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Financial Risk Management

Stamford, Connecticut, United States
September 24, 2018

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Stamford, CT ***** 313-***-**** SUMMARY OF QUALIFICATION

Financial Analysis Skills: Valuation models (DCF, Market approach), Regressions modeling, Monte Carlo Simulations, VaR, Duration, Black-Scholes Model, Option Strategies, Fixed Income, Machine Learning, Accounting Ratio

Programming Skills: Excel (VLOOKUP, Pivot tables, Advanced Charting, Marco, Proficient VBA); SQL, R, Python, MATLAB; financial software (Bloomberg)

Certificates & Others: CFA Level 2 & FRM Level 2 Candidate; Language - Mandarin / Cantonese / English EDUCATION

University of Connecticut Stamford, CT

MS in Financial Risk Management (Major: Financial Mathematics) GPA: 3.6/4.0 Aug 2016 - May 2018 Guangdong University of Foreign Studies Guangzhou, China

BA in Economics (Major: International Economics and Trade) GPA: 3.4/4.0 Sept 2009 - Jun 2013 WORK EXPERIENCE

Shenzhen Petrochemical Exchange Shenzhen, China

Supervisor of Risk Control Department July 2015 - Aug 2016

Managed real-time monitoring of platform data and systems; Reported system exception

Led team to implement and optimize system, eliminating two critical system vulnerabilities potentially with million-dollar losses

Implemented CME Crude Oil price and Macro-economy policy, developed models (in Excel) to analyze customers margin account, focusing on high-frequency trading account

Tested customer’s account under various economic scenarios (stress testing), determining potential impact on the account; Time-effectively made margin call at appropriate time Shenzhen Baifeng Supply Chain Co., Ltd Shenzhen, China Finance Specialist (Risk Control) May 2013 - Mar 2015

Developed and improved financial products, including L/C, Tax Rebates, Pool and E-commerce financing

Conducted customer-based research across transaction data, financial statements, cash flows and factory production

Approved financing proposals and tracked financing risk during hold-lending period, successfully approving two hundred million dollars to customers & averting four risk financings and one unlawful default

Designed and implemented a new financial product (theoretical collection), target to e-commerce customers

Pioneered research on Amazon, eBay and AliExpress, mapping the standard of customers’ collection, A/R, Sales cycle etc., acting as cornerstone of financial products’ development OTHER PROFESSIONAL EXPERIENCE

University of Connecticut Stamford, CT

Financial Analyst (VBA Project) Jan 2018 - Apr 2018

Yield Curve (Cubic Spline) Generator: Built regression model on bond prices, solving regression coefficients; Calculated fitted prices and converted to discount curve & yield curve

Computed VaR for American option; Estimated Basket Default Swap Price State of Connecticut Pension Plan Fund Stamford, CT Consultant Sept 2017 - Dec 2017

Conducted research across 19 funds, evaluating small-cap value investing on the Fund

Collaborated recommendation based on portfolios efficient frontier & CAPM analysis & Sharpe ratio

Conducted scenario analysis to analyze portfolio outcome under various potential disasters Analysis of the Condition and the Issue of Dividend Payouts in Chinese Companies Guangzhou, China Team Leader Jan 2013 - May 2013

Collected data to analyze condition of dividend payouts for Chinese listed companies

Compared China dividend payouts with U.S. stock market, identifying shortage in domestic market; Developed recommendations to solve problems

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