Financial Manager

Fei Wang

** **** ******, ***** ******, NY *****

+1-312-***-**** abmn8j@r.postjobfree.com

Qualificatio 2-year financial research and quantitative modeling experience in the

ns Summary financial field

Large spectrum of experience in trading, research, risk management, and

financial analysis

Strong skills in equity and derivatives trading, financial modeling,

derivative pricing

Excellent communication skills in both English and Chinese

Self-motivated, team-oriented and able to function well in high-stress

atmosphere

Chinamex Aleris Capital Advisory LLC (A Branch of Aleris group),

Experience Basking Ridge, NJ, USA

Financial Analyst - Part-Time (Financial Projects Report Directly to

the CFO) 10/2009 - Present

Analyze financial and operational information by developing complex

excel/VBA models

Support the implementation of valuation projects in the areas of

restructuring, mergers and acquisitions and Communicated with clients

to acquire information needed for valuation

Puma Capital LLC (An Equity Market Maker/Broker Dealer), New York City,

NY, USA

Trade Control & Risk Analyst - Intern

05/2009 - 09/2009

Built and updated Arbitrage Trading Model in Spreadsheets, VBA and

Bloomberg API

Analyzed and validated positions, transaction cost and P&L by

developing automatic programs

Performed equity fundamental and analytical research, etc Distressed

Equity Analysis

Hebei Port Group Co., Ltd., Qinhuangdao, China

Financial analyst & Consultant

06/2005 - 06/2007

Provided financial analysis report and decision support by analyzing

the financial Results

Developed financial and valuation model to evaluate the operating

performance of the company

Managed the coal business website (cqcoal.com) and maintained the

company's database in SQL

Automated process to improve the efficiency in the processing of

critical information by VB/VBA

Education Master of Science in Financial Markets, Concentrated on Trading & Risk

Management

Illinois Institute of Technology, Chicago, Illinois, U.S.A

12/2009

GPA: 3.86/4.0; GMAT: 710; Scholarship for excellent academic records;

Projects: Exotic Options Pricing Model, Portfolio Risk Mapping and VaR

Analysis, Research on the short selling trends in the Global Financial

Markets, Financial Research on Anheuser-Busch, Principal Component

Analysis to a Bond Portfolio, Portfolio Optimization Model in VBA

Bachelor of Marketing, Hebei University of Economics and Business,

China 06/2007

Coursework highlights: Marketing, Accounting, Statistics, Economics,

and Financial Management

Stress Testing an Option Portfolio with Monte Carlo Simulation

Created the Option Pricing Model based on Black-Scholes Model

Financial Generated possible scenarios of the 1-day underlying returns with Monte

Project Carlo Simulation

Highlights Determined the Value at Risk of the portfolio and the overnight worst

case losses

Automatic Fixed Income Trading System in VBA

Developed automatic trading system by Ted Spread, Basis, Butterfly and

Yield Curve Trades

Determined the capital allocation of the portfolio by adjusting the

standard deviation of P&Ls

Algorithmic Equity Trading System with Oscillators (Technical Analysis)

in MATLAB

Built Equity Trading System by deciding signals with Moving Averages

and Oscillators(ex. RSI)

Conducted back-testing to determine the algorithmic parameters for

current daily trading strategy

Pair Trading Model

Constructed pairs trading model in VBA with GUI design on echoing pairs

of Equities, ETFs, and Options by taking bid-ask spreads and commission

cost into consideration

Decided pair trading signal through risk arbitraging on Z-score

signals, Optimized portfolio to maximize portfolio's Sharpe Ratio and

other Profit Factors

Proficiency in MS Word, PowerPoint, Access, Excel Spreadsheets, HTML

Technical and SQL Server,

Skills Excellent Skills in Bloomberg System, API, Pink Sheet FIX, OTC Dealer,

VBA, SQL, C and C++

Solid Skills of Statistical Theories and Packages: SPSS, MATLAB and

S-Plus

Completion of Charted Financial Analyst (CFA) Level I

Certificatio Financial Risk Manager (FRM) Certified by Global Association of Risk

ns Professionals (GARP)

/Activities Market Research Project for State Farm Insurance, Chicago IL, United

State

Technical Volunteer at American Red Cross, Greater Chicago, IL, USA

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