Yuzhou (Andrew) Xiao

**** ***** ***** **. 226-***-**** or

613-***-****

Ottawa, ON K1T 3R9

ab875z@r.postjobfree.com

PROFILE

Two years of co-op working experience in Finance and IT. I have a history

of strong performance through continuous learning and surmounting

challenges. I remain focused and positive while facing conflicts and am

enthusiastic about constantly facing new challenges. I am a solid team

player able to adapt to changing work environments. I have strong

analytical and problem-solving skills and am able to contribute at a

consistently high level.

SKILLS SUMMARY

Bloomberg, financial Greeks, Equity Index Futures, Index options, IR Swaps,

Monte Carlo simulations, PCA analysis, cash flow analysis, ratio analysis,

DCF, CLO, ABS, CDOs, VaR, SAS, R, VBA, MS Office(Excel, PowerPoint,

Java, C++, SQL Server, Ruby, Perl

PROFESSIONAL WORK EXPERIENCE

Analyst, ABS / CLO Trading Desk Strats, Morgan Stanley, New York, New

York Sept 2011 to Dec 2011

Created price and market reports in Excel for CLO/ABS traders using

Bloomberg data and VBA models.

Developed the trade flow and competitive analysis report for the head of

fixed income.

Priced new CLO Warehouse issues by analyzing cash flows and creating

earnings models.

Used R to generate Monte Carlo simulations of CLO and ABS products to

approximate fair price.

Used principal components analysis to find a relational-based fair price

for CLO products.

Performance Attribution Analyst, ING Life Japan, Tokyo, Japan,

Jan 2010 to Dec 2010

Worked on Monte Carlo simulations of fund performance to analyze hedging

performance using financial Greeks.

Created performance reports for upper management on hedging activities

using Bloomberg market data and Sophis - an off shelf application for

derivatives management.

Performed analysis into improvements of the bond duration and convexity

matching between liability fund Greeks and asset derivatives portfolio led

to a decrease of 1 million yen in reported basis risk loss.

Helped design new VaR system including implementation and testing of

extreme market shocks.

Maintained and improved hedge reporting system by streamlining processes.

Risk Coordinator, Canadian Imperial Bank of Commerce, Toronto, ON,

Jan 2009 to Apr 2009

Created new risk compliance reports using Excel and Access which

highlighted risks and deficiencies.

Analyzed compliance sets in accordance with SOX standards.

Developed SQL queries for score calculation and reports.

IT Programmer, Natural Resources Canada, Ottawa, ON,

May 2008 to Aug. 2008

Helped in developing a new building energy compliance tool by updating

existing Ruby libraries.

Used Ruby and Perl to create a bilingual GUI interface for compliance

testing.

EDUCATION

Bachelor of Mathematics - Statistics

University of Waterloo June 2013

Bachelor of Business Administration - Finance

Wilfrid Laurier University June 2013

Candidate for CFA Level 1

June 2013

References available upon request

Contact this candidate