Management Project
Resume:
JINGHAN MA
*****@*******.***
EDUCATION
**** – 2015
FORDHAM UNIVERSITY, GRADUATE SCHOOL OF BUSINESS
New York, US
Master of Science in Global Finance GPA 3.95
Coursework: Financial Modeling using Excel, Futures& Options, Financial Econometrics (SAS), Risk Management, Fixed Income, Corporate Governance
Student Activity: Fordham Graduate Finance Society, Management Consulting Club
2010 – 2014
GUANGDONG UNIVERSITY OF FOREIGN STUDIES (#3 among China’s Foreign Studies Universities)
Guangzhou, China
Dual Bachelor Degree in International Business and English
Top 3% among 1800 students
Selected to join oversea study program of visiting The University of Edinburgh (QS World University Ranking #17) in UK
Coursework: Business Quantitative Methods, Enterprise Recourses Planning (ERP), Investment & Securities Markets, Business Communication & Writing
Full Scholarship to attend the Student Global Leadership Conference in London, 2013
EXPERIENCE
03/15 – 06/15
ALPHA CAPITAL HOLDINGS, INC.
Intern, Equity Analysis
New York, US
>Conducted comparable analysis, scenario test to generate key ratios range, such as P/E ratio, EV/Revenue, EV/EBITDA etc., drafted graphs for clients to compare and then make investment decisions
>Integrated market data and model results to generate reports that focused on company valuation and cooperated with managing director in preparing investment plans for clients
03/15 – 05/15
FUTURES & OPTIONS PROJECT DERIVATIVES HEDGING STRATEGIES
New York, US
Data Analyst
>Reported and analyzed weekly PnL, MTM, and historical volatilities for a mimic SP500 index portfolio and 350 hedging index futures contracts
>Calculated yield-to-maturity and duration of vanilla bonds, and hedging futures contracts, and determined ex-ante price sensitivity hedge ratio and the derivative portfolio position
>Computed Black-Scholes option price and tested local price sensitivities (delta, Vega, etc.) on underlying assets to see whether their market prices are within reasonable range ( 3%)
03/15 – 04/15
INTEREST RATE SWAP CASE STUDY
New York, US
Pricing Analyst
>Built table to compare different parties’ financing costs through directly issuing and entering swap contract
>Determined the swap price after taking annual fee and other transaction fee into consideration to make the deal attractive to all participants
01/15 – 05/15
MARKET RISK MANAGEMENT PROJECT
New York, US
Risk Analyst
>Tested 120 trading days prices before and after the announced stock splits of a sample of 50 securities using Cowles-Jones tests, the Box-Pierce Q-Statistic and the Variance Ratio test
>Assessed correlation, beta and tracking error between portfolio returns and benchmark returns, and found the discernible trend in betas of target securities during specific time periods, then explained it in light of macroeconomic events
>Constructed a portfolio with target securities to reduce risk from 2.9% to 0.9%
ADDITIONAL
Languages: Chinese (Native), Cantonese (Familiar)
Software: SQL, SAS, STATA, Excel (VBA), PowerPoint, Word
Interests: Traveling (Scotland, Florence, Cancún, Paris, Buffalo, etc.), Snorkeling (Open Water)
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