Zihao, Qin

Jersey City, NJ • 860-***-**** • ac47d5@r.postjobfree.com • linkedin.com/in/zihao-qin-b65086135 WORKING EXPERIENCE

Forefront Wealth Management New York, NY

Financial Analyst Jan 2018 – Mar 2018

• Assisted portfolio managers with supporting documentation and analysis for quarterly SEC filings (10-Q, 10-K) of companies

• Facilitated stock research, identification of option trading opportunity, and portfolio P&L reports

• Screened and updated 400+ stocks of 6 different earning seasons and wrote codes to automate trading data extraction using Excel

• Prepare various ad-hoc research assignments for internal uses and updates earnings estimates for company’s recommendation Stable Value Investment Association (Capstone Project) Hartford, CT Financial Analyst Aug 2017 – Dec 2017

• Audited crediting rate of State of Connecticut Stable Value Fund (including 4 different pension fund portfolios, 12 various accounts) to ensure best quality of crediting rate and benefit of investors

• Perform necessary calculations of market value projection, book value projection, and changes of cashflow over four months

• Analyzed underlying market risks (interest rate risk & duration risk) and credit risks (default & bankruptcy) among four accounts Guotai Jun’an Securities Nanning, China

Trading Assistant Feb 2016 – May 2016

• Supported the trading team for Market Making on stocks traded on National Equities Exchange and Quotations (OTC)

• Collaborated with senior analyst to perform relative value, OAS analysis on corporate bonds portfolio

• Proposed process enhancement and model improvement ideas for risk management on trading strategies, and improved strategies using Python

• Produced and reconciled weekly trading reports and used Tableau to visualize results The Bank of East Asia Beijing, China

Credit Risk Analyst Jan 2015 – Aug 2015

• Managed and evaluated credit risk for domestic accounts, and interpreted data and made recommendations on approval/denial

• Assessed clients’ credit risks under different scenarios and updated their loan pricing accordingly

• Forecasted default losses using Regression/Time Series Analysis and provided recommendations to mitigate credit risks

• Developed risk hedging plans involving MBS/ABS and CDO per risk exposure EDUCATION

University of Connecticut Hartford, CT

M.S. in Financial Risk Management (STEM-Designated) Sep 2016 – Dec 2017

• Overall GPA: 3.95/4.00

• Relevant Coursework: Financial Risk Mgmt I, II, & III (Equity Markets, Fixed Income, Credit Risk), Computing Finance

• Distinguished as a top business student by school, and invited to join the international honor society, Beta Gamma Sigma Beijing Jiaotong University Beijing, China

B.S. in Finance Sep 2012 – Jun 2016

• Overall GPA: 3.56/4.00

• Relevant Coursework: Corporate Finance, Fixed Income Markets, Investment, Calculus, Applied Statistics, Probability Theory SKILLS & CERTIFICATIONS

• Languages: Native speaker of Mandarin Chinese, proficient in English

• Technical skills: Experienced in using VBA, Python, SQL, SAP, Tableau, and proficient in Microsoft Office

• Financial knowledges: Risk Management, Fixed Income Securities, Financial Modeling, Basel, Stress Testing, OTC Derivatives

• Certifications: CFA level II Candidate, FRM level II (passed), SAS Certified Base Programmer for SAS 9 PROJECT & ACHIEVEMENT

Default Probability Estimation & Analysis (Excel & SQL Project) Fall 2017

• Estimated a logistic regression model of corporate default probabilities using four variables including WC/TA, RE/TA, EBIT/TA and ME/TL in a linear way, and computed factor coefficients and diagnostic statistics

• Calculated credit scores and default probabilities of potential borrowers from the estimated model, and tested model predictive power over defaults by computing statistics with both single ratio alone and other ratios jointly

• Improved the model by adding other related variables to lower the value of BIC and AIC by 17% and 14% respectively

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