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Risk management

New York City, New York, United States
January 17, 2019

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New York, NY 917-***-**** CFA Level I Candidate FRM Level II Candidate SUMMARY

My vast experience driving valuation of various derivative instruments, developing intricate models, validating soundness of model assumptions and detecting unidentified areas for potential loss are my key skills and inherent to this position. I have experience providing accurate and detailed oversight of financial/risk analyses while collaborating with multiple teams to enable maximum efficiency and productivity. My demonstrated success in overseeing strategic business planning and implementation, along with my excellent analytical and problem-solving skills, positions me to make a significant impact on your organization. EDUCATION

Fordham University, New York, NY December 2018

Master’s in Quantitative Finance and Management

Yunnan University of Finance and Economics, Yunnan, China July 2017 Double Bachelor’s in Management and Economics with a focus in Finance, Minor in Accounting EXPERIENCE

Haitou Global, New York, NY November 2018 – December 2018 Investment Analyst

Utilize microeconomics and local policy to create an investment research report concerning the credit market of Sri Lanka.

Create innovative client solutions through use of data science and web-based tech to structure strategic transactions.

Assess and improve company products according to SEC regulation for Micro Loans, Auto Loans and various funds; adjust interest rates and identify feasibility of compounding interest payment methods. Northwestern Mutual, New York, NY July 2018 – September 2018 Associate Financial Advisor

Assisted clients with stock transactions and financial questions concerning mutual fund management to enhance strategies.

Streamlined underwriting procedures through risk assessment evaluations and delivery of documents to proper channels.

Established internal client databases by scanning insurance contracts and client info into organized online portfolios. Bank of Communications, Shandong, China June 2015 – September 2015 Account Manager

Improved liquidity ratio by 25% through research on macroscopic analysis, including detailed policy and industry index; partnered with senior management to provide strategies.

Determined loan risk using MATLAB to perform linear regression, obtaining best and most accurate fit for length of loan term while forecasting current and potential credit levels.

Discovered repayment capabilities through examination of balance sheet, income and cash flow statements, resulting in an accurate debt and risk analysis.

Produced credit report analyses on three companies totaling $5MM through research of credit background, focusing on industry, risk and financial ratio analysis.

Zhongtai Securities, Shandong, China January 2015 – March 2015 Broker

Led team of 10 to build macroeconomic indicators database, used Excel to monitor market trend and risk, priced 100 fixed income securities and analyzed risk.

Procured 40 new investment accounts by providing guidance and feedback on fixed income, equity and derivatives.

Co-developed stock pitch and industry report through calculation of price-earnings ratio, SWOT analysis and competitive positioning using Porter’s Five Forces analysis.

Assessed stocks for brokers by forecasting future price utilizing FCFE and DCF models and quantitative analysis, streamlining their work process for increased efficiency. PROJECTS

FXCM-Fordham Project, New York, NY April 2018 – June 2018

Used algorithmic trading, conducted pair trading strategy to construct portfolios through various testing and evaluations.

Obtained foreign exchange rates selection and tested daily return EUR/USD and USD/JPY as a pair to check performance.

Chose Z-score as constraints to decide short or long positions, resulting in portfolio performance of 68.34% in 2017, with EUR/USD rising 12.82% and S&P 500 at 19.17%; used Python to ascertain strategy overperformance of benchmark index. Statistical Modeling Contest for National College Students, Yunnan, China March 2015 – June 2015

Established catastrophic insurance pricing model by managing a team of three through analysis of historical purchasing data, planting and disaster area.

Conducted onsite investigation to obtain critical factors of insurance purchases, used 300 surveys for accurate rendering.

Analyzed influential factors through quantitative data and regression analysis, employed IBM SPSS to create insurance model.

Business Plan Competition for College Students, Yunnan, China March 2014 – June 2014

Devised a company demographic and SWOT analysis and forecasted operating profit and cash flow based on predicted sales.

Led group of 4 to analyze financial statements and build models, applied NPV model to obtain marketing strategies. SKILLS

MATLAB SAS Python C R SQL Bloomberg Terminal VBA Microsoft Suite

SPSS Eviews Fixed Income Derivatives Market Risk P&L Metrics VaR Greeks

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