Accounting Management

Y

uan Zhang Financial Analyst with Recent Master Degree

Research Experience ~ Broad Internship Experience ~ CFA Level Three Candidate

Recent Master of Science in Analytical Finance graduate with substantial internship experience at three separate financial institutions in Accounting, Bank Credit, and Operations. Collaborative communicator focused on building relationships to drive positive change and enhance profitability. Prepared by education and experience for entry-level position as quantitative or portfolio analyst within a bank or asset management firm. Areas of Expertise include:

Portfolio Optimization

Risk Analysis

Problem Resolution

Software Proficiency

MATLAB Expertise

Project Management

Strategic Planning & Forecasting

Organization & Leadership

Relationship Building

Experience & Notable Contributions

Lehigh University Bethlehem, PA 5/2014-5/2015

Research Assistant, College of Business and Economics

Reviewed literature on broad range of topics, and performed data cleaning and analysis of patent records in Excel. Developed and managed database in SAS containing over 1 million records of patent information collected from resource supplier.

Internship Positions Beijing, China 7/2011-2/2013

Accounting Intern, Bank of Tokyo-Mitsubishi, UFJ, 9/2012-2/2013

Charged with reconciling accounting statements transferred from deposit, credit, and other departments, and with integrating accounting records on daily basis. Duties extended to management of accounts in range of categories and currencies. Verified over 100 bank confirmation requests.

Bank Credit Intern, Bank of Tianjin, 1/2012-3/2012

Entrusted with negotiating over 20 Letters of Credit transactions, and checked the integrity of required documentation. Participated in eight banker’s acceptance and bank guarantee transactions from initiation to completion, and evaluated potential clients on financial position and operational status.

Operation Department Intern, Everbright Securities, 7/2011-8/2011

Tasked with rating risk tolerance of clients, and managing client archives and security account archives. Reported on regulatory issues and provided transaction systems support to clients.

BIT Operation Simulation Competition 4/2012-6/2012

First Prize Winner

Led four-member team to victory in academic operation simulation competition. Competition involved forecasting market trends and analyzing competitors’ strategies to support operation decisions. Formulated and implemented operational strategy, and developed budget plan and schedule for product development.

Major University Projects

Black-Scholes Extensions & Examples 4/2015-5/2015

Studied assumptions in Black-Scholes model that caused it to fail under real market conditions, and implemented a stochastic volatility model with MATLAB that achieved option prices much closer to market than those from the Black-Scholes model. Priced path-dependent options with Monte Carlo simulation.

AAA: A new Approach to Portfolio Optimization 9/2014-12/2014

Applied Adaptive Asset Allocation (AAA) to guide investment decision and verified that AAA strategy outperformed equal weighted portfolio in most instances. AAA involves seeking a portfolio close to risk parity and employs short time frames.

Risk Analysis of Mortgage Portfolio Using L-VaR 9/2014-12/2014

Hand-collected data on mortgage investment portfolio for major bank, and evaluated potential deficiencies in traditional measures of VaR and demonstrated improved performance of liquidity-adjusted VaR with MATLAB.

Investment in Actively Managed Funds 1/2014-5/2014

Constructed dynamic portfolio of five ETFs based on mean-variance analysis of 180 ETFs and back-tested performance under different time frame. Refined the portfolio structure by including transaction cost.

Education

Master of Science in Analytical Finance

Lehigh University, College of Business and Economics Bethlehem, PA 5/2015

Bachelor of Science in International Business and Economics

Beijing Institute of Technology Beijing, China 6/2013

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