# Benwei Jin, FRM > Software engineer at Nomura | FRM | CFA level 3 candidate Location: New York, New York, United States Profile: https://flows.cv/benwei MS in Mathematical Finance candidate equipped with strong mathematical problem-solving skills and holding a B.A. in Software Engineering/ Finance. Seeking a challenging full-time position in financial modeling or risk management. --Computer Skills: did projects in machine learning and Image Processing proficient in C/C++, MATLAB, Python, SQL, Java --Mathematical Modeling: familiar with quantitative finance, stochastic calculus, computational finance, quantitative equity portfolio management and risk modeling --Communication Skills: well-versed in English, Cantonese, and Mandarin ## Work Experience ### Software Engineer @ Nomura Jan 2023 – Present | New York, United States ### Senior Financial Engineer @ Numerix Jan 2023 – Jan 2023 | New York, New York, United States ### Financial Engineer @ Numerix Jan 2020 – Jan 2023 | New York, New York, United States ### Financial Engineer Intern @ RECURSION CO Jan 2020 – Jan 2020 | New York, New York, United States • Visualized large structured datasets to drive analytics and automated generation of monthly MBS research reports by agency for clients using Python script with the loan level data generated by PostgreSQL queries from the database of Analyzers • Developed and optimized web text parsing and data cleaning algorithms in Python Scrapy framework to obtain high quality data and manage relational database in Amazon Redshift • Extracted and Cleaned more than 2,000,000 real estate properties purchase and assessment historical data from multiple government official websites’ data resource of, prepared for post real estate market analysis • Involved in and studied about multiple MBS related projects from different industrial data resource including IMF Data, NSMO, fannie mae, freddie mac and ginnie mae ### Quantitative Analyst Intern @ Grid Market Research Jan 2019 – Jan 2019 | Greater New York City Area • Developed Python based quantitative models and gathered quantitative information from Bloomberg terminal for identifying and evaluating investment opportunities. Performed quantitative analysis of macroeconomic data and interpretation. • Performed historical backtesting of alpha-generating investment strategies and asset allocation strategies, stress testing, scenario analysis, analysis of hedging strategies and portfolio construction models. • Used regression analysis (Linear or Logistic) and machine learning algorithms (Neuron network) to calculate several effective factors for Portfolio Management decision-making used Python Tensorflow • Tested data stationary, checked seasonality and calculated the annualized volatiles for commodity futures price over 20 years ### Rotman Internation Trading Competition @ University of Toronto - Rotman School of Management Jan 2019 – Jan 2019 | Toronto, Canada Area • Participating in world’s largest trading competition with 52 teams from 52 university. Focused on Commodity trading case and Volatility trading case • Commodity trading case: Accurately understand various type of news and evaluate their impact on the yield and profit. Make judgement on the profitability and subsequent execution or rejection of each offer • Volatility trading case: Generate profits by trading options volatility based on the mispricing of options. Generate and compare realized volatility and implied volatility used MATLAB to find arbitrage opportunity ### Assistant Project Manager @ Industrial Securities Co., Ltd. Jan 2017 – Jan 2018 | Guangzhou, Guangdong, China Assist project manager with pledge of stock rights, designated fund management, transaction consulting, risk management services, block trades, market value reduction management. • Participated in four pledge of stock rights projects, forty IPO new stock offline purchase and calculation and analysis of IPO profit margin for 100+ clients and researched client companies’ market value on the basis of valuation model in VBA • Assisted clients with registrations of newly listed companies, initial public offerings, stock subscriptions, and offline purchase of new shares • Collected, integrated and analyzed data of new stock projects and wrote reports using VBA and MATLAB ## Education ### Master's degree in Mathematical Finance Rutgers University ### Inter-University Doctoral Consortium Exchange program in Finance Princeton University ### Bachelor of Engineering - BE in Computer Software Engineering & minor in Finance Sun Yat-sen University ## Contact & Social - LinkedIn: https://linkedin.com/in/benwei-jin --- Source: https://flows.cv/benwei JSON Resume: https://flows.cv/benwei/resume.json Last updated: 2026-04-05