Sql Server Analyst
Resume:
Yuzhou (Andrew) Xiao
**** ***** ***** **. 226-***-**** or
Ottawa, ON K1T 3R9
***********@*******.***
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