YIFEI (Evelyn) WANG

860-***-**** • ac0wzc@r.postjobfree.com • linkedin.com/in/yifei-evelyn-wang

Seeking quantitative analyst roles in risk mgmt., fund mgmt. and investment banking sectors EDUCATION

University of Connecticut Hartford, CT

M.S. Financial Risk Management (STEM, Graduate Assistant), GPA: 3.64 December 2016

• Quantitative financial mathematics and modeling (synthetic cash flow profile and positions)

• Credit risk modeling(CVA&DVA, PFE, EDF, LGD, credit matrix estimating by Logit regression); interest rate risk modeling(FX, CCS, FRA, IRS)

China Agricultural University Beijing, China

B.S. in Management, major in Marketing, GPA: 3.30 June 2015 WORK & LEADERSHIP EXPERIENCE

BH Asset Management, Portfolio Analyst Jan 2017 - Present, New York, NY

• Achieve intensive data extracting, cleaning and normalization of multi-assets portfolios and account records through VBA macros and SQL to communicate between APX and Bloomberg.

• Perform quantitative and statistical analysis of portfolio performance in Bloomberg PORT and related functions.

• Obtain in-depth understanding in bottom-up securities selection method, investing strategies in equities, municipal bonds and convertible bonds, and GIPS compliance.

Bank of East Asia, Summer Analyst July - September 2014, Beijing, China

• Supported design of proper credit risk evaluation procedure with customized assessment criteria for small business in tea industry and verified validity and credibility. ACADEMIC PROJECTS

DCF modeling in MATLAB, Insurance & Annuities September 2016

• Obtained Treasury yield rates at specific dates and interpolated sectioned maturities into 30-year consecutive curve.

• At each date, calculated present value, key rate duration and convexity of annuity or deferred annuity for different life insurance contracts.

Portfolio/Fund Performance Assessment, The Hartford Pensions September 2016

• Applied Frongello Linking Algorithm in performance attribution analysis of pension funds; quantified contributions of different asset classes (beta, allocation, sub-asset classes and manager skills). Dynamic Delta Hedging in VBA, MSFRM August 2016

• Utilized Microsoft Excel (including VBA) to achieve a dynamic delta hedge strategy with an underlying stock or a bond from an option market maker point of view.

GARCH & Copulas Modeling in R, MSFRM March - April 2016

• Constructed portfolios of U.S equity and fixed income markets; stress tested portfolios against two adverse scenarios; ran GARCH (1,1) to overlap scenarios with volatility movement and observed portfolio shocks impact.

• Ran Monte Carlo simulation of Vasicek distribution of interest rate paths and construct portfolio of 100 companies via Copulas; calculated the portfolio VaR with two methods - simply sort the defaults and take quantiles, and approximate Cornish Fischer expansion.

Momentum Strategy Project, MSFRM April 2016

• Obtained real time dataset of U.S equity market from Ken French’s data library and ran statistic regressions of Fama-French 3 factor Model on each portfolio in Excel to observe the statistical significance of excess returns and betas of market, size of firms and book value.

• Highlighted how momentum strategy performed in different time periods and across geographic markets. Financial Statement Modeling, Wall Street Prep February 2016

• Microsoft Excel applications in financial statement modeling based on a case study of Apple LLC., i.e. decompose 10-K and 10-Q, generate working capital sheet and dynamically forecast the balance sheet etc. SKILLS & EXPERTISE

Certification: GMAT 740, FRM Level I Candidate

Computer: Proficiency in Microsoft Office suite, Excel(VBA), Bloomberg, R, MATLAB, SQL and SPSS/EVIEWS Language: Bilingual English (business professional)/ Mandarin (native) Interests: Sudoku, Jigsaw, handcrafting, reading

Contact this candidate