Sign in

Financial Assistant

New York, New York, United States
September 25, 2018

Contact this candidate


Yunxi (Maria) Zhang

**** ******* ****** **** ****** City, NY 11101



FORDHAM UNIVERSITY, GABELLI SCHOOL OF BUSINESS New York, NY MS, Quantitative Finance, GPA 3.5/4.0 Expected May 2019

• Key Coursework: Equity Derivatives, Interest Derivatives, Fixed Income, Risk Management, Stress Testing, Stochastic Calculus, Advanced C++, Simulation, Financial Econometrics, Financial Modeling AGNES SCOTT COLLEGE Decatur, GA

BA, Mathematics and Economics May 2017


GreenPoint Global New York, NY

FRTB Market Risk Fellowship June 2018 – present

• Estimated delta/vega/curvature risk charges for various portfolios based on Fundamental Review Trading Book (FRTB) in Excel

• Developed P&L, historical VaR, and capital valuation adjustments calculation programs on Finastra’s newly launched platform

• Assessed FRTB capital charges for modellable risk factors and capital valuation adjustments based on internal model approach Department of Economics, Agnes Scott College Decatur, GA Econometrics Learning Assistant Aug – Dec 2016

• Operated 6-hour tutoring sessions every week, and improved 75% students’ proficiency in using Stata by answering questions about statistics and applications of Stata

• Liaised between students and professor; summarized students’ learning process and confounding statistics topics in order to facilitate professor in adjusting teaching pace

CreditEase Wealth Management Co. Chengdu, China

Financial Advisor Intern June – July 2014

• Analyzed over 100 potential clients’ financial positions and their risk tolerance levels

• Managed a database of more than 400 customers and extracted data to identify clients’ preferences towards financial instruments

• Proposed suitable financial products to customers and sold one million RMB financial products each month PROJECTS

Trading Strategy Based on Volatility Surface of Stochastic Volatility Inspired Model (C++) Feb – April 2018

• Parsed 3 months S&P 500 ETF call/put option data with different strike prices into C++ containers

• Implemented GSL nonlinear least square fitting algorithm to fit smile curve of options for finding the parameters of SVI model

• Created a trading strategy by evaluating the economic effects of each parameters’ magnitude on stock price; Achieved over 32% annual return and outperformed SPY return with lower volatility Fixed Income Derivatives Pricing (R, Excel) March – April 2018

• Computed implied default intensity of bond with yields/CDS spreads; Used structural model to find default probability of bond

• Constructed spot curve of T-bonds based on bootstrap methodology using swap rates and T-bond prices

• Determined bond spreads by Bernoulli regression on factors that affecting bond price; Priced bonds through reduced form model

• Simulated interest rate based on Vasicek model; Developed PSA prepayment model to compute value of MBS Bitcoin Pricing and Trading Strategy (R) Feb – Mar 2018

• Applied antithetic Monte Carlo simulation on Bitcoin pricing by using fractional Brownian motion stochastic process

• Utilized dynamic delta hedging strategy on Bitcoin by shorting a stream of Bitcoin future contracts and earned 7.12% return from a 4-month simulation


• Programming: C/C++, SQL, Python, R, Stata, VBA, Maple, LaTeX

• Finance: Black-Scholes Pricing Model, KMV Model, FRTB Standardized Approach, Principle Component Analysis ADDITIONAL INFORMATION

• Certificate: FRM Level I candidate

• Interests: Meditation, Piano, Swimming

Contact this candidate