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Sales Manager

Location:
New York City, New York, United States
Posted:
January 21, 2019

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Resume:

JING HE, CFA

**-** **** ***, **** Island City, NY 11101

+1-857-***-**** ac79ev@r.postjobfree.com

EDUCATION:

s Harvard University Extension School 9/2018-present

Part-Time Master Program/Certificate in Data Science.

Coursework: Big Data Analytics (mainly Spark and other related big data platforms such as Hadoop HDFS, HIVE, Kafka, Cassandra, Redis, Neo4j, etc.)

Cornell University, Ithaca, NY 9/2012-5/2014

M.S. in Applied Economics and Management. GPA: 4.16/4.3.

Thesis: A Quantitative Analysis and Statistical Modeling on Automobile Industry Fuel Economy Policy

Relevant Coursework: Econometrics (PhD level), Microeconomics (PhD level), Applied Microeconomics (PhD level), Applied Statistical Analysis, Advanced Accounting, Valuation

Boston University, Boston, MA 9/2011-5/2012

M.A. in Economics. GPA: 3.93/4.

Relevant Coursework: Mathematical Analysis, Probability Theory, Statistics

Fudan University, Shanghai, China 9/2007-6/2011

B.A. in Economics, Major in International Economics and Trade. GPA: 3.43/4.

EXPERIENCE:

JPMorgan Chase & Co., New York, NY 6/2017-present

Associate, Asset Wealth Management Model Manager

Challenged model methodology, performed statistical testing and back testing, independently implemented model algorithms, built benchmark models, and identified performance issues.

oEquity alpha factor model (in-house): Performed back testing at factor, sector, and model level; Independently implemented entire model algorithms in R; Evaluate factor timing methodology and its efficacy; Analyzing model performance during stress periods; Adjust model parameters and tweak regression algorithm to evaluate impact.

oEquity multi-factor risk model (in-house): Back tested on model’s prediction accuracy (bias statistic); Independently implemented core model algorithms in R; Tested statistical assumptions and significance, goodness-of-fit, and factor loading distributions; Evaluated factor attribution during stress periods; Sensitized model parameters (half-life, winsorization, etc.).

oFixed income portfolio optimization (Gurobi): Built benchmark model and implemented mixed-integer linear program in MATLAB for fixed income indexing strategies (stratified sampling); Sensitized objective function parameters and constraints.

oEquity transaction cost model (ITG): Sensitized model inputs (e.g. algo, order size, etc.); Back-tested model prediction unbiasedness (Wilcoxon Signed-Rank Test and Sign Test), explanatory power, and significance in various segments; benchmarked with internally developed market impact model and Bloomberg.

Internal Models: Validated model algorithm and tested model performance for many internally developed proprietary models or investment strategies, including StatArb strategies, equity alpha factor models, dividend discount models, stock-level multi-factor risk models, fund-level multi-factor risk models, TCost/market impact models, trading algo/broker recommendation model, wealth projection and simulation, glide path methodology, and fund-level analytics/due diligence tools.

Vendor Models: Evaluated and tested vendor models, including stock-level multi-factor risk models (Barra, Axioma), portfolio optimizers (ITG, Gurobi), market impact models (ITG), and trade execution algos (TI).

Led annual model assessment, semi-annual model performance testing, and model triage review, across AWM model inventory.

State Street, New York, NY 4/2016-6/2017

Assistant Vice President, State Street Global Exchange

Replicated and validated internally developed investment strategies (Equity-Bond Dynamic Allocation Index, Inflation-Managed Equity Index, and Multi-Factor Currency Index).

Worked on validation of Axioma Multi-factor Risk Model and Axioma Portfolio Optimizer.

Took charge of sensitive testing, development, implementation and documentation of various models in security lending and liquidity risk (Operational Deposits Model, Collateral Pledging Model, Security Lending Revenue Estimator Model, etc.).

Leveraged MATLAB, SAS, SQL, VBA, etc. in model development, quantitative analysis and research, model performance testing, and data cleaning.

Managed recruitment process and interviewed candidates; facilitated new hire on-boarding process.

Citi, New York, NY 8/2014-4/2016

Consumer Analytics Management Associate, Citi Branded Cards Risk Management and Decision Management

Statistical Modeling: developed and further enhanced account level EAD Model for credit card losses and PPNR Model for credit card balances growth and sales growth.

Analyzed account and transaction level credit card data to improve credit cards upgrades & conversion market programs.

Leveraged VBA to automate loss forecasting process and greatly increased monthly updating efficiency.

Revamped the SAS automation code in new acquisition loss forecasting across all channels, from data pulling (utilizing SQL), manipulation, loss forecasting to reporting.

Managed quarterly loss forecasting process for acquisition marketing campaigns in Digital, Retail Banking and Alternate channel, representing nearly 70% of Citi Cards acquisition volumes.

INTERNSHIP EXPERIENCE:

China International Capital Corporation (CICC), Shanghai, China 8/2013-9/2013

IBD Equity Capital Market Team Summer Intern

Participated in a transaction for a top wine manufacturer to acquire a French wine distributor; prepared back-up materials for CSRC’s challenge; conducted financial statements analysis and valuation analysis.

Provided buy-side financial advisory for a top new media firm to acquire a software firm specializing in applications for smart TV and OTT; analyzed internet television industry as part of feasibility report.

General Motors, Shanghai, China 6/2013-7/2013

Sales Planning and Forecasting Summer Analyst

Collaborated with team members to track, analyze and report GM sales and forecasts for over 30 markets within AP, Middle East, Africa and the CIS – representing over 40% of GM global sales.

Created GMIO headquarters showroom charts to visualize automotive sales for IO key markets.

McKinsey & Company, Shanghai, China 5/2011-8/2011

Research Summer Intern

Identified, selected and established lasting cooperation with Chinese suppliers throughout the cold call, RFI, RFQ, suppliers’ day and plant visit.

Selected projects include working with an Indian bearing manufacturer to purchase bearing parts, a Brazilian apparel & home textile retailer to seek supplier partnership, etc.

SKILLS:

Programming: Python, R, MATLAB, Spark, SQL, VBA, STATA, SAS



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