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Management Manager

Location:
Newark, NJ
Posted:
June 21, 2016

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Resume:

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



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