Risk Analyst
Resume:
** ****** **. ***. ** Yuqing Zhang
******.*********@*****.***
Stamford, CT 06905
Recent Master's graduate / risk analyst, precise, with fluency in
both English and Mandarin
FRM CERT (Part 1 and 2) & CFA Level II Candidate
Academic Background
University of Connecticut . Stamford, CT
Dec 2014
Master of Science in Financial Risk Management (STEM Designated
Program) GPA: 3.8
Courses included Financial Risk Management, Strategies and Risk
Management, Financial Modeling, Credit Risk Analysis,
Fixed Income, Money Markets, & Legal/Ethical Issues in Financial
Risk Management.
Ethical Issues of Risk Managers . Aug 2014
. Explained the significance of the key code of conduct for CFA and
FRM programs by identifying morality issues involving
professional misconduct in real-world case literature while
exploring degrees of responsibility held by financial employers.
VaR Analysis . July 2014
. Compiled capital cushion recommendations for a hedge portfolio
(cash, equity, equity options) by assessment with Black-
Scholes model and RiskMetrics software. Analyzed potential credit
and liquidity risk of the portfolio.
. Applied Historical Simulation and performed Variance-Covariance
Matrix methods under Asian crisis and 2008 financial crisis
scenarios.
Risk Control in 2008 Crisis: Credit Crunch . May 2014
. Investigated elements of risk by implementing GARCH variance model
and Monte Carlo Simulation on 2006 - 2010 S&P data
giving multiple day VaR and ES.
. Performed backtesting and interpreted stress test results for two
portfolios featuring AAPL and IBM stock.
. Calculated daily VaR (six month horizon) with RiskMetrics model
under three scenarios.
Validation of Multifactor Models and Momentum Anomalies . March
2014
. Defined market risks of individual and securities portfolios using
both time-series regression analysis and historical data.
. Processed cross-section stock data from French's online library
with Excel analysis for peer group's validation of how CAPM
and Fama-French three factor model can explain stock price and
expected momentum anomaly phenomena.
Analysis Application . Oct 2013
. Ran linear regression of certain individual securities using Stata
and SPSS software, interpreted results.
Central University of Finance and Economics . Beijing, China
June 2013
Bachelor of Science in Mathematical Economics / Finance (Bilingual
Program) GPA: 3.3
Experience
Thomson Reuters Corporation . New York, NY Automation Pricing
Project Intern Aug - Dec 2014
. Described the relationship between ETF's and underlying corporate
bond prices (day to day & one day lag) to support team's
goal of quick pricing accuracy. Analyzed regression results
through extensive use of Excel functions and MATLAB code after
searching ETF bond prices, et al, using Bloomberg terminal and
Excel add-ons.
. Provided quantitative modeling on liquidity risk of investment
grade and high-yield bond markets by running weight functions.
Taylor Nelson Sofres, Plc . Beijing Branch Service/Telecom
Industry Research Intern Dec 12 - Mar 2013
. Consolidated data from customer feedback surveys (Lenovo, Baidu),
coded into categories indicating evidence of customer
behavior and presented findings w PowerPoint.
. Conducted TRI*M analyses (Index, Topology, Grid) on customer
retention data in comparison with that of competitors to aid
team in formulating marketing strategies.
. Interviewed, translated and summarized subjects/statements for
China Mobile Comm. Corp. Pre & Post Advertising Test Project.
China Construction Bank . Beijing Branch Corporate Banking Credit
Intern Aug - Sept 2012
. Compiled and entered credit data into credit report analysis
software.
. Facilitated client negotiations by presenting research on credit
reports during client / manager meetings.
Industrial and Commercial Bank of China Sub-Branch Intern
July - Sept 2011
. Distributed credit information questionnaires to patrons and
organized responses for ongoing analysis.
. Recommended appropriate financial products to interested bank
customers.
Skills & Certifications
Microsoft Office (Word, Excel, PowerPoint, Access), Stata, EViews,
SPSS, RiskMetrics, Bloomberg Certification
Contact this candidate