Skills

MACHINE LEARNING & DEEP LEARNING 70%
OPTIMIZATION 80%
STATISTICS & PROBABILITY THEORY 60%
STOCHASTIC MODELING & SIMULATION60%
DERIVATIVES PRICING 80%
DATA STRUCTURES & ALGORITHMS 50%

Programming Skills

PYTHON 90%
R 70%
MATLAB 20%
JAVA 70%
C 50%
SQL 50%

Resume

Sumary

Chongcong(Charles) Xu

Senior student majoring in Financial Engineering at Columbia University with great passion in the quant finance industry

  • New York, NY 10027
  • (339)215-9252
  • chongcong.xu@columbia.com (cx2280@columbia.edu)

Education

BACHELOR OF SCIENCE -- FINANCIAL ENGINEERING

2021 - 2023

Columbia University, New York, NY

Relevant Coursework: Advanced Programming, Introduction to Financial Engineering, Algorithmic Trading, Machine Learning for OR and FE, Stochastic Models, Advanced Optimization, Simulation, Introduction to Databases

BACHELOR OF SCIENCE -- APPLIED MATHEMATICS & ECONOMICS

2018 - 2021

Brandeis University, Waltham, MA

Relevant Coursework: Linear Algebra, Multi-Variable Calculus, Data Structures & Algorithms, Mathematical Statistics, tatistical Modeling with R, Corporate Finance, Financial Accounting

Professional Experience

Summer Analyst (Portfolio Analytics)

06/2022 - 08/2022

Morgan Stanley, New York, NY

  • Completed a quantitative project to design a new feature to help hedge fund clients understand the impact of active trading and sizing of their portfolio by using the internal platforms and tools such as Matrix, MSPM, R-Shiny, etc.
  • Analyzed and replicated calculations behind MSCI BARRA factor models deployed by the analytics team to adequately measure, assess, and report the performance of client portfolios (alpha, beta, sharp ratio, return contribution, etc.)
  • Produced monthly commentary on fundamental factors performances and sector performances using visualization
  • Brainstormed earnings report on helping clients access the alpha gain during earnings release period

Proprietary Trading Intern

07/2021 - 08/2021

T3 Trading Group, LLC, New York, NY

  • Learned about the technical analysis (candlesticks analysis, support/resistance, gaps, multiple time frames, EMA, risk management, etc.) and developed a working knowledge of trader language
  • Utilized daily research of economic indicators, company specific news, technical analysis, and fundamental analysis to establish paper trading positions in a simulated environment
  • Conducted daily trading journal and reviewed with co-workers to ensure proper execution of cash and risk management

Projects

  • All
  • Trading
  • Data-Science
  • Other

Contact

I reside in upper west side of New York City, very close to Columbia University. Feel free to contact me through email or phone call.

Location:

70 Morningside Drive, New York, NY, 10025

Call:

+1 (339)215-9252