Analyst Customer

Sara Xu

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** ** **, *** *-D, Hoboken, NJ *****

201-***-**** *********@*****.***

EDUCATION

Stevens Institute of Technology Hoboken, NJ

Masters of Science – Financial Engineering September 2012- May 2014

• GPA: 3.87 / 4.0

• Relevant Coursework: Pricing and Hedging, Financial

Enterprise Risk Engineering, Portfolio Theory Applications, Computational Methods in Finance, Probability

Theory, Advanced Derivatives

Communication University of China Beijing, China

Bachelors of Science – Applied Mathematics September 2008 - June 2012

• Awards: 2nd place in the Mathematical Modeling

Competition

WORK & LEADERSHIP EXPERIENCE

PR Newswire New York, NY

Financial Analyst January 2015 – Present

• Created budget template utilizing complex modeling and

formulas, various scenarios and assumptions

• Analyzed monthly/quarterly financial results using Excel

(VBA) to understand underlying causes for property performance and identify existing or potential operating

issues or inconsistencies

• Summarized budget and forecast roll-ups across the division

and researched on trends and outcomes

• Assisted with senior accountant on special projects analyzing

sales, commissions and expenses

Counterparty Credit Risk- Credit Default Swap Project Hoboken, NJ

Credit Analyst January 2014 – May 2014

• Created complicated financial models valuating credit spreads

on complex derivatives and model validation

• Utilized Bloomberg API and Excel (VBA) functionalities to

obtain in depth market data

• Applied CIR model to calculate Hazard Rate in stochastic

process

• Accomplished Monte Carlo Simulation to accurately reflect

Expected Exposure

• Calculated CVA with Probability of Default, EE and

Recovery Rate in Internal Model Method to reduce difficulty in valuation process

China Merchants Bank Beijing, China

Risk Analyst April 2013 – September 2013

• Developed Credit Risk Model based on Scoring method with

Logistic Regression and Maximum likelihood method

• Generated model validation reports and recognized model

weakness using Excel (VBA), Access and SQL

• Identified opportunities to promote the development of client

relationship through marketing techniques

Nielsen Beijing, China

Market Research Analyst September 2010 – August 2011

• Responsible for Customer Satisfaction Analysis for Warehouse Stores (like Walmart) in China

• Utilized factor analysis in SQL and SAS under various assumptions

• Fit the model that we build in MATLAB into actual data through partial least square (PLS) method

• Analyzed structured and observed variables in order to understand the main factors of customer satisfaction

SKILLS, ACTIVITIES & INTERESTS

Programming Skills: VBA, SQL, SAS, MATLAB

Finance Skills: Credit Risk, Fixed Income, Equity, CDS, Bloomberg, MBS

Quantitative Skills: Statistical modeling, Linear & Logistic Regression

Technical Skills: Microsoft Office Suite (Excel and Access), Macro, V lookup, Pivot Table

Certification: SAS BASE Certificate, CFA level1 Candidate, Bloomberg Equity Certificate

Language: Fluent in English and Mandarin

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