Financial Data

Owen Dai

Phone: 716-***-**** *** N Mathilda Ave, Sunnyvale CA 94085 linkedin.com/in/owen-dai Email: **********@*****.*** EDUCATION

University at Buffalo, The State University of New York Master of Science in Finance, Quantitative in Fintech STEM GPA: 3.71/4.00 FEB 2020 Bachelor of Science in Business Administration, Finance analysis GPA: 3.04/4.00 FEB 2015 Bachelor of Art in Media Study With high honors, Production GPA: 3.04/4.00 FEB 2015 Graduate-Level Course Work & Certification:

Investment Management Financial Derivatives Fixed Income Securities Quantitative Methods Financial Modeling with R Financial Modeling with Time Series Complex Financial Instruments Equities Research Database Management System Systems Analysis & Design Finance Policies & Strategy

Information Assurance Multinational Banking Portfolio Theory and Strategy CFA Level I & FRM Level I Candidate 2019 Bloomberg Market Concepts TECHNICAL SKILLS

• Data Analytics & Coding: R, MATLAB, Python, SQL, JavaScript, Python with Django, C++, Shell Script, Power BI, Tableau

• Statistics & Financial: Hypothesis Test, Exploratory Data Analysis, Regression Models (Linear, Multilinear, Logistic), Decision Trees, Random Forest, Markov Chain, Markov Process, Martingale, Time Series, Stochastic calculus, WACC, DCF, NPV, CAPM

• Office: Microsoft (Word, MS Excel, Access, PowerPoint)

• Language: Trilingual, fluent in both English, Mandarin and Cantonese. Knowledge in Korean ACADEMIC PROJECTS Buffalo, NY

Fama-French three-factor Model, Python 2019 Fall term

• Extracted S&P 500 monthly stock data (2010-2018) from Wharton research data services by Python and SQL

• Used the data constructed a zero cost long/short portfolio

• Replicated the Fama French Model and make the report Time Series Analysis and Forecasting, R Modeling 2019 Spring term

• Extracted the last 20 years of monthly traffic dataset from San Francisco airport and tested ACF and PACF model with R and excel

• Utilized Arima and Garch models to analyze monthly traffic data from San Francisco’s airport to predict future traffic count (2020)

• Successfully achieved model with error percent of 0.0482% Bond Valuation 2019 Spring term

• Built Excel model for CenterPoint Energy and Housing Urban and Development bonds utilizing data and background search from Bloomberg terminal

• Preformed credit analysis and evaluated callable and convertible bonds to determine: clean price, dirty price, Macaulay duration, PMT period, discounted cash flow weight %, non-linearity convexity, G-spread and effective duration of the bond

• Presented buy strategy report to faculty and colleagues based on a conservative risk preference Portfolio Optimization, Investment management 2018 Fall term

• Developed CAPM strategy, prepared investment policy statement and provided a long-term portfolio for 100M university endowment fund

• Recommendation consisted of 12 Index and Mutual Funds which resulted in an optimal return of 6.2% by Variance Model

• Enhanced the model by Black Litterman’s method which integrates investor’s views as a metric

• Used R and Excel to replicated the portfolio which predicted a 15.3% return and optimal return was established at 10.9% EXPERIENCE

SHENZHEN XIAO CHUANGUO HOSPITAL Shen Zhen, China

Consultant 09/2017-09/2018

• Established and maintained relationships with consumer, community employee, and public interest group

• Planned the development of 24 programs to maintain favorable public and stockholder views of the organization’s agenda and accomplishments

• Reviewed the organization’s objectives, promotional policies and needs to build public relations strategies that influence public opinion and promote products ideas and services

• Determined cost of operations by establishing standard costs and collecting operational data

• Identifies financial status by comparing and analyzing actual results with plans and forecasts CHINA CENTRAL TELEVISION CHANNEL Beijing, Shenzhen, China Associate Journalist 04/2016-09/2017

• Collected and report information about financial markets for print, broadcast and digital media

• Examined financial and real estate sectors sources in order to relay the financial states of the companies and gave recommendations to the public

• Analyzed 800+ financial reports and government documents to prepare for broadcast in television required the formatted

• Built contacts in many areas to maintain a flow of news, such as the venture capital group, entrepreneur, financial institution analysts, and bankers News Editor 05/2015-04/2016

• Read content and correct spelling punctuation and grammatical errors

• Gathered information from development and design professionals, conducted interviews and created written documentation

• Develop story and content ideas according to the publication’s style and editorial policy

• Edited 2000+ records as a critical evaluator of proposals, research, and manuscripts SANTORUNI INTERNATIONAL LLC. Hong Kong

Assistant Director 05/2014-04/2015

• Tracked daily progress against the film production schedule, arranged logistics, prepared daily call sheets, checked cast and crew, and maintain order on the set

• Assisted in develop and implement plans and goals for the documentary director

• Fulfill duties as assigned by the director and assist in budget and monitor expenses LEADERSHIP AFFILIATIONS

Student Member, Information Systems Audit and Control Association (ISACA) 2019-Present Minister of Propaganda, Chinese Student and Scholar Association (CSSA), University at Buffalo 2013-2015, 2018-2020 Captain and Coach, soccer team Mars, IMLeagues, University at Buffalo, 2011-2012

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