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Manager Management

Stamford, Connecticut, United States
January 27, 2018

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Tongbo Geng

New York, ***** (860) ***-****


Market Risk Management

Monte Carlo Simulation, VaR

Black-Sholes Model, Vasicek Short Rate Model

Greeks Hedging

Credit Risk Management

Credit Score Model

Transition Matrices

Loss Given Default(LGD) Analysis

Other Skills

Excel, VBA, Python, MATLAB, C#

FRM Level 2 Candidate

English, Chinese, Japanese


University of Connecticut Stamford, CT

MS Financial Risk Management 2015 - 2017

Specialization: Quantitative Methods in Risk Management

Capital University of Economics and Business Beijing, China

BS in Economics (Major in Financial Engineering) 2014

BS in Business Administration (Minor in Accounting)


BH Asset Management LLC Greenwich, CT

Financial Consultant 2017 – Present

Measure and monitor portfolios performance using monthly risk-adjusted return; Analyzed dispersions between accounts and benchmark; Assisted MD identifying underperforming assets based on capture ratio and information ratio

Extract detailed reports from Advent; Generate cash adjusted monthly returns for each account through raw dataset analysis; Develop presentation materials for clients; Evaluate MLP investment strategies

CoCo Bond Projects for Thomson Reuters ( 2017

Developed a financial software in Python, analyzing contingent convertible bonds in terms of pricing and delta analysis; Examined and validated the option and bond pricing model, significantly ensuring the precision of price calculations and model soundness

Implemented binary search, finding implied volatility with a minimum difference to the database

Portfolio Evaluator Project ( 2017

Designed and implemented an installable portfolio evaluator software in C#, predicting portfolio return and developing analysis and creating transaction operation solutions based on P/L analysis

Generated random stock price using Monte Carlo simulation; Improved parameters in Vasicek model, leading to a cutting-edge model structure

Illiquid Portfolio Analysis for UConn Foundation ( 2016

Constructed proxy indexes, tracking an illiquid and private-traded fund on daily basis; Categorized portfolio by industries, analyzed and identified similar substitutional business in market, providing the best approximation to the illiquid asset with proxies

Verified the proxy fitness with linear regression; Indicated the predicted value of the portfolio; Assisted for making critical trading decisions

Guohai Securities Kunming, China

Intern 2012

Advised 20 clients daily based on risk appetites; Collaborated with manager for decision making, maximizing transaction profitability

Conducted futures market research (soy beans, copper and silver transactions) for a simulated portfolio based on the real market, achieving outstanding 20% return within one week


US Interdiscipline Contest of Modeling(MATLAB) 2013

Designed an earth’s health condition model, monitoring environmental stability and predicting upheaval, resulting in a sound and unbiased linear prediction of El Nino in 2003 with previous 10-years daily data

Managed time schedule, scrutinized model objectivity; Led two teammates successfully completing 4-day contest, competing with more than 5600 teams over the world

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