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Assistant Analyst

New York City, NY
January 11, 2020

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Zikai(Richard) Li


Highly detail-oriented professional with risk management and statistical analysis skills. Experienced in financial market, product, pricing and risk management. FRM part 1 passed. Familiar with SAS, VBA, SQL, Tableau and Python. Philomath and great thinker with a global view and strategic foresight. Looking for a risk analyst or portfolio analyst position in banks or asset management company. Education

Case Western Reserve University – Cleveland, OH – 08/2016 to 05/2018 M.S: Financial Mathematics, specialized in Risk Management (STEM major) Courses: Quantitative Risk Modeling, Fixed Income & Derivatives, Investment Strategies, Financial Modeling, Empirical Finance,

China Foreign Affairs University – Beijing, China – 09/2012 to 07/2016 B.S: Economics, International Finance (Admitted as top 5% students in NCEE) Courses: Probability and Statistics, Financial Engineering, Macro/Microeconomics Working Experience

GE Lighting – East Cleveland, OH

Project Specialist, 01/2019 to 11/2019

• Drove analysis of transportation spend, worked with 3rd party freight payment plan provider for invoice accuracy and cost savings opportunities (QuickBase, SAP and Excel)

• Worked cross-functionally with sourcing, operations, supply chain and finance to identify improvement opportunities and implement successful changes. Weatherhead School of Management – Cleveland, OH

Research Assistant, 07/2017 to 1/2019

• Collected, validated and analyzed data using statistical, qualitative and quantitative analysis.

• Prepared reports, graphs, tables by developing macros, special formulas to summarize results WWF For Nature – Beijing, China

Human Resource Specialist (Volunteer), 07/2015 to 07/2016 PEOPLE’S BANK OF CHINA – Tianjin FTA, China

Foreign Exchange Analyst (Internship), 07/2014 to 08/2014 Project in School

Investment Strategy- Gross probability premium

• Constructed long–short portfolios based on double sort of a three Fama–French factor and a measure for momentum with liquidity to form a better growth strategy (SAS)

• Explored seasonal effect and other anomalies to see how other investors react to this premium strategy

Quantitative Risk Modeling (state-of-the-art quantitative risk models, BASEL)

• Identified market risk factors and captured economic and statistical characteristics (Bloomberg)

• Designed specific NGARCH models to forecast 99% 1-day VaR and suggest adequate capital

• Conducted stress test and back test, forecasted vol. by implementing BSM and MC simulation Researches and other group projects

• COO of Mobile Bar, Operation management in 20 people team (Enactus, Startup Project)

• Risk modeling for banks using CCAR (PD/LGD/EAD model)

• The Causal Effects of Proximity on Investment: Evidence from Flight Introductions (Regression)

• Analysts' industry expertise (Predictive model and statistic model)

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