Management Sales

Xin (Nancy) Murad

*** **** **, *** **, New York, NY 10044

607-***-**** ****@*******.***

EDUCATION

Cornell University New York, NY

Master of Financial Engineering Dec, 2012

Relevant Coursework: Derivative Securities, Fixed Income, Optimization Modeling, Investment & Portfolio Management, Time Series Analysis, Quantitative Risk Management, Credit Risk.

Commodity Currencies Forecast Project: Developed and implemented a multi-factor model in MATLAB to analyze the dependence of commodity currencies’ returns on macroeconomic factors, performed various statistical tests to analyze the model's adequacy, and back-tested the model. Trinity University San Antonio, TX

Bachelor of Arts in Mathematics (Honors Degree) May, 2011

Honors: Full tuition scholarship; Graduated with Cum Laude; Mach Research Fellowship Award; HHMI research grant; NIH research grant; Dean’s List - Spring 2008, Fall/Spring 2010.

Research Project: Built a mathematical model of bacterial population growth by the Branching processes and simulated the processes by extensively programming in Java. Published a paper in the Mathematical Biosciences journal and contributed a conference talk at the Joint Mathematics Meetings (largest annual mathematics conference in the nation). PROFESSIONAL EXPERIENCE

Capstone Investment Advisors, LLC

(Multi-strategy hedge fund specializing in volatility trading, AUM ~2.5bil) New York, NY Market Risk Analyst, Risk Management Group Oct, 2012 – Apr, 2015

Aggregated the fund’s top trading strategies from senior portfolio managers, managed them in Bloomberg AIM system, tracked the pnl and performance statistics, and educated the sales force about the ideas, historical performance, and risks.

Built Monte Carlo simulations to optimize the capital allocations to traders and strategy groups.

Produced real-time risk reports to portfolio managers, reported EOD risk statistics and trader pnl on the fund level for traders and senior management.

Citigroup New York, NY

Treasury Asset Allocation Summer Analyst, Balance Sheet Management Group Jun, 2012 – Aug, 2012

Developed and implemented an evolutionary-like algorithm in VBA to optimize Citi’s treasury portfolio of AFS securities.

Analyzed the correlations between rates and credit spreads in different market conditions and summarized the findings in a presentation destined for higher management.

Tested the implementation of the asset allocation process for the FAS 133 cash flow hedging program and assessed the effectiveness of the hedge in a validation report in collaboration with different teams. Sinolink Securities Co., Ltd. Shanghai, China

Equities Research Summer Analyst, Derivatives Group Jun, 2011 – Aug, 2011

Collected historical data on 2000+ actively traded stocks on Chinese stock exchanges from Bloomberg.

Implemented two stock screening models, the FCF model and the PEG model, in Excel with VBA.

Back-tested these models and demonstrated a 10%+ return premium of selected portfolio over the SSE Composite Index.

COMPUTER SKILLS & LANGUAGES

Computer skills: Advanced Excel with VBA, MatLab, SQL, Bloomberg, C++, JAVA. Languages: English (living and working in US for 8 years) and Chinese Mandarin (native).

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