Credit Risk Management

Shuqiao (Rachel) Yang

*** ****** ******, ********, ** 06906

Phone: 203-***-**** *******.****@*******.***

SUMMARY:

Finance professional with Master degree in Financial Risk Management (Financial Mathematics)

FRM Quantitative method concentration (STEM-designated)

Proficiency with Microsoft office (Word, Excel, Access, PowerPoint), Data Language (Matlab and Excel VBA, SAS, R and SQL) and other software (RiskMetrics, Bloomberg Terminal)

Excellent writing and oral communication skills

Highly motivated and detail-oriented professional with excellent teamwork and interpresonal skills

EDUCATION:

University of Connecticut, Stamford, CT 08/2013-05/2015

Master of Financial Risk Management and FRM Quantitative method concentration GPA3.9/4

Risk Management: GARCH, NGARCH, VaR, Enterprise Risk Management, Credit Risk, Operational Risk, Market Risk, Basel I & II, Liquidity Risk, CCAR

Financial Modeling: Time Series, Volatility Models, Expected Shortfall, Black-Scholes, Stress Testing, Scenario Analysis, Monte Carlo and Historical Simulations

Financial Programming: Excel VBA, Matlab, VB.NET, R, SAS, SQL, Python

Southwestern University of Finance and Economics, China 08/2009-7/2013

Graduated with Bachelor of Economics and majored in Finance (Securities and Futures) GPA 3.7/4

Fluency with Fixed Income, Financial Derivatives, Equity valuation, Investment, Accounting, Corporate Finance, Statistics (linear/logistic regression), Econometrics, Economics.

WORKING EXPERIENCE:

Risk Analyst TIAA-CREF (UCONN Project) 08/2014-12/2014

Led the project to supported the global derivatives department to achieve the expected return targets while managing risk, and complying with regulatory requirements in the most cost-effective manner.

Reviewed potential hedging effectiveness to assist TIAA-CREF multi-sector bond fund in managing potential market risk analyzing large data sets.

Developed Time series model by Excel VBA to calculate the VaRs of client’s bond fund.

Identified, measured, monitored and managed the tail risk to build hedging strategy with interest rate swaps, CDX and treasury bonds. Applied Bloomberg, Matlab and Excel VBA extensively.

Financial Analyst China Everbright Bank, Chengdu Branch, China 01/2013-07/2013

Analyzed investment performance and accurately monitor the portfolio. Ran daily VaR reports and monitored risk exposure through reporting of daily positions.

Optimized Index and Index derivatives long and short strategy analysis with daily trading performance via VBA. Developed Historical Simulation model to calculate the VaRs of Hang Seng Index.

Responsible for data quality management, ensuring data integrity, accuracy and timeliness during collection, application (include aggregation), warehousing and analysis.

Graduate Assistant (Operation) University of Connecticut, Stamford, CT 08/2013-05/2015

Academic assistance: Instructed students on lectures and discussions of Risk Modeling, Equity and Fixed Income courses. Provided extra assistance on individual and small group basis to reinforce learning concepts and improve performance. Reviewed and graded exams, projects and assignments.

Internal Management and Event planning. Managing internal database keeping track of all students.

Coordinated wide range of students issues with faculties, students and professors.

Investment Operation Intern Citibank (China) Co., Ltd, Chengdu Branch, China 03/2012-12/2012

Communicate with clients in Treasury and Trade Solution in Global Transaction Services department. Created monthly executive financial reports: ad-hoc assignments,P/L report.

Provided ongoing analyses on data reporting and FX market. Maintained investment limit structure.

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