Project Data

Ruixiang (Ryan) Ma

*** ********* ****** *****, *** York, NY 10027

347-***-**** Email: ******@********.***

EDUCATION

Columbia University New York, NY

MA Statistics GPA:3.7 Dec. 2012

Relevant coursework: Quantity Methods in Investment, Statistical Methods in Finance

Training: CAPM, portfolio optimization, multi-factor model, VaR Analysis

Leadership: Captain of Columbia University Table Tennis Team

Beijing University of Posts and Telecommunications Beijing, China

Bachelor of Management Jun 2011

Relevant coursework: Decision Analysis, Accounting, Information System Engineering

Leadership: Vice President, Association of Career Planning and Development

Activities: China Olympic Games Volunteer

RESEARCH EXPERIENCE

HP Hood 401(k) Research Project New York, NY

Statistical Researcher Sep 2012- Feb 2013

• Used Informatica Power Center software to extract, transform and loading data from database

• Used ERWIN and SQL to create chart and table combined the data of Net Asset and the data of Loan

• Created PPT to make presentation to team to show the process of the project

Mean Reversion Trading Project New York, NY

Data Analyst Jan 2012- Apr 2012

• Create the database to collect data from Bloomberg Terminal in order to forecasting future stock price

• Used the residuals plot and diagnostic tests to determine which model best fit the data through SAS.

• Used Monte Carlo Simulation to project future values of conditional variance of return by applying

obtained satisfactory models

• Used SAS software to combine the Exponential and Time Series Model to adjust the model

The Impact of Derivative Trading Activity on Commodity Spot Price Volatility New York,NY

Data Analyst Sep 2011-Dec 2011

• Used GARCH method to model the spot price volatility.

• Used Granger Causality Test to see if there exists dynamic relationship between trading activity and spot

price volatility.

• Vector autoregressive (VAR) model is used to further investigate the dynamic relationship, whether it is

positive or negative correlated.

INTERNSHIP EXPERIENCE

Export Import Bank of US Washington,DC

Data Analyst Jun 2012-Aug2012

• Validated the back end data by using SQL and PL/SQL extensively.

• Performed Quality Analysis on problem reports against software and the production system in

order to confirm that problems truly exist and can be recreated for testing.

• Extensively used SQL to gather the data required for Data Driven Testing.

• Created VB Scripts in QTP for Regression testing.

• Wrote SQL queries to test Data Integrity, Referential Integrity and performed Database

Testing for the Application

Bank of East Asian Xi’ An, China

Financial Analyst June 2010-Oct. 2010

• Reviewed client information and create a Excel report of statistics of client usage of bank products

• Used Microsoft Visio to scheduled the customer callback plan and investigation their feedbacks to

financing products

• Researched customer demographics through Heatmaps to determine which bank products would be most

attracted

• Took responsible of ERP manufacturing systems and operations

SKILLS

Computer Skills: SAS(Certification of Advanced programming for SAS9) R Office Informatica Power Center9.0

Erwin SQL VBA Oracle Microsoft Visio

Sports skills : Table Tennis (National Second Level)

Language Skills: English Chinese

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