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Financial analyst, data analyst, MS excel, R, python

Jersey City, New Jersey, United States
May 19, 2017

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Zhenyan Yao

*** ******** ***** ** ***. *, Jersey City, NJ 07307 201-*******


Stevens Institute of Technology, Hoboken, NJ

Master of Science in Financial Engineering GPA: 3.74/4.0 December 2017 Concentration: Algorithmic Trading Strategies

Coursework: Stochastic Calculus, Design Pattern Derivative Price, Financial Risk Management, Algorithmic Trading Strategies, Computational Methods in Finance and Portfolio Theory & Applications Xiangtan University, Xiangtan, China

Bachelor of Science in Electronic Information Science and Technology GPA: 3.20/4.0 June 2015 Coursework: C language Program Design, Microcomputer Principle and Interface Technology, Simulation Digital Electric Technology and Mobile Communication SKILLS:

Programming Languages: C, C++, R Language, Python, Matlab Computer Design Tools: Auto CAD, Protel 99SE

Database Systems: Microsoft word, Excel and Powerpoint, Bloomberg, VBA, SAS, MySQL EXPERIENCES:

China Merchants Bank Company Limited, Changsha, China 06/2016-08/2016 Financial Analyst, Asset Management and Investment Department Analyzed financial report and market strategies, performed market research and evaluated market trends in the trading days.

Specified the market, credit, liquidity, operational risk assessment and fixed income business. Collected and analyzed data on customer, prospect demographics, risk tolerance and preferences to identify potential markets demand.

O&C Electric Technique Co., Ltd, Changsha, China 03/2015-11/2015 Electrical Engineer, Electrical Department

Took charge of Beijing metro line NO.16 of the emergency ventilation inverter power supply design, worked with team members.

Designed circuit layout and wiring diagram using Auto CAD and Protel 99SE, eliminated the breakdown of circuit plate. Gathered experimental analysis data and wrote test report of power inverter. ACADEMIC PROJECTS:

Stevens Institute of Technology, Hoboken, NJ

Computational Methods in Finance 09/2016-12/2016

Collected data of options and equity from Bloomberg. Constructed the Black-Scholes model of stock price and analyzed the sensitivity of each parameter whether it affected the final stock price, using R.

Implemented the Bisection method to calculate implied volatility. Established implicit and explicit finite difference methods to price put and call options. Portfolio Optimization in Retirement Funds 10/2016-12/2016 Invested retirement fund with $100 million for risk aversion client, established 20 years’ time horizon and created a portfolio with 2.55% stocks, 19.45% ETFs and 78% Treasury bond. Used CAPM model calculate the weights of stocks and ETFs, used profits of Treasury bond to hedge the losses of stocks and ETFs.

Backtested 1, 5, 10 and 20 years’ period compare to historical data and used S&P 500 as our benchmark, obtained the expected return and volatility and rebalanced our portfolio annually. Data Visualization of Stock Price 04/2016-05/2016

Used Quantmod package of R language and calculated simple return and log return. Built binomial and trinomial tree of European options and American options. Presented and analyzed k lines, volatility plots and realized the data visualization of stock price. ACTIVITIES:

Treasurer of Stevens Society of Financial Engineers Orientation Leader of Stevens Institute of Technology in 2016 Fall Semester

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