Risk Management

Tong Zhao

**** **** ***, *******, **

201-***-**** ******@*******.***

EDUCATION

Stevens Institute of Technology Hoboken, NJ

Master of Science in Financial Engineering 08/2015 – 05/2017

GPA: 3.7 / 4.0

Relevant Coursework: Introduction to Python for Financial Applications, C++ Programming in Finance, Introduction to Financial Risk Management, Stochastic Calculus for FE, Pricing and Hedging, Computational Methods in Finance, Portfolio Theory & Application, Advanced Derivatives

PROJECT EXPERIENCE

Stevens Institute of Technology Hoboken, NJ

Risk Disclosure Based on Trading Strategy 01/2017 – 05/2017

Using R to create a trading strategy based on the risk disclosure issued by company

Stage #1: Used AIC model to build linear regression between 30 risk factors and long/short term volatility and return

Stage #2: Created an initial portfolio by using the Mean-CVaR method and calculate its weight

Stage #3: Rebalanced the weight and do the back test based on the regression model, compared the result with the benchmark

Stevens Institute of Technology Hoboken, NJ

Stock Analysis and Visualization 01/2016 – 05/2016

Used Python to visualize Apple Inc.’s stock trading volume, moving averages and daily return

Compared Apple Inc. with Google, Amazon and Microsoft’s closing price, and shown their correlation in a correlation plot

Used Monte Carlo Simulation to calculate the Value of Risk of Google

Stevens Institute of Technology Hoboken, NJ

Strategy back testing with Yahoo finance API 01/2016 – 05/2016

Used C++ to create three trading strategy and download data of stock from Yahoo Finance API

Used data downloaded from Yahoo API to trade stocks

The result showed the cash and portfolio value of the client

WORK EXPERIENCE

Industrial and Commercial Bank of China Dalian, China

Risk Management Intern, Risk Management Department 06/2016 – 08/2016

Checking loans and chronicling of events of each company and tracking its credit situation

Making financial statements of banks’ client and monitoring overdue data

Assisting colleagues in filing documents, in charge of photocopying, scanning and faxing documents

SKILLS, ACTIVITIES & INTERESTS

Languages: Fluent in Mandarin, English

Technical Skills: Fluent in Python, R, Matlab, SQL

Certifications & Training: Candidate of FRM, Google Analytics Certification

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