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Management Project

Location:
San Francisco, CA, 94118
Posted:
March 09, 2010

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Resume:

Foster Geng San Francisco, CA

310-***-****

abnn7y@r.postjobfree.com

SUMMARY

• Experience with top bank and consulting firm

• Analytical, creative, versatile, technical and quantitative

• Masters of Science from UC Berkeley Graduate School of Engineering

• Company of any size – unique fit for Asia projects

• In-depth understanding of risk and asset management

• Bilingual – More than fourteen years of living in Beijing

• Passionate, motivated, energetic and extremely detail-oriented

• Consistently ranked as top performer among peers

EXPERIENCE

WELLS FARGO & COMPANY Risk Management Consultant

April 2008 – Current

• Manages trading risk for ten independent trading/business units – responsible for developing, implementing, and maintaining

industry-standard VaR (Value at Risk) model for all portfolios (fixed income, equity, derivatives, currency and commodities).

• Reports the daily risk of each portfolio by performing full-reevaluation of all positions based on historical scenarios.

• Focuses on analyzing, reconciling and manipulating large volume of portfolio and market data, develops and automates reporting

and analysis processes within Excel and Access

• Develops methods for scenario-based stress-testing, daily P&L back-testing and various other statistical tests to enhance the VaR

model and to determine the bank’s capital holding needs for trading activities.

• Implements risk models and provides time-series and sensitivities analysis for trades involving Swaps/Swaptions, Caps/Floors,

Currency Spots/Forwards/Options, Futures, CDS, MBS, CMO, Bonds and Convertible Bonds.

• Conducts frequent meetings with risk managers and traders to explain daily results, discuss about the desired behavior of the risk

model as well as to collaborate on possible improvements to future models.

• Serves as the most quantitative resource for the Asset/Liability Management team to assist in all capital market model design and

validation projects as well as to perform forecasting analysis on financial instruments based on various economic outlook.

ACCENTURE CONSULTING Business and Technology Analyst

May 2007 – April 2008

• Analyst in the largest IT consulting and outsourcing company in the world – served as the technical architect engineer on a large

system integration project.

• Demonstrated high technical competency (developing and maintaining code in Visual Basic and SQL) and strong project

management skill (helping to maintain the onshore and offshore technical teams).

• Gained extensive exposure to business processes as well as project management experience for IT integration project.

• Received top rating (top 5% Analyst) at annual review.

• Repeatedly demonstrated high sense of responsibility and resourcefulness in critical situations and in solving extremely time-

sensitive defects.

EDUCATION

UNIVERSITY OF CALIFORNIA, BERKELEY

Masters of Science, Industrial Engineering and Operations Research

UNIVERSITY OF CALIFORNIA, LOS ANGELES

Bachelors of Science, Electrical Engineering with Computer Science Option

SKILLS

• Strong knowledge and industry experience with C/C++, C#, SQL, and Visual Basic

• Exceptional skill in Microsoft Excel and Access

• Experience with Quantitative Risk Management (QRM), Calypso, Bloomberg, Matlab

• Passion for investing – several years experience in following various asset classes and managing a diverse portfolio

• Understands valuation models (comparable/transaction/DCF), LBO models and analysis, M&A process

• Native in Mandarin – capable of reading and writing

REWARDS AND OTHER INTERESTS

• GSI (Graduate Student Instructor) during Graduate School – taught Game Theory at Haas Business School.

• Competitive bridge player – tournament champion multiple times – one of the best junior bridge players in the US.

• Third in 2006 North American Collegiate Bridge Championship.

• Second in 2008 US Junior Team Trial to represent USA in world championship.



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