Mitch (Ming) Gao

Experience

2019.6 - PRESENT

United Nations OIM/Joint Staff Pension Fund

Quantitative Research Intern

  • The Office of Investments Management (OIM) is responsible for the day-to-day management of theinvestments of the UN Joint Staff Pension Fund assets. OIM manages a $65 billion multi-asset. Assetclasses under management comprise of global equities, fixed income, foreign exchange, privateequity, real estate, infrastructure, timber, and commodities.
2018.8 - 2019.6

SUNY Research Foundation

Quantitative Finance Research Assistant

  • Performed alpha research, portfolio optimization and quantitative trading models.
  • Applied techniques of data modeling and statistical learning methods to market prediction and systematic trading.
  • Calibrated term structure of interest rate models in use of interest rate risk management.
2017.8 - 2018.6

Stony Brook University

Graduate Teaching Assistant of AMS 318 Financial Mathematics and AMS 320 Quantitative Finance

  • Lectured class; prepared LaTeX class notes; lead recitation session; constructed and graded assignments and tests.
2015.7 - 2017.8

MX (Meixin) Global

Investment Associate / Fund Operations

  • Managed the structuring, forming and operations of private investment funds, including Private Equity Funds, Real Estate Funds, Credit Funds (ABS, CMO), Fund of Funds.
  • Built and implemented the solution of fund administration and banking for Delaware funds and Cayman funds
  • Conducted due diligence on the underlying assets and contributed to product development

About Me

Interested in financial market.

Education

2020

Stony Brook University

Ph.D. candidate in Applied Mathematics and Statistics with Time-inhomogeneous Lévy Processes research area. My current research topic is the Lévy processes applications in the TSIR models and bond derivatives pricing.

Adviser: James G. Glimm

2016

New York University

M.Sc. in Financial Engineering

2010

Zhejiang University of Finance & Economics

B.Sc. in Business – Finance

Skills

Python / R / MATLAB / C++
Stochastic Calculus
Statistics
Unix/Linux Environment

Contact