Management Data

Chenyang Song

*** **** ******, *** ***, New York, NY 10044

347-***-**** *************@*****.***

Core Competencies

Programming Skills: VBA, R, MATLAB, SAS, C++, C language, STATA, SPSS, SQL, Proficiency in Microsoft Office

Financial Knowledge: VaR, Black-Scholes, PCA, Pricing, Greeks, Exotic Options, Simulation, Stress Testing, CCAR

Communication and leadership: Leader of debate team and radio station. Champion of the debate and speech contest

Languages: English (working proficiency), Chinese - Mandarin (native)

Education

07/14-05/16 Fordham University - Gabelli School of Business New York, NY

Master of Science in Quantitative Finance

Teaching Assistant

Relevant Coursework

C++ for Finance, VBA Programming, Advanced Financial Modeling(Bloomberg), Large Scale Data Modeling, Quant Methods Portfolio Management, Stochastic Calculus, Interest Rate Derivatives, Financial Econometrics, Simulation Application, Fixed Income Securities, Risk Management, Alternative Investment

09/10-06/14 Renmin University of China Beijing, China

Bachelor of Science in Mathematics and Applied Mathematics

Second national prize in College Mathematics Modeling Contest

Work Experience

03/15-07/15 Alternative Asset Investment Management, LLC Hedge Fund Intern New York, NY

Data Analysis: Refined existing worksheets to develop efficiencies within the operations role, made collections, clearance and analysis of the data with Excel and VBA. Managed the ACT! Database and updated the information in the database.

Market Analysis: Made in-depth research on hedge fund managers and financial institutions, sent promotion letters to clients and maintained feedbacks and client relationships.

Leadership: Worked as a leader and arranged different people to work on different projects.

10/13-12/13 Bank of China Foreign Exchange Management Intern, Head Office Beijing, China

Foreign Exchange Management: Carried out the requirements created and enforced by the exchange office in a team of three and made analysis and implementation of foreign exchange policies. Finished tasks related to the development, maintenance and update of a system regarding foreign currency.

Risk Management: Communicated with clients and collected feedbacks from the them to find out their preferences. Analyzed the age distribution for different financial products. Performed analysis of data to support development.

07/12-09/12 Beijing Rural Commercial Bank Intern, Shijingshan Branch Beijing, China

Managed aggregation and analysis of clients’ data for financial plans and assisted in plan delivery.

Collaborated with people from different departments to make updates about the clients’ financial records.

Projects

10/15-12/15 Quantitative Risk Analysis Principle Member New York, NY

Mean-Variance Optimization : In order to meet client’s objectives, we first used MVO to calculate Efficient Frontier every month and calculated the return we need to get the target wealth and tried to control the VaR.

Risk Parity: We maximized the Diversification Ratio, so we had a correlation equilibrium. And then we took into account the correlation relationships between assets.

03/15-05/15 The Dividend Yield Risk and Stock Returns(SAS) Team Leader New York, NY

Objective: Performed standard asset pricing tests to show whether the variable of interest (i.e., ddiv here) predicts one-month ahead stock return by SAS.

Constructed the data: Winsorized the data at the 1st and 99th percentiles and calculated average correlation between ddiv and the other control variables.

Tests: Performed Portfolio-level analysis and regression analysis using Fama-MacBeth (1973) methodology.

Result: A higher dividend is followed by a lower future stock return.

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