Quantitative Researcher @ From May 2015 to Present (6 months) Greater Philadelphia AreaQuantitative Portfolio Manager @ • Co-Head of Algorithmic Trading: Built up the systematic trading business from scratch • Implemented high frequency strategies for Shanghai A-Shares (Avg. Daily turnover of 300mm RMB) • Researched and designed statistical arbitrage strategies for Shanghai A-Shares and Hong Kong H-Shares • Design options strategies for Shanghai A-Shares • Managed a team of 3 junior quantitative strategists through weekly research agendas and daily operations From August 2014 to March 2015 (8 months) Hong KongTrader/ Quantitative Analyst @ • Helped manage equity-linked portfolio geared towards convertible and volatility arbitrage (300-500mm USD Market Value) • Traded convertible bonds (on swap and outright), single name CDS, options (on swap and outright), equities, FX • Developed a systematic gamma trading strategy for hedging delta neutral convertible bond positions (VBA, R) • Conducted credit analysis for relative value trading • Applied research on high frequency equity volatility for convertible bond selection (C#, R, SQL) From February 2013 to July 2014 (1 year 6 months) Greenwich, ConnecticutQuantitative Algorithmic Solutions, FX Institutional Sales, FX Spot Trading @ FX Quantitative Algorithmic Solutions Desk/ Rates Quantitative Strategies and Systematic Trading Desk • Co-manage Global Spot Portfolio, traded using mean variance optimization for G10 basket currencies • Applied market microstructure, Bayesian Modeling and Optimization techniques to build from the ground up the firm’s first competitive FX Algo Platform and internal Algo Market Making book (Java) • Models currently built and in place: Implied Correlation Monitor for FX volatilities, TCA Model for Market Making Spot FX, FX Forwards v Futures Basis Model, Treasury Futures Model, Affine Stochastic Term Structure Model (R, MATLAB, VBA) • Booked Swaps, Eurodollar Futures, Fed Funds Futures and Treasury trades and served as risk manager for entire trading floor From August 2011 to January 2013 (1 year 6 months) Greater New York City AreaSummer Analyst @ • Automated back testing system for factor weightings in mutual fund rebalancing periods (VBA) • Automated a process to calculate posterior statistics in the form of risk/information ratios for client portfolios (VBA) From May 2010 to August 2010 (4 months) Greater New York City AreaStatistics Research Assistant @ Research Advisor: Professor Dean P. Foster, Marie and Joseph Melone Professor of Statistics • Applied high dimensional reduction techniques to sparsely classify linguistic structures • Automated processes for canonical correlation analysis and iterative transition matrices for a Hidden Markov Model (R) From September 2009 to May 2010 (9 months) Summer Program for Undergraduate Research @ Research Advisors: Professor A. Craig MacKinlay, Joseph P. Wargrove Professor of Finance, The Wharton School, Professor Dylan Small, Associate Professor of Statistics, The Wharton School • Incorporated downside risk measures into multi-factor regressions under the CAPM framework • Ran rolling regressions and collected data from CRSP to compare sector portfolios of large cap indices (R, SQL, Excel) From May 2009 to September 2009 (5 months)

B.A., Mathematics @ University of Pennsylvania From 2007 to 2011 B.S., Finance, Statistics @ University of Pennsylvania - The Wharton School From 2007 to 2011 Cypress Bay High School From 2003 to 2007 Mark Huang is skilled in: Systematic Trading, Time Series, Bayesian Methods, Convertible Arbitrage, R, Python, SQL, Java, Fixed Income, Equity Derivatives, Bloomberg