Data Financial

Wanting(Willa) Jiang

New York, NY

Tel: 959-***-**** E-mail: ********@*****.***

PROFESSIONAL SUMMARY

• Experience in Credit Risk Analysis, Data Analysis and Research Analysis.

• Experience in credit risk modeling using Python to plot MtM exposures, EE, PFE and interest rate with Monte Carlo simulation method.

TECHNICAL SKILLS

• Microsoft Excel(Pivot tables; VLOOKUP); Python; VBA, SQL, Tableau; Bloomberg; Financial modeling and forecasting

RESEARCH EXPERIENCE

Credit Score Calculation:

• Cleaned data by eliminating the outliers using transformation methods(winsorization, logarithm)

• Calculated credit score by building logit model using financial ratios as independent variables

• Chose the optimized model by analyzing and comparing statistics(p-values, Pseudo R square, LR statistic)

• Validated the predictive power of new factors(structural predictor, rating) when considered in isolation or jointly with existing ratios

Default Probability Estimation

• Reviewed 10k and 10q reports and financial Statements for Advanced Micro Devices, Inc

• Applied financial and benchmark(S&P 500) data into Merton’s model to estimate default probability and created micros to iterate asset values

• Compared statistic scoring models(e.g. logit model) with structural models(e.g. Merton’s model) Portfolios Stress Testing

• Constructed five portfolios with different combinations of bonds, equities and market indexes

• Selected shock factors from Fed 2016 Annual Stress Testing Report and calculated return under severely adverse scenario

• Ran multiple linear regressions and shocked adjusted returns for portfolios against shock factors in spreadsheet

• Analyzed regression results and gave recommendations for portfolios under severely adverse scenario PROFESSIONAL EXPERIENCE

1199SEIU Benefit and Pension Funds May 2018 - Present Investment Performance Analyst New York, NY

• Prepare monthly/quarterly/annually at-hoc investment performance and underlying investment exposure reporting for review by directors and managers

• Calculate net/gross portfolio rates of return using IRR/XIRR Excel functions and compare the data received from third parties to ensure accuracy

• Monitor specific investment positions and portfolio return changes daily and inform managers the situations not in compliance with internal guidelines

• Update annual cash flow variance analysis reports using SQL and Pivot Tables and report to investment managers for further analysis

• Work with clients’ investment managers to collect outstanding financial information and data collection team to research and resolve issues in a timely manner

• Conduct weekly accounts reconciliation, write weekly cash letters and assist with ongoing projects JGR Capital Partners Dec 2017 - Feb 2018

Equity Research Intern New York, NY

• Built discounted cash flow models using Gordon Growth method, Terminal Multiple method and WACC for equity reports to clients < 2B AUM based on 10K and 10Q

• Improved investment templates updating efficiency by querying and extracting data from Bloomberg Terminal for financial statements and reports that provide ratios calculation directly into spreadsheets using Excel Add-In function

• Contributed to equity research reports with data analysis using Excel functions and VBA to calculate volumes and other performance metrics of stocks under specified scenarios

• Provide alternative solutions and strategies to implement applications and tools to support equity research team BUJU LLC Jun 2017 - Sep 2017

ETF Research Intern San Francisco, CA

• Created charts for 10 types of ETF products based historical Sharpe ratios, trading volumes, and revenues from ETF.com to identify trends

• Prepared and translated weekly summary reports to identify features, benefits and risks of ETF products in Chinese EDUCATION

• University of Connecticut - UConn School of Business, Stamford, CT, 2017 Master of Financial Mathematics: Financial Risk Management; GPA: 3.6/4.0 Relevant Coursework: Financial Risk Modeling; Fixed Income Markets; Equity Markets; Operational Risk; Market Risk; Credit Risk; Liquidity Risk; Introduction to U.S. Capital Market

• Jianghan University, Wuhan, China, 2016

Bachelor of Science: International Economics and Trade; GPA: 3.5/4.0 ADDITIONAL INFORMATION

• Certifications: FRM Part 2 candidate; CFA Part 1 candidate; Bloomberg Market Concepts Managing Big Data with MySQL by Duke University on Coursera. Certificate earned on July 17, 2017

• Test Score: GMAT: 710

• Languages: Native in Mandarin, Fluent in English

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