Serena Siyang Dong

*** ****** **, *** ****, Sunnyvale, CA 94089 201-***-**** aczgah@r.postjobfree.com EDUCATION

COLUMBIA UNIVERSITY, M.S. in Actuarial Science New York, NY J

• Coursework: Quantitative Risk Management, Linear Regression and Time Series Sept 2015 – Present UNIVERSITY OF ROCHESTER, B.A. in Financial Economics, BA in Mathematics Rochester, NY J

• Major GPA: 3.80; Deans List; Graduated with Cum Laude Honor Sept 2011 - Dec 2013 DONGBEI UNIVERSITY OF FINANCE AND ECONOMICS, Completed Accounting Coursework Dalian, China

• 2010 CPA Australia Beijing Excellence Award Sept 2009 - May 2011 ACTUARIAL EXAMS (SOA/CAS)

• Exam Passed: Probability/P/1, Financial Mathematics/FM/2 (10/10)

• Sitting for Exam: CFA (June 2017)

PROFESSIONAL EXPERIENCE

DTCC, Summer Intern in Quantitative Risk Management Department New York, NY June 2016 –Aug 2016

• Acquire solid knowledge on VaR modeling, VaR model back testing methodologies and stress testing

• Participate in the new Model Performance Monitor Report release by enhancing existing analytics models

• Write and run SQL scripts across multiple data sources to do statistical analysis and generate graphs basing on results

• Assess existing model validation processes and suggest new ones that most effectively anticipate and reduce risk GENEWIZ Inc., Financial Analyst South Plainfield, NJ March 2014 –May 2015

• Perform analytics to support and optimize working capital management across lines of business and product types

• Address internal and external client matters by building solutions supported with quantitative analysis

• Consistently expanded identification and recovery of unclaimed revenues by over $20k each month

• Created efficiencies for the team by using advanced Excel functionality to support complex calculations London Capital Credit Union, Financial Analyst Intern, Study Abroad Program London, UK July 2012 - Sept 2012

• Maintain customer database by entering, verifying, and analyzing client information

• Assist to analyze applicants' financial status, credit, and property evaluations to determine feasibility of granting loans

• Conduct quantitative analysis of financial data to forecast revenue and assess risk associated with capital expenditures

• Develop comprehensive reports, abstracts, and charts to present data and findings to Board of Directors SELECTED COURSES AND PROJECTS

Stochastic Process: Introduction to mathematical techniques underlying finance theory including arbitrage pricing and learn stochastic calculus and derivative pricing via the Black-Scholes formula, Monte Carlo method and binomial tree models. Statistical Software and Exploratory Data Analysis: Executed fundamental statistical procedures, wrote programs in R and SAS to document and automate analyses from observational studies. Learned the philosophy, capabilities, and pitfalls of exploratory data analysis. Analyzed a real-life data set in depth and wrote a report. Econometrics Project "Substance Use and High School Academic Performance": Performed Multivariate Regressions on selected variables from panel data using Stata. Used OLS, LPM, Probit and Fixed-effect Models, and took into consideration dummy variables and interaction terms to estimate the causal impact of substance abuse on schooling outcomes. Pension Plan Immunization Project: Managed the pension plan for a publicly traded company. Analyzed and recommended a portfolio of 30 bonds from Bloomberg Terminal. Implemented an immunization strategy for the pension assets to ensure the yield for liability meets the goal and the convexity of the assets greater than liability to reduce the Interest rate risk. SKILLS AND INTERESTS

Skills: Excel, PowerPoint; Quick Books, Net Suite; Statistical Software Stata, SAS, R, SQL and Python Interests: Yoga Alliance Registered Teacher, Symphony, Travel