Yingying Liang

**** **** ****** ********, ** ****4 207-***-**** acue8x@r.postjobfree.com

EDUCATION

NEW YORK UNIVERSITY New York, NY

MS in Financial and Risk Engineering (expected – May 2016), GPA: 3.87/4.0

UNIVERSITY OF CENTRAL OKLAHOMA Edmond, OK

Exchange Study Program in Finance (January 2012 – December 2012), GPA: 4.0/4.0

SOUTH CHINA NORMAL UNIVERSITY Guangzhou, China

BS in Mathematics and Applied Mathematics (September 2009 July 2013), GPA: 3.7/5.0

PROJECT

NEW YORK UNIVERSITY New York, NY

Machine Learning in High-yield Bonds Prediction in R (March 2016)

Analyzed the relationship between the movement of high-yield bonds price and the equity price by employing machine learning techniques, Logistic Regression and SVM.

Portfolio Management in Matlab (November 2015)

Possessed 15 years of daily return and volume data of US equity from CRSP database and applied Hampel Filter to clean the data.

Constructed equity portfolio with mean-variance optimization by integrating shrinkage estimator for excess return and covariance-PCA estimation in MATLAB.

Derivative Pricing & PnL Analysis using Monte Carlo Simulation in R (March 2015)

Implemented Monte Carlo Simulation for European options, American options and various exotic options, both path-independent and path-dependent. Computed and analyzed the Greeks.

Analyzed the relationship among realized volatility, terminal price, and PnL distribution, and investigated the expectation, variance, skewness, and kurtosis of PnL distribution.

Priced Variance Swap using a series of European options, and analyzed the implication for volatility trading.

EXPERIENCE

GOLDEN EAGLE ASSET MANAGEMENT Guangzhou, China

Fixed Income Analyst Intern (June 2015 – August 2015)

Assisted product managers and specialists in conducting risk analyses on municipal bonds and corporate bonds.

Developed VBA tool to retrieve and update data, generated automatic reports monitoring changes in yield spread, bond issuance, commodities prices by utilizing company proprietary API.

Worked with large dataset and applied financial models to risk measurement, credit analyses, and economic projections.

HSBC ELECTRONIC DATA PROCESSING Guangzhou, China

Customer Service Representative (April 2014 – July 2014)

Provided customer service to cover multiple bank business, including credit card service, integrated financial management, commercial banking, and etc. Resolved product and service problems by clarifying customer complaints, determining the cause of the problem, and providing the best solutions.

CHINA MINSHENG BANK Guangzhou, China

Credit Analyst (January 2013 – August 2013)

Supported senior analysts analyze credit risks by reviewing financial statements and presented findings to senior analysts. Performed quantitative and qualitative analysis of requests for loans and lines of credit.

Conducted due diligence by checking clients’ audited reports and bank statements, and corrected assessment after communicating with senior analysts and managers.

Input financial data into the automated system to analyze clients’ potential risks and compute their risk ratings.

Updated industry and client research and conducted analysis of seasonal borrowing qualifications.

COMPUTER SKILLS/OTHER

Programming: VBA, R, C++, MATLAB

Certifications: Passed Level I of the CFA examination, FRM Level II Candidate

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