Financial Analyst Sales

JING HAO

Phone: 647-***-****

Email: *************@*******.***

EDUCATION

Master of Finance, DeGroote School of Business, McMaster University, Canada 2017/09-2019/06

SUMMARY

FRM (Financial Risk Management) Level certified & CFA (Chartered Financial Analyst) Level candidate with experience in risk management and business analysis.

Excellent knowledge in Risk Metrics (duration, convexity, “Greeks”, VaR, tail risk and ES), Capital Markets Products (Fixed Income, Derivatives, FX, Equity)

Proficient in Derivatives Valuation (Monte Carlo simulation, Black-Scholes Merton Model), Stress Testing, Scenario Analysis and Risk Reporting: Market Risk, Credit Risk (PD, LGD, EAD), Basel III.

Extensive experience in Word, PowerPoint, Excel with strong programming and database skills including R. Tableau, Power BI Bloomberg and SQL

Excellent communicator with the ability to interpret, explain and communicate ideas and recommendations

PROFESSIONAL EXPERIENCE

Business Analyst, Postal Savings Bank of China 2016/07-2016/09

Designed and implemented client data database with advanced spreadsheet formulates for scenario analysis, generated reports through Excel for further analytical purposes.

Implemented Net Present Value (NPV) method by cash flow forecasting to complete the performance reporting.

Involved in the process of quarterly sales planning and sales forecasting based on past trend and market condition to support sales and business objectives.

Conciliated risk data to ensure data completeness and obtained risk exposures through performing Sensitivity Analysis, VaR, SVaR & Stress Testing for uploading to the limit monitoring platform for further observations.

Monitored and audited the market risk analysis process according to the regulatory rules (Basel) and collaborated with local risk managers to understand business strategy and determine the major drivers of risk movement.

The McGill International Portfolio Challenge 2018/08-2018/11

Analyzed Bloomberg historic data to structure asset classes (US Equity, Fixed Income, Hedge Fund, etc.) and calculated the asset weights and portfolio return and volatility to improve performance by 0.2% while minimizing risks.

Obtained optimal asset allocation through building financial model (VaR, Modified Sharpe Ratio Model and Delta Normal Approximation Model) and implementing the Mean-Variance Optimization.

Analyzed the optimized portfolio performance (excess return) with the different interest rate assumptions, applying stress testing & scenario analysis, eliminated default risk through duration-matching test and utilizing derivatives.

Spearheaded the pension fund plan report and presented the optimal solution to the board of committee on behalf of McMaster University.

PROJECTS

Minimum Risk Portfolio Strategic Allocation

Researched historical data, computed the index statistics (mean, variance and standard deviation) in Excel and built the correlation and the covariance matrices as preparation for market risk calculation.

Calculated the portfolio expected return and standard deviation and set up portfolios with Minimum-variance strategy using Solver to get the minimum market risk portfolio.

Computed Value-at-Risk (VaR) and Expected Shortfall (ES/CVaR) of the portfolio value in MATLAB using 3 methods (Historical VaR, Monte Carlo Simulation VaR and Normal VaR) to measure the market risk and to evaluate the impact of different rolling window widths using historical scenarios.

Derivatives Pricing (European Option and Barrier Knock-in Option)

Computed the price of a European call or put option for a non-dividend-paying underlying stock based on the parameters (spot price, strike price, expected return, volatility and risk-free rate) using Black-Scholes model.

Implemented the Monte Carlo (MC) pricing procedure using MATLAB to produce a European option price

Valued the barrier knock-in option with the barrier price and computed prices of Barrier options using the Monte Carlo simulation.

Analyzed the performances of two Pricing Strategies (MC and Black-Scholes) of the European option and demonstrated the difference between the European options and the Barrier options.

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