Management Analyst

Xin (Shawn) Zhou

**** ******* ****, ** *****, CA 92037 858-***-**** *************@*****.***

EDUCATION

UC San Diego, Rady School of Management San Diego, CA Master of Finance (STEM Certified Program) Sep. 2018 Courses: Risk Management, Investment Analysis, Business Forecasting, Financial Accounting, Financial Statement Analysis, Statistics, Stochastic Calculus and Data Science for Finance Using Python and SQL. Shandong University Shandong, China

B.S. in Finance Jul. 2017

Scholarship for Outstanding Students (2014-2015, 2015-2016) WORK EXPERIENCE

Shepherd Ventures San Diego, CA

Analyst, Portfolio Management Jul. 2018 to Nov. 2018

• Formulate, scrape, implement striped R and Python code to automate the process of downloading, extracting and filtering financial data from disparate sources (internal and external). Use SQL to build a portfolio financial database.

• Design ‘optimizer’ for a stock portfolio using MATLAB and deduce the weights of stocks and ETFs to create an appropriate portfolio based on decent Sharpe Ratio, P/Efwd, PEG Ratio, Maximum Drawdown, etc.

• Develop, test and apply new factors (e.g. Sharpe Ratio/PE ratio) for asset allocation and trading strategy.

• Formulate the standardization of strategy back testing (1yr and 3yr), sector analysis (focus on ETFs) on different investment strategies with live portfolios.

• Support streamline and adjust portfolio management processes to suit the team’s specific workflow needs. Haitong Securities Company Limited Shandong, China Analyst Intern, Wealth Management Department Jan. 2017 to Apr. 2017

• Build and test RFM model with client investment data to make customer classification using Excel.

• Routine RFM model research and updates.

Bank of China Shandong, China

Analyst Intern, Business Development Department Jun. 2017 to Sep. 2017

• Build and test CGE model to monitor the economic and market real estate industry, produced monitoring analysis reports using MATLAB and Excel.

PROJECT EXPERIENCE

BlackRock (Princeton) Stock/Bond Correlation Regime Shift Modeling Jun. 2018 to Sep. 2018 Rady School of Management Capstone Project

• Build Regime Switching Model and Random Forest Model to capture the regime shifts and find determinants of these shifts so that investors can recognize the regimes when they emerge and adjust their portfolios accordingly. Backtest on an investment strategy was successful. Kaggle House Prices Prediction Using Python May 2018 Rady School of Management

• Modeling Random Forest Model using Python with 81 explanatory variables to predict house prices precisely. SPECIALIZED SKILLS

• Computer Skills: Python, R, MATLAB, SQL, Bloomberg, MS Office (Word, Excel, PowerPoint)

• Language Skills: Mandarin (native), English (advanced)

• Certification: CFA level II CANDIDATE, FRM level II CANDIDATE

• Card Games: Hearthstone top 50 players in China and Gwent World top 250 players worldwide

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