Mitch (Ming) Gao


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.



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


New York University

M.Sc. in Financial Engineering


Zhejiang University of Finance & Economics

B.Sc. in Business – Finance


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