Analyst Management

Jia (Janet) Kang

**** *** ******, ****, ** ***** 518-***-**** *********@*****.*** linkedin.com/in/JiaKangLi EDUCATION

Rensselaer Polytechnic Institute, Troy, N.Y. Aug. 2016 – Dec. 2017 M.S. in Quantitative Finance and Risk Analytics GPA: 3.76 Coursework: Financial Modeling & Simulation, Trading and Investing, Risk Management, Econometrics, Fixed Income Jinan University, China June 2016

B.S. Finance GPA: 3.69

Honors: Jinan Academic Scholarship, Outstanding Student Leader Scholarship PROFESSIONAL EXPERIENCE

The Lally School of Management Troy, NY

Data Analyst Jul. 2017 – Aug. 2017

• Built a comprehensive dataset by consolidating ICOs online data sources; loaded the data to an entries-based data schema including characteristics such as sectors, funding goals, amount raised and capitals

• Analyzed a sample of 235 offerings occurred from 2014 to August 2017 to describe the ICO phenomenon Great Wall Capital Shenzhen, China

Spring Analyst: Operations Dec. 2015 – Apr. 2016

• Maintained the firm’s close fund vehicle portfolios in an internal regulation system, and updated the firms existing vehicle database daily; examined terms of the vehicle contracts to ensure the compliance

• Served as a liaison between strategy team and clients to ensure the establishments’ efficiency amongst existing fund vehicles Tmfox Venture Partners Shenzhen, China

Summer Analyst: Business Strategy Jul. 2015 – Sep. 2015

• Developed and helped implement business plans for client companies to raise capital

• Constructed corporate strategies for executives by conducting various industry research and analyses LEADERSHIP & PROJECT EXPERIENCE

James Fund Director of Research Jan. 2017 – June 2017

• Analyzed different sectors of ETFs regionally and developed presentations for potential investment opportunities

• Facilitated a risk management model to automatically generate portfolio analysis reports (VBA)

• Obtained daily quotes to evaluate the Fund’s portfolio marked to market value and performed attribution analysis Chicago Quantitative Alliance Investment Challenge Lead Analyst Oct. 2016 – Mar. 2017

• Managed $1MM virtual portfolio of equity securities by handling all aspects of portfolio management; allocated optimal weights by running optimizer model after fundamentally analyzing stocks

• Constructed model consisted of expected return, Sharpe ratio and transaction cost, and rebalanced the portfolio to maintain beta neutral and dollar neutral; delivered the investment strategy and portfolio performance to a panel of judges Optimal Hedging Strategies Quantitative Analyst Mar. 2017 – May 2017

• Employed time series analysis to forecast risk-free rate; adopted AIC/BIC selection principle to determine the order

• Enhanced Geometric Brownian Motion Model and transformed original Wiener process to predict option prices (MATLAB)

• Utilized mean-variance risk-return framework to deploy optimal asset allocation

• Developed hedge strategies; evaluated portfolio in terms of return, profitability, VaR, CVaR and Greeks Asset & Liability Management Credit Risk Analyst Oct. 2016 – Dec. 2016

• Assessed bond credit risk using credit rating migration system (Excel)

• Performed gap and net interest income analysis to match asset-liability exposure and optimize the portfolio value

• Calculated Credit VaR, devised sensitivity analysis and scenario to examine the portfolio default risk Data Analysis & Quantitative Development Model Developer Sep. 2016 – Oct. 2016

• Developed cross-currency trading algorithms to implement arbitrage opportunity (MATLAB)

• Initiated an impact-driven algorithm to devise trading schedule with minimum implementation shortfall (MATLAB) Stock Trading Forecast and Implementation Model Model Developer Nov. 2016 – Dec. 2016

• Analyzed 2.77 Gb time-series data of a given stock and plotted three-dimensional surface of trading volume, relative bid-ask spread and average bid order size; minimized the implementation shortfall by constructing order instructions for each minute interval over three trading days (MATLAB)

SKILLS, ACIVITIES & INTERESTS

Software: Python, MATLAB, Stata, VBA, Bloomberg, Capital IQ, MS Office suite Certification: CFA Level II Candidate

Organizations: Lally School of Management (Admissions Ambassador), Roebling Investment Fund (Quantitative Analyst), Interests: Classical Piano, Hiking, Photography

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