Harry Xirui Tang
*** **** ******, *** ***, New York, NY, 10044
917-***-**** *************@*****.***
EDUCATION
FORDHAM UNIVERSITY, Gabelli SCHOOL OF BUSINESS New York Sep 2014-Dec 2015 MS, Quantitative Finance, 3.8/4.0
Programming: MATLAB, VBA, C++, SQL, Java, Python, Advanced Excel
Risk Management: Market Risk, Credit Risk, Portfolio Risk, FRM I Candidate (May 2016)
Quantitative Finance: Derivative Pricing, Interest Rate Curve Building Techniques, Cash Flow Modeling, Statistical Analysis, Econometric Analysis, Simulation Techniques, Stress Testing, Back Testing ZHEJIANG UNIVERSITY Hangzhou, China Sep 2010-Jun 2014 Bachelor, Computer Science, 3.56/4.0
Graduation project: Optimization of database query using statistical methods. Implemented robust statistical program using Java in Linux environment. Selected as one of Most Outstanding Projects in the department
Awarded Scholarship for Outstanding Students in Social Work during working at Student Union ZJU PROFESSIONAL EXPERIENCE
Argus Investment Advisors New York
Quantitative Analyst Intern
Jul 2015-Nov 2015
Managed one of the fund of hedge fund with the portfolio manager by analyzing risk & performance and reading hedge fund reports; participated in the decision making of new subscriptions or redemptions by conducting ad-hoc analysis and portfolio optimization
Optimized performance and risk analysis by designing and implementing Excel workbooks using advanced Excel, VBA, MATLAB and risk metrics; The workbooks was frequently used and showed perfect robustness CCAR Summer Research New York Jul 2015-Oct 2015
Estimated banks' net charge-off rate under stress scenarios using quantile regression in MATLAB with BHC’s FR-Y9C report (for retail portfolios)
Back tested the result of stress testing using quantile regression compared with linear regression Academic Projects at Fordham Jan 2015-Nov 2015
Risk modeling of various derivative and cash products including interest rate, securitized products and FX
Risk management techniques using both historical and simulative approaches
Implementation of multiple pricing and risk estimation models using quantitative methods
Implementing and back-testing trading algorithm based academic strategies using MATLAB and C++
Credit risk assessment using default probability estimation and counterparty risk adjustment valuation Shanghai KingPoint Entity Group Shanghai
Business Analyst, Investment Team
Sep 2013-Oct 2013
One of the earliest companies in China that offered employee stock option consulting services
Established the company's index product with S&P index building methods using VBA; index offered the company with a prototype which can be further developed in order to invest IBM Global Business Service Shanghai
Business System Consultant, Summer Intern
Jul 2013-Sep 2013
Conducted integrity analysis for client’s Material Management System under development, after fully understand client’s current and potential requirements
Participated the database engineer team implement additive functionalities to the system using Java and SQL
Contributed to management-level decision making and risk recognition by defining system capabilities compared with real business situations
LEADERSHIP AND OFF-CAMPUS INVOLVEMENT
L’Oréal Brandstorm 2013 (Business Case Competition) Shanghai National 3rd Place Team, China
Nov 2012-May 2013
Made integrated product launching strategy by conducting consumer estimation, competition analysis and marketing planning under chosen consulting analyzing framework
Delivered the marketing plan as well solved judges’ questions logistically and confidently in English ADDITIONAL
Additional Computer Techniques: SPSS, STATA, Bloomberg, Advanced MS Word/PowerPoint/Excel Interests: Wall Climbing, Snowboarding, Texas Poker