NAN

LIAO

** ******

Street,

Stamford,

CT

**905

Tel:

(203)

517-

5710

Email:

acov9r@r.postjobfree.com

Education

University

of

Connecticut

–

Stamford,

CT,

United

States

08/2013

–

12/2014

Master

of

Science:

Financial

Risk

Management

(STEM

designated

program)

GPA:

3.8/4.0

Academic

Experience:

Equity

Investment,

Fixed

Income

Securities,

Financial

Risk

Modeling,

VBA,

Matlab,

§

Credit

Risk

Management;

Risk

Management

Conference

in

Stamford

Beijing

Technology

and

Business

University

–

Beijing,

China

08/2008

–

06/2012

Bachelor:

Business

Administration

GPA:

3.6/4.0

§ Published

paper

on

China

Building

Materials

(11/2011),

the

only

publication

of

the

project

in

B-

school

§ Dean’s

List

(2010-

2012);

Scholarship

(2010&2011)

QP

case

analysis

competition-

1st

runner-

up

(2010)

LiFeng

Marketing

Research

Fund-

IPSOS

(11/2011)

Outstanding

Volunteer

in

60th

National

Day

Celebration

(2009)

Skills

CFA

Level

II

Candidate,

Bloomberg

Certification

§

MS

Office,

Excel

(Pivot-

table,

Vlookup,

Regression,

VBA),

Risk

Metrics,

Matlab,

Bloomberg

terminal,

EViews

§

Fluent

in

English,

Native

in

Mandarin

§

Work/Project

Experience

Royal

Bank

of

Scotland

(UCONN

Experiential

Learning

Project)

–

Stamford,

CT

08/2014

–

12/2014

Model

Risk

Intern

Analyzed

the

main

aspects

of

models

and

formulated

consequences

of

model

risk

§

Assessed

the

risk

level

of

each

model

and

rated

30

financial

models

of

correlated

risks

using

a

scorecard

§

methodology,

taking

cues

from

SR

11-

7.

Accomplished

Model

Risk

Report

to

support

RBS

in

navigating

the

regulatory

mandates

§

Credit

Risk

Management

UCONN

Project

-

Stamford,

CT

09/2014

–

12/2014

Applied

MATLAB

code

to

credit

risk

management

§

Used

Monte

Carlo

Simulation

in

the

pricing

of

an

interest-

rate

swap

and

analyzed

credit

exposure

as

§

embodied

by

Potential

Future

Exposure

and

Expected

Exposure

on

a

portfolio

of

swaps;

Estimated

Credit

Valuation

Adjustment

on

a

swap

by

combining

the

EE

with

default

probability

VaR

analysis

UCONN

Project

(Financial

Risk

Modeling

III)

–

Stamford,

CT

07/2014

–

08/2014

§ Provided

a

1-

day

1%

VAR

analysis

along

with

stress

testing

of

the

portfolios

consisting

of

10

indexes

and

2

options,

using

variance-

covariance

model,

Monte

Carlo

Simulation,

and

Historical

Simulation

§ Recommended

a

capital

cushion

for

the

portfolio

as

of

2008

and

accomplished

Risk

Analysis

Report

COFCO

Corporation-

ChinaTea

Co.,

Ltd

–

Beijing,

China

04/2013

–

08/2013

Financial

Assistant

Assisted

in

conducting

tax

assessment

and

tax

reporting

§

Consolidated

monthly

accounting

records,

updated

and

maintained

database

§

Assisted

in

writing

tax

administration

manual

of

the

company

§

Actively

monitored

and

analyzed

the

latest

tax

policy,

and

led

interns

to

file

accounting

documents

§

Shenhua

Guohua

Energy

Investment

Co.,

Ltd

–

Beijing,

China

06/2012

–

03/2013

Financial

Analyst

Assisted

senior

manager

with

financial

analysis

to

support

development

of

financial

plans,

focusing

on

§

data

analysis

and

cost

containment

Assisted

with

preparing

monthly

cash

flow

forecasting

and

reviewing

monthly

financial

plans

§

Reviewed

operation

and

investment

activities

of

42

subsidiary

companies,

managed

monthly

financing

data

§

using

Excel

(about

5

million

dollars/month)

and

generated

periodic

reports

Coordinated

and

interacted

with

finance

company

and

banks

to

ensure

communication

and

support

§

China

Everbright

Bank

–

Beijing,

China

06/2011

–

09/2011

Customer

Manager

Assistant

(Intern)

Evaluated

enterprises’

risks

and

prepared

recommendations

by

analyzing

their

financial

situation

and

§

comparing

their

performance

to

industry

benchmarks

Co-

developed

marketing

strategy

to

expand

customer

base

by

cooperating

with

major

securities

traders

and

§

Insurance

institutions,

resulting

in

an

increase

of

approximately

150

customers

Created

working

methods

of

account

checking

to

improve

the

efficiency

in

performance

by

20%

§

Contact this candidate