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Financial Analyst Manager

Lowell, Massachusetts, United States
March 13, 2019

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Mian-Chang Hsu



University of North Carolina at Charlotte Charlotte, NC December 2018

Master of Science in Mathematical Finance

Concentration: Computational Finance

GPA: 4.0/4.0

National Tsing Hua University Hsinchu, Taiwan June 2014

Bachelor of Science in Mathematics


Valuation Model for Equity and Portfolio Management Jan 2016 – Present

Using MATLAB and Excel VBA to develop equity-pricing models for extracting sustainable profit and for evaluating the fair price of each company in equity markets based on collecting public information, including financial statements and dividend policies, and to construct trading strategies for those undervalued equities by predicting the behavior of both investors and the market prices

Market-based Calibration and Monte Carlo Simulation with CGMY Model Spring 2018

Using Python to calibrate CGMY Model on real option market data and to examine the predictability of the option prices on the following day with calibrated parameters by using Monte Carlo simulation (Lévy Process, CIR Model, Fourier-Based Approaches, Jump-Diffusion Model)

Spot Rates Analysis and Hedging Strategies Spring 2018

Using MATLAB to implement yield curve factors for spot rates between 1961 and 2018 and to compare the performance of fixed- income hedging strategies, including barbell strategy and regression-based hedging strategy, on out-of-sample Treasury

Bonds Profitability of Technical Trading Strategies Compared with Buy-and-Hold Spring 2018

Using MATLAB to test whether the profitability of common technical trading strategies, including moving average, exponential moving average and MACD, with different parameters is greater than buy-and-hold strategy on Dow Jones Industrial Average between 1987 and 2018 and to verify the result by using bootstrapping (ARMA Model, GARCH Model, Bootstrapping)


Financial Engineering

Coursework: Financial Economic Theory, Advanced Financial Derivatives, Fixed Income Securities and Credit Risk

Evaluated the theoretical value and market-based value of the derivatives and established interest rate model in stochastic process; calibrated and simulated the models by using Python.

Constructed risk neutral probability measures, BDT model, CIR model and term structure models based on no-arbitrage assumption; verified the existence of the arbitrage; conducted the arbitrage when it exists.

Measured the market risks by using historical simulation method, GARCH model, and Monte Carlo method; operated the risk management by dynamic hedging on derivatives.

Statistics and Probability

Coursework: Financial Econometrics, Stochastic Calculus, Mathematical Statistics, Probability Theory

Built multiple linear regression models and time series regression models, including OLS, ARMA, Unit Root Process, GARCH, VAR and Bootstrapping, to analyze and forecast financial data and to evaluate risk.

Constructed and calibrated stochastic models to price American options, exotic options and other securities and to calculate their optimal early exercise boundaries.

Conducted model selection using hypothesis testing and information criterion, including Dickey Fuller test, AIC and BIC.

Numerical Analysis and Differential Equations

Coursework: Numerical Analysis, Partial Differential Equations, Differential Equations

Developed the mathematical properties of numerical methods and their applications in computational science and engineering.

Applied numerical methods for solutions of linear systems of equations, numerical differentiation and integration, systems of initial value ordinary and partial differential equations, inverse matrix and eigenvalues with high rate of convergence.


Languages: Native in Mandarin and Fluent in English

Technical Skills: Excel VBA, MATLAB, Office, Python, R, SAS and Stata

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