SIMONE WAN

Permanent US Resident

Woodland Hills, California, 91364

PHONE: 818-***-**** * acunm9@r.postjobfree.com

EDUCATION

FORDHAM UNIVERSITY, GABELLI SCHOOL OF BUSINESS New York, NY

Master of Science, Quantitative Finance, GPA: 3.5 Feb 2013

Graduate Assistant with Professor Chaitra H. Nagaraja

Passed CFA Level 1 Exam Dec 2013

THE OHIO STATE UNIVERSITY, FISHER COLLEGE OF BUSINESS Columbus, OH

Bachelor of Science, Business Administration, GPA: 3.6 June 2011

Major in Finance, Minor in Mathematics

Math Tutor, Mathematics and Statistics Learning Center, the Department of Mathematics

Passed Society of Actuaries exams Probability(P) and Financial Mathematics(FM) June 2011

PROFESSIOANL EXPERIENCE

HANERGY HOLDING GROUP - World Leading Clean Energy Company Beijing, China

Investment Analyst, Investment Management Division Jan 2015 - Mar 2016

Conducted research on both Chinese and US Solar markets by analyzing indicators such as installed solar capacity, average solar PV price, etc; Compiled comparative analysis reports on a monthly basis.

Conducted research on Chinese electric vehicle market regarding industry entry policy and subsidy policy.

Conducted research on global insurance market by analyzing business models, financial statements, and shareholder structure of industry leaders; made detailed analysis of potential investment targets.

Identified feasible investment opportunities by researching real estate property and other pertinent information within target markets, and applied analytical process to determine whether opportunities meet the company’s investment criteria.

SHUPAI FINANCE – FX and Commodity Trading Company Beijing, China

Research Analyst, Investment Research Department May 2013 – Oct 2014

Implemented technical trading strategies by coding trading models using Matlab, and forecast key performance metrics, such as buy/sell price, position size, and risk/reward ratio, etc.

Validated market data using Excel and updated data report for global financial market on a daily basis.

Performed industry research on global economy outlook, writing research reports.

Developed and maintained user-friendly modeling spreadsheets to help software developers build database.

REVAL - Global Provider of SaaS Solutions for TRM New York, NY

Quantitative analyst Intern, Financial Engineering Department Apr 2012 – Dec 2012

Developed the Cash Flow at Risk Model (CFaR)’s diversification and sensitivity functionality, which involved in modeling the risk factor dynamics, simulating cash flows, and measuring their distributions. CFaR model utilizes the correlations between commodity, interest rate and FX to hedge the existing exposures, and received award for saving clients millions of dollars.

Analyzed the CFaR for client portfolios that consist of commodity, interest rates and foreign exchange exposures and interpreted the results to explain the behavior of the portfolio with and without optimization.

Generated shock factors for market rates through calibrated models, which were used to simulate cash flows to measure CFaR of a given portfolio and verify validity of the generated shocks using Matlab and Excel.

Delivered interest rate term structure volatility functionality specification regarding CFaR model.

Validated the market data, and simulated data and system outputs of newly developed functionalities by recognizing market data abnormality, and making analysis using Excel.

ADDITIONAL

Working knowledge of MS Excel, SQL, Matlab, Bloomberg, Self-teaching Python.

Writing Skills: Ability to efficiently produce concise, organized research reports.

Bilingual, native mandarin and fluent English speaker.

Performed translation work for Rule#1, China Youth Press, 2007.

Contact this candidate