XUEHUI ZHAO

*** * ****** **. *** ***A, Chicago, IL, 60607

(608) - 886 - 3070 • acuyha@r.postjobfree.com

EDUCATION

DEPAUL UNIVERSITY, Chicago, IL September 2013 - November 2015 Master of Science in Computational Mathematics

GPA: 3.64 / 4.0

Graduation with Distinction

Member of Kellstadt Finance Community

SUNY at Albany, Albany, NY September 2008 - May 2012 Bachelor of Science in Business Administration, Concentration in Marketing/Finance GPA: 3.4 / 4.0

Graduation with Cum Laude honors, May 2012

Dean’s list, Spring 2010 - Fall 2011

PROFESSIONAL SKILLS

Statistics Analysis: Time Series Models, Linear Regression Models, and ARCH/GARCH models. Database: MS SQL Server 2008/ 2008R2/ 2012/ 2014, Oracle SQL Developer. Programming Languages: SQL, Python, C++, C#, and .NET. Computer Software: SSRS,SSIS, R, R Studio, SAS, Minitab, Visual Studio, MS Excel, MS Access, MS Visio, MS Office, MS PowerPoint. WORK EXPERIENCE

MANDARIN COMMUNICATION GROUP, Chicago, IL June 2015 - April 2016 Business Intelligence Analyst

Maintained databases and recorded matters for precedent, marketing, and business development purpose.

Designed, created and regular tuned of physical database objects (tables, views, indexes) in MS SQL Server 2012 to support normalized and dimensional models.

Worked as a primary T-SQL developer in creating complex Stored Procedures, triggers, cursors, tables, views and other SQL joins and statements for applications.

Generated variety of business reports using SQL Server 2008 SSRS including matrix report, parameter report, and dashboard with charts and drill down function.

Performed competitive analysis, benchmarking and other market research using R and Excel.

Delivered tactical and strategic forecasting and operational planning insights through analytics, reporting and visualization. CHINA CONSTRUCTION BANK CORPORATION, Beijing, China June 2012 - January 2013 Intern, Credit Risk Management

Participated in daily credit risk management, interpreting and analyzing reporting data using software

Monitored performance of consumer loan portfolios, and reported on key/emerging risks and trends.

Performed credit loss forecasting and reserving analysis for monthly trend and portfolio management. RELEVANT PROJECTS

Boston Housing Regression Analysis, using R

Used multiple regression and correlation, residual analysis, analysis of variance, and robustness; iterated model to determine most significant factors that best explained variation in house pricing. Applied modeling techniques to evaluate variable associations and predict interest values for housing. Analysis of Natural Gas Storage Facility Investment, using Python and R

Analyzed seasonality of Natural Gas Prices, and forecasted future prices, to optimize storage usage. Created a trader program including Bollinger bands, moving average, and buy/sell strategies. Estimated economically viability and storage facility build size, using unit cost price forecasts. Brokerage House Trading Program, using Python

Utilizing Monte Carlo Simulations, estimated Future Stock Price Volatility and Value at Risk. Constructed confidence interval for client’s assets portfolio; this and VaR used by investor to determine risk comfort level Microsoft Stock Price Analysis and Forecasting, using R

Analyzed and predicted the conditional variance of Microsoft Stock Price using time series analysis. Generated an ARMA- GARCH model to capture the volatility clustering and shocks.