risk management, compliance operations, CFA, FRM, financial analysis

EDUCATION

UNIVERSITY OF CONNECTICUT SCHOOL OF BUSINESS Hartford, CT

MS Financial Risk Management (STEM) GPA:3.73/4.0 Dec. 2015

Program combined general risk management and mathematical coursework with emphasis on applications and experiential learning

Passed All Levels of FRM Exam May.2016

Need 2 years of work experience to become certified

HEFEI UNIVERSITY OF TECHNOLOGY GPA:3.65/4.0 Hefei, China Bachelor of Economics in International Economy and Trade Jul. 2014

PROFESSIONAL EXPERIENCE

Harvard Management Associates Inc. New York, NY

Financial assistant Mar. 2016-Sep.2016

Provided assistance to the manager in facilitating meeting with clients

Collected the data and conducted thorough analysis to forecast business and market conditions

Prepared reports, spreadsheets and other related documents to accomplish the financial plan

Connecticut Health Project Hartford, CT

Team Leader Aug. 2015-Dec. 2015

Communicated with advisor and sponsor regularly; Build mathematical models to achieve the task

Made the conclusion that the program is obviously effective in behavior changing, but partially effective in budget reducing

Credit Risk Modeling Project Hartford, CT

Team Leader Sep. 2015-Dec. 2015

Accomplished main steps in modeling credit risk: estimating the probability of default, estimating loss given default (LGD), and estimating default correlations

Obtained the portfolio loss distribution by using Monte Carlo simulation, calculated risk-weighted assets (RWA) for capital ratios in different scenarios and measured credit portfolio risk quantitative with the asset value approach by KMV

Portfolio Quantitative Risk Analysis Project Hartford, CT

Team Leader Feb. 2015-May. 2015

Measured VaR and ES using Historical Simulation, RiskMetrics model, GARCH variance model, Non-normal distribution model and Monte-Carlo simulation in the credit crunch of 2008

Evaluated the performance of risk measures deeply by back testing and stress test

Accomplished a risk report including all the results and analysis

ORIENTAL SECURITIES Liaoning, China

Individual Business Department (intern) Jan. 2014-Mar. 2014

Applied principles of technical analysis and fundamental analysis in helping investors identifying market opportunities deftly.

BANK OF COMMUNICATIONS Liaoning, China

Credit Risk Management Department (intern) Jun. 2012 – Aug. 2012

Collected wealth management product materials and applied cash flow schedules for various investment products such as investment insurance, investment trust, asset pool securities, etc.

RESEARCH EXPERIENCE

The Implementation of Basel III in US, Research Paper

(This paper was about the implementation of Basel III in US and it included two comparisons. One was between international Basel III and US Basel III in several aspects. The other was between Notice of Proposed Rulemaking and final US Basel III.)

CERTIFICATES/SKILLS

FRM Level I Nov.2015

FRM Level II May.2016

CFA Level I Jun.2016

CFA Level II Candidate Jun.2017

Computer: SAS Base Certification, MS Office, Excel including VBA, Matlab, and Bloomberg.

Contact this candidate