Financial Analyst Data

Yang Li

Union City, New Jersey ***** • 201-***-**** • ************@*****.***

EXPERIENCED ANALYST

Financial Analyst / Data Analyst / Quantitative Analyst Dynamic, highly motivated young professional with M.S. and B.S. in Financial Engineering and Economics combined with several years of professional, project-based, and internship experience in data, risk, and financial analysis. Motivated team member with aptitude for innovation and creative problem solving. Communicative and personable, will learn and adapt quickly, follow direction, and translate complex information into meaningful facts to guide decision making and drive sustained organizational performance and growth. Core competencies include:

• Financial Engineering & Analysis

• Business Intelligence & Computer Programming

• Advanced Data Mining, Cleaning & Reporting

• Quantitative & Statistical Computing Methods

• Trading Strategies & Derivatives

• Key Metrics & Detailed Reporting

• Financial Markets & Strategies

• Financial Mathematical Modeling

• Data Structures & Visualization

• Economics & Finance

EDUCATION & CREDENTIALS

STEVENS INSTITUTE OF TECHNOLOGY Hoboken, New Jersey Master of Science in Financial Engineering, 2018, GPA 3.75 ANHUI UNIVERSITY OF FINANCE AND ECONOMICS Bengbu, China Bachelor of Economics and Financial Engineering

Certifications and Skills

Certified Data Scientist, Python • Certified Data Analyst, Python (DataCamp) Proficient in Python, R, SQL, Microsoft Excel, C/C++, Linux, Natural Language Processing, and Web Scrawling; able to quickly and efficiently learn and implement new technologies and skills Publication

Yang, L (first author, 2015). How to use the techniques of financial mathematics to carry on option pricing, Oriental Enterprise Culture, 19 (ISSN 1762-7355, CN 11-5206/G0. RECENT PROJECTS

STEVENS, Hoboken, New Jersey

SYSTEMIC RISK ANALYSIS AND VISUALIZATION (1/2018 – 5/2018) Utilized traditional and Copula-based ARMA-EGARCH models and Machine Learning to forecast a 360-day rolling value at risk (VaR) and expected shortfall. Managed coding, schedule control, and quality control functions. Selected accomplishments:

• Concluded that Copula-based model outperformed based on back-testing results.

• Calculated VaR to illustrate the risk contribution from each sector of S&P 500, which could be employed to evaluate system risk of various financial models in real time. Yang Li Page Two

STEVENS, Hoboken, New Jersey

Impact of Trump’s Tweets on Financial Market (10/2017 – 12/2017) Conducted research on the impact of President Donald Trump’s Tweets on financial markets, directing coding and writing weekly updates.

Selected accomplishments:

• Developed functions to break the download limits of Twitter API from 200 to 3,600 tweets, and conducted sentiment analysis on tweets posted by President Trump.

• Screened all tweets that contained the names of S&P 500 companies and utilized a self-designed classifier to determine positive and negative attitude of tweets.

• Selected a sample of 3 companies and applied the SAPM model to observe the companies’ beta changes after the posted tweets, using S&P 500 as the proxy of the market portfolio.

• Realized results that reported the volatilities of all 3 stocks increased after President Trump posted relevant tweets.

PROFESSIONAL EXPERIENCE

SHENZHEN ZHAO CHUAN NETWORK TECHNOLOGY CO., LTD., Shenzhen, China DATA ANALYST (10/2015 – 4/2016)

Implemented linear, logistic, and Bayesian Regression and other machine learning algorithms to forecast trading volume, freight charges, oil prices, and clients’ purchasing frequency for international supply chain integrated solutions provider for small- to medium-sized businesses in China. Selected accomplishments:

• Designed models that reflected the entire process from client inquiry and purchase through transaction completion and feedback to offer optimized solutions to improve company profit.

• Utilized web crawling methodologies to collect fees and preferred policies for various docks and to design models to optimize several shipping routes, determining the that route of Shenzhen to Marseille was most practical and cutting ¥40 CNY of cost per container. Man Group, PRUDENTIAL, ESSENCE INTERNATIONAL, Hong Kong, China TRAINEE (8/2015)

Trained on operation patterns of hedge funds, life insurance companies, and stock brokers. Gained experience in CAPM and APT multi-factor models from hedge fund traders and integrated them with real-time data to gain knowledge in financial investment strategies. Learned MPT and portfolio optimization methods and practiced portfolio weighting optimization with tick data to experience HFT. DONGGUAN GUANGYIN ASSET MANAGEMENT CO., LTD., Dongguan, China FINANCIAL ANALYST INTERN (2/2015 – 3/2015)

Charged with cleaning, vetting, and summarizing financial data and statistics via SQL, R, and Excel. Monitored and managed risk with portfolio-level considerations and created daily reports. Selected accomplishment:

• Wrote R code to determine to analyze the effectiveness of KDJ golden cross within the Chinese stock market, determining that 5-day stock price increase probability was just 40.3% and ruling it out as a buying signal.

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