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Risk management, quantitative, data analyst

Location:
New York, NY
Posted:
July 15, 2016

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Resume:

Dora (Yue) Pan

**** *** ******, ********, ** ****9

Phone: 917-***-**** Email: acvpub@r.postjobfree.com Linkedln: www.linkedin.com/pub/yue-pan/a5/830/623/

EDUCATION

New York University School of Engineering New York, NY

Master of Science in Financial Engineering GPA: 3.5 May 2016

Relevant Coursework: Corporate Finance, Accounting, Quantitative Method, Financial Risk Management and Asset Pricing

Applied Derivative Contracts, Economic Foundation in Finance, Securitization, Fixed Income, Investment Banking, Time Series

CFA Level 2 Candidate

DaLian Nationalities University FuXin, China

Bachelor of Engineering in Network Engineering GPA: 3.9 Jun 2013

Relevant Coursework: Advanced Mathematics, Data Structures and Algorithm, Object-Oriented Programming

Granted First-prize scholarships at school level and the title of “Excellent Student” for three consecutive years

SKILLS

Skills: Proficient in R, MATLAB, SAS, C, C++, C#, VBA, JAVA, Microsoft Word, Excel and Power Point, Bloomberg, Python

Languages: Fluent in Mandarin and English, French (basic conversation)

EXPERIENCE

Bank of Nova Scotia (Scotiabank) New York, NY

Fixed Income Summer Intern Support Analyst Jun 2015 – Aug 2015

Performed Unit Testing, UAT Testing for various Fixed Income systems and downstream reports coordination of areas of the user

acceptance testing, including some execution. Generated comparison reports of IMPACT data and daily production data.

Allocated with technical team in Canada and traders’ team in NY. Provided in /after hour support to ANVIL application for

the REPO desk global (Canada, UK, Hong Kong) - repo trading application for security finance and short term funding.

Updated and ran Showcase query to generate production and test data, and assisted accountants in finishing monthly reports to

Federal Reserve Banks.

China National Petroleum Corporation FuXin, China

Data Analyst Sep 2013 – May 2014

Collected data from subsurface, contributed to preparing of post drilling reports, well data packs and proposals, and core data

analysis to present findings to senior team.

Maintained the research database, renewing and improving it to ensure the safe storage of data.

Utilized Microsoft Access, Excel, SQL, SAS and other statistical based software packages to extra and analyze the data required

by the department for both continuing and special needs.

Modified comprehensive database management, changing the system oil prices to reflect daily changes. Managed database

design and development, SQL server, MS Access analytic development for the data.

Dalian Branch of Chinasoft International Ltd, China DaLian, China

Software Engineer Jul 2012 – Nov 2012

Engaged in Android software development and maintenance, focusing on GUI system structure and compiling.

Developed the software called ‘travel pal’, serving travelers in finding suitable partners and designing optimal routes.

LEADERSHIP

Interdisciplinary Contest in Modeling DaLian, China

Team Leader Feb 2012

Coordinated task corporation between team members using MATLAB for modeling. Awarded as “Honorable Mention”

PROJECTS

“Risk Analysis of Part of the Non-Banking Finance.” Time series case study of money market funds. New York, NY

Developed credit risk model based on structure model and built a Probability of Default model to assess the likelihood that customers will default on their loan payments under Basel III requirements.

Calculated VaR under historical model by using R and enhanced regression analysis base on AR, ARCH and GARCH models.

“Royal Bank of Canada Valuation Based on Discounted Dividend Model and Enterprise Valuation Model” New York, NY

Analyzed all the assumptions and limitations for DDM, EV, Multiplier and Income Approach Models.

Valuated and quantitatively evaluated the historic financial statements by calculating financial ratios and common-size financial statements for each historic year in order to identify trends.



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