Data Analyst Assistant

YANYOU CHAI

*** ********** *********, ****** ****, NJ 07310

631-***-**** **********@***.***

TECHNICAL SKILLS

Languages: VBA, Python, SQL, C++, MATLAB, R, C, LaTeX, Java, PHP, HTML5 OS/Software: MySQL, Bloomberg, Windows, IOS, Unix, Arena, Latex, Fidessa Licenses: FRM level II Candidate

EDUCATION

09/2017 – Present FORDHAM UNIVERSITY, GABELLI SCHOOL OF BUSINESS New York, NY MS, Quantitative Finance, GPA 3.96, Expected May 2019

• Relevant Coursework: Financial Modeling, Computational Finance, Risk Management, Fixed Income and Asset-Backed Securities, Portfolio Management, Derivatives, Econometrics, Machine Learning 08/2011 – 06/2016 THE CHINESE UNIVERSITY OF HONG KONG Hong Kong, China BS, Financial Engineering, Minor in Mathematics, GPA 3.61 (First Class Honor)

• Awards: Four times Dean’ List of Engineering Faculty (2012-2016), Four times Shaw College Head’s List Scholarships (2012-2016); Anwell Technologies Scholarships (2011)

• Study Abroad: University of California, Berkeley (Summer 2013) EXPERIENCE

09/2018 – Present STRATERIX INC New York, NY

Data Analyst Intern

• Captured financial data using API, visualized data to obtain distributions, and mapped relationships between dependent and explanatory variables for stress test need

• Simulated different scenarios to measure unexpected tail risk of credit, market and operational risk

• Monitored market behaviors and identified early warning signals using Machine Learning, such as regression with regularization (Ridge and Lasso) and cross validation 06/2018 – 09/2018 CHINA MERCHANTS BANK New York, NY Intern, Structured Finance Department

• Engaged in over 20 loan transactions in project finance and corporate banking for financing needs including M&A activities, leveraged buyouts and infrastructure project

• Conducted fundamental analysis, industry analysis, market research and risk analysis to prepare credit memos for transactions, monitored each deal and reported quarterly review to Head Office

• Estimated cash flow available for debt service to obtain leverage and coverage ratios, such as DSCR, under three scenarios to assess borrowers’ debt repayment ability using financial model 05/2018 – 07/2018 CONTRENDIAN LIMITED – STARTUP HEDGE FUND Hong Kong, China Quantitative Analyst Intern

• Analyzed daily implied volatility matrices across moneyness and time to maturity, and extracted higher-level features based on volatility patterns, such as slope and convexity

• Obtained tick-by-tick trading data on various index ETFs, normalized data into uniform bars based on trading volume and extracted features based on balance of trades, bid/ask spreads or other patterns

• Hypothesized likely causality between observable features and future market moves, designed algorithm to make profits and back-tested algorithm to evaluate effectiveness using Python 07/2014 – 05/2015 HSBC Hong Kong, China

Student Placement Trainee, Cash Equity and Production Management

• Designed an anomaly detection process against returned trading orders from HKEx by VBA and SQL, which was adopted by Cash Equity team as a regular tool

• Generated daily trading report via SQL and VBA for data-retrieving purpose

• Contributed to establishment of SH-HK Stock Connect trading system between HSBC and HKEx alongside colleagues from Guangzhou, Taiwan, India, New York and London PROJECTS

05/2015 – 06/2016 RSEARCH PROJECT - CUHK Hong Kong, China Research Assistant, Post-earnings-announcement Drifts (PEADs)

• Validated existence of PEADs in North America, Hong Kong and China Markets by MATLAB and VBA, and devised arbitrage-taking strategies for North America and China

• Enhanced methodologies of factor-based model including CAPM, Fama French Model and Time Series models including ARIMA and GARCH to predict expected earnings, and calculate abnormal return and standardized unexpected earnings

ADDITIONAL

• Language: Native in Mandarin, fluent in English and Cantonese

• Interests: Travel, soccer

Contact this candidate