Financial Analyst

Liwei Zhang

** ******** ******, ********, ** ****1 959-***-****

• SQL, Excel VBA, Python, C#, R, Eviews, Tableau, MATLAB, C++, Bloomberg, Wind, Advanced MS Office Suite.

• Advanced mathematical modeling, Statistics, Risk management, Strategic analysis, Quantitative analysis, Data Analysis, Financial service, Market analysis, Financial products, Regulations, Researching, Corporate finance, Audit, Report writing.

• English & Mandarin bilingual; Fast learner, Trouble solver, Productive and creative team player. University of Connecticut, Stamford, CT M.S. - Quantitative Risk Management (3.7/4) 05/2018 Southwestern University of Finance and Economics, CD, China B.S. - Finance 07/2016 New York University, New York, NY Global Business Leadership Program 07/2014 BH Asset Management LLC, Greenwich, CT Intern - Portfolio Analyst 05/18 - Present

• Studied the investment methodology, investment strategies, and portfolio building and management skills;

• Analyzed characteristics and risk attributes, did scenario analysis and stress testing of portfolios on Bloomberg;

• Managed portfolios contain various financial assets such as common stocks, bonds, funds, and ETFs;

• Did equity research to select substitute goods to enhance the trading strategy, and wrote analysis reports.

• Built synthetic ETFs on Bloomberg and analyzed characteristics and performance when the interest rate changes. Office of the Comptroller, State of CT, Stamford, CT SVF Analyst - Capstone Project 09/17 - 12/17

• Studied Stable Value funds and general "fixed annuities", and analyzed the mechanism of CT stable value fund;

• Analyzed the composition of compounding crediting rate formula to credit interest to participant accounts;

• Audited the calculations and financial statements of each account;

• Validated the effectiveness of crediting formula in allocating interest to participant accounts by checking whether the volatility of return is lower than the money market return, and validated the fairness by efficient frontier Method. China Merchants Bank, Chengdu, China Intern - Finance Advisor 10/15 - 12/15

• Marketed various financial products including funds, insurances, and precious souvenir coins to targeted clients.

• Recommended tailored investment strategies based on bank’s proprietary household finance model to clients. Chinese Household Financial Survey, Chengdu, China Research Analyst 08/15 - 09/15

• Conducted interviews with decision-makers of selected households on their financial conditions.

• Studied factors affecting household risk appetite toward investments with multivariable logistic choice regression model. Standard Chartered Bank, Chengdu, China Intern – Assistant Client Manager 08/13 - 09/13

• Developed partner relationships, built a customer database, and conducted community consumer behavior survey.

• Prepared latest news about global economy and financial market for delivering daily morning presentation.

• Portfolio Analysis and Management: Principal components analysis(PCA) of portfolios; Structural portfolio stress- testing and scenario analysis; Stock portfolio management (excess return 10%).

• Financial Analysis: Industry analysis, Equity research, DCF valuation, Financial statement analysis, Securities portfolio analysis, Performance evaluations, Momentum anomaly analysis, Fama-French 3 Factor Model Regression.

• Risk Management: Market risk (Regulations, hedge with interest rate derivatives such as swaps and repos); Credit risk (Transition Matrix, KMV, Logit model); Operational risk (AML); ERM case study; Liquidity risk; Cyber risk; Audit; Stress testing of structural portfolios; VaR calculation for options, securities, and portfolios; CDO tranche risk estimation.

• Real options, Options with constant spot rate, Binary FX options, Cap, Quantos, Payoff, Swaps, Callable/American/European Range Accrual Notes, FX with target redemption and barrier rate, Multi-Asset Equity-Linked Notes, Cubic Spline Discount yield-curve Function, Fair spreads for default swaps for a portfolio of N loans; Outstanding Individual Award of Huatai Futures Investment Competition (return 30%); Kaggle house price contest.

• President and founder of Forest Music Club in UCONN Stamford (2016 - 2017).

• Membership: Stamford Public Education Foundation; UConn Husky Leader Program; Greater Stamford Toastmasters Club; UCONN Financial Management Club; SWUFE SGA member.

• Awards: University’s Outstanding Student (Top5%, 2013 - 2015); A-level Academic Scholarship (Top3%, 2016); Excellent League Member (Top5%, 2013 - 2014); Outstanding Volunteer Award in SWUFE (Top3%, 2012).

Contact this candidate