Financial Validation Engineer
Resume:
XIANG WANG
Long Island City, NY 11101
********@*******.***
TECHNICAL SKILLS
Languages: Python, C/C++, VBA, Matlab, R, SQL
Software: Microsoft Office, Visual Studio, RStudio, Jupyter Notebook, WIND Terminal, Bloomberg Licenses: FRM, CFA Level III candidate
Derivatives: Options, Futures and Structure Products pricing, Greeks, Simulation Techniques EDUCATION
2017 - 2019 FORDHAM UNIVERSITY, GABELLI SCHOOL OF BUSINESS New York, NY MS, Quantitative Finance, Expected December 2018
• Relevant Coursework: Advanced Financial Modeling, C++ for Finance, Intro to Stochastic Calculus, Finance Theory, Financial Econometrics, Computational Finance, Simulation Applications
• Projects: a trading strategy based on ARMA-GARCH analysis (R language); use option implied volatility smile to forecast short-term underlying trend (C++) 2013 - 2014 UNIVERSITY AT BUFFALO - SUNY Buffalo, NY MS, Finance, GPA 3.95
2007 - 2011 HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY Wuhan, China BE, Computer Science
• Relevant Coursework: Calculus, Discrete Mathematics, Probability and Mathematics Statistics
• Leadership Position: Captain, Computer Science Department Soccer Team EXPERIENCE
06/2018 – NUMERIX LLC New York, NY
Financial Validation Engineer Intern
• OTC Pricing: Equity, FX, Credit and Interest Rate derivatives
• Validate Numerix equity and rates pricing models, include Hull White model and Dupire model
• Validate ISDA Standard Initial Margin Model(SIMM) for non-cleared OTC derivatives 03/2015 – 07/2017 GUOHAI LIANGSHI FUTURES Shanghai, China Derivative Analyst
• Designed OTC options trade terms with over 20 manufacturing companies, banks, and hedge funds
• Led risk management team of three to conduct an analysis of 50MM RMB nominal value OTC exotic options; Analyzed data on indicators such as Greeks and VaR to identify leading indicators to reduce risk exposure; Utilized Simulation Techniques to build extreme value analysis model
• Modified and implemented 300-lines SVI model based auxiliary program on options hedging and volatility management; Created and maintained precise models, charts and reports on a daily basis for DCE’s Soybean Meal options market making team
• Trained sales and marketing department on using WIND Terminal and Options Calculator tool 02/2014 – 12/2014 TERESE KELLY INVESTMENT GROUP Buffalo, NY Equity Analyst
• Managed $160,000 worth of funds through the School of Management with 13 other students and beat S&P500 benchmark by 4%
• Applied different measures including Sortino Ratio, Jensen’s Alpha, Expected Shortfall, Sterling Ratio, Information Ratio and Adjusted Sharpe Ratio to optimize group’s semi-active portfolio
• Membership was by invitation-only, selected from top students at the School of Management ADDITIONAL
• Membership: Global Association of Risk Professionals
• Languages: Fluent in Mandarin and Proficient in English
• Interests: Basketball, Soccer, Travelling, Cooking
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