Derivatives Analyst, Quantitative Analyst, Risk Analyst

Dynamic quantitative financial professional with exceptional programming skills and derivative trading knowledge developed in multiple challenging projects. Robust technical ability to transform ideas into profitable solutions through research and implementation of effective tools. My experience in risk assessment procedures, quantitative programming practice, and investment strategy can become a valuable asset to our team and our organization.

Core Competencies

Probability theory

Model creation

Advanced statistical theory

OTC derivative pricing

Stochastic calculus

Fix income pricing

Time series analysis

Data mining

Risk management

Object-oriented programming

Monte-Carlo simulation

Trading strategy

Technical Skills

Programming: VBA, SQL, R, Python, C++

Software: Visio, MATLAB, E-views, Microsoft Suite (Word, Excel, PowerPoint)

Professional Experience

The Northern Trust Corporation Chicago, IL July 2015 - Present

Derivatives Analyst

Develop automation tools using VBA to expedite processing and to reduce overall operational risk

Collect information from different parties and build applications for internal system using VBA and SQL

Process trades from multiple investment managers, and amend details as per instructions

Reconcile and research capital movements; run daily reconciliation and resolve breaks

Settle daily trades and variation margin of OTC derivatives (CDS, IRS, TRS)

Resolve inquiry from investment managers, brokers, and internal partners

Retail Equity Partners Holdings LLC. Chicago, IL March 2014 – June 2015

Financial Risk Analyst

Utilized Monte Carlo simulation to evaluate and to forecast portfolio risk

Customized risk models and assessed model accuracy

Performed sensitivity and scenario analysis, and conducted stress testing

Negotiated with investors and vendors, and built financial forecast and budgeting within $0.5 – 2 million range

Cooperated directly with Burger King Corporation senior managers, franchisees, real estate and immigration lawyers, construction and development managers, and CPAs

Set up escrow account and made daily report to senior bankers

Managed and maintained database using VBA and SQL

Blackmore Partners Inc. Chicago, IL December 2013 – February 2014

Mergers and Acquisitions Analyst

Built customized risk models and conducted risk analysis (including sensitivity analysis, stress testing, VaR calculation using Monte Carlo simulation, etc.) on operational deals

Conducted risk forecasting for investors

Created customized applications in Excel using VBA for internal use

Managed the proprietary deal-sourcing database

Worked closely and built solid relationships with C level executives in financial, energy, manufacturing industries

Education & Certifications

Illinois Institute of Technology, Chicago, IL 2012-2014

M.S. in Finance/Financial Engineering

Stuart School of Business Admission Scholarship

Coursework: Math with Financial Applications, Statistical Analysis in Financial Markets, Financial Modeling, Valuation and Portfolio Management, Futures Options and other Derivatives, Financial Statement Analysis, Market Risk Management, Equity and Derivatives Trading, Models for Derivatives, C++ with Financial Markets, High Frequency Trading, Quant Investment Strategy

Sichuan University, China 2008-2012

B.S. in Financial Management

First Prize and Scholarship & Second Prize and Scholarship

Certificates: National Computer Rank Certificate – C Language

Activities

Stuart Investment Club – Technology Sector, Chicago, IL 2012-2014

Conducted derivatives and portfolio pricing skills

Built equity trading strategies and employed forecast analysis

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