Zikai(Richard) Li
216-***-**** ada9xp@r.postjobfree.com www.linkedin.com/in/richard-risk
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)