Data Python

l.

Professional Experiences

Goldman Sachs Jun **18 – Present

Senior Credit Risk Analyst, Risk Testing Group – Salt Lake City, UT

Validating model implementation by checking codes and running outcome based testing according to model logic; testing modeling controls such as pricing and edit check failures and review their compliance to regulation such as BASEL III

Performing transaction testing throughout trade lifecycle, and validate data quality by reconciling trading information in SecDB and trading systems such as Odyssey, CCT, TAP to regulatory reporting outcome such as CCAR, DFAST, FRY 14Q, SNC and non-regulatory projects such as Apple Credit Card

Intensively querying Slang (an internal coding language based on C/Java), SQL and Python to manipulate data from internal and external database, and building various technical tools such as integration on python and internal Security Database to enhance overall data manipulating efficiency

Collaborating with stakeholders (reporting team, Quant Team, Tech Team, Model Risk and Finance) on data feed, filtering and aggregation logic and validate data lifecycle, suggesting controls/remediation plans for stakeholders

Automating validation templates using Python, VBA, Alteryx, Ignite Pad that help to enhance efficiency; building validation tools such as Sample Calculator

Building Tableau dashboard reporting and tracking finding status and management action plans

Creating process diagrams of trade and data lifecycle using Visio; drafting and presenting review reports

Goldman Sachs

Credit Risk Analyst, Regulatory Analytics & Reporting – Salt Lake City, UT Jan 2018 – Jun 2018

Performed time-sensitive regulatory reporting on Credit Risk Exposure such as CCE, CPE, EAD, PD, LGD, etc.

Automated reporting process by developing extract, transform, load (ETL) tools (VBA, python) and build Tableau dashboards, power points for senior business leadership reviewing

Developed Data Quality rules using Slang in to identify data quality gaps and leveraging scorecards to quantify the impact

Monitored and investigated large exposure movements on EAD, PD, LGD according to BASEL II and III by digging deep in model inputs/outputs, and trading inputs according to different product groups

Market Risk Analyst May 2017 – Dec 2017

Santander Bank - New York City, NY

Generated daily input files containing securities and positions information by querying SQL

Performed manual VaR adjustment between Murex and Aire system, and mark-to market adjustment on the hedging information

Calculated and reported the market risk metrics in a time-sensitive manner such as portfolio P&L, VaR, SVaR, P value, interest rate risk and foreign exchange risk sensitivities, clean profit and loss check and limit utilization on the trading activities and positions, analyzing the excess terms and help to determine whether modification and calibration is required

Created the monthly back-testing reports and quarterly Stressed Testing report to facilitate the further market risk analysis and reporting to Audit team to assist decision making.

Private Equity Analyst Intern Jan 2017 - May 2017

Search Fund Accelerator - Boston City, MA

Researched creatively to gather data in seldom-researched industry niches, assessed industry attractiveness with benchmark

Planned and executed outreach efforts, successfully make appointment with 20 companies over 80 candidates and managed data using V-look up function and pivot table

Performed LBO Model and financial statement analysis for rating assignment such as adjusted EBITDA, IRR on target companies to determine if they fit investment model and identify ad-hoc issues for exploration during due diligence.

Academic Project Experiences

Quantitative Project Leader, Waste on Healthcare Industry May 2016 - Aug 2016

Connecticut Healthcare - Hartford, CT

Researched on the waste Healthcare tests, selected over 35 variables, and prepared spreadsheets, graphs diagrams to identify trends and the drivers on cost of risks via Excel

Performed classification tree analysis and stepwise regression via R, back tested the models and reached 85% in accuracy

Designed, built and modified reports while recommended solutions for client.

UCONN financial risk modeling project - Hartford, CT Aug 2016 - Sep 2016

Project Leader, Credit Risk Modeling Project through VBA

Estimated PD using Logit model and Merton Model, validating using LR test, correcting outliers using winsorization

Build transition metrics using hazard rate approach to analyze credit quality

Predicted PD, LGD by Poisson and multiple Regression, back testing testing for model validation

Computed correlations and performed credit portfolio losses using Gaussian model, simulating distribution by Monte Carlo, improving efficiency by applying Quasi Monte Carlo and important sampling

Project Leader, Market Risk Modeling and Programming through R March 2016 - July 2016

Gathered and managed data downloaded from Bloomberg and online financial databases

Stress tested the portfolios in different market scenarios and calculated risk exposures including volatility, sharp ratio, mark-to-market and losses via Excel

Validated portfolio losses by computing VAR using Monte Carlo and Historical Simulation, recommending by adjusting weight

Led a team of five people, organized brainstorm meeting, assigned work and provided feedback to individual.

Education

Master of Science: University of Connecticut - Hartford, CT Sep 2015 - Jan 2017

Financial Risk Management [STEM] GPA 3.5/4.00

Sample Coursework: Fixed Income, Financial Risk Modeling, Equities, Financial Institutions, Credit Risk Management, Alternative Investment, Statistic, etc.

Bachelor of Arts: East China University of Political Science and Law - Shanghai, China Sep 2011-Jul 2015

Economics GPA 3.52/4.00

Sample coursework Statistics, Econometrics, Micro-economics, Macro-economics, Accounting, Calculus, Financial Engineering, Financial Derivatives

Skills & Awards

Programming and data analysis: JAVA, VBA, Excel (V-lookup, pivot table, template building), SQL, Microsoft tools, R, Bloomberg, Tableau, Slang, Python, Visio, PowerBI

Financial/Statistical Modeling: interest rate modeling (CIR model, Vasicek, Garch), Asset Management (RMBS, MBS, ABS), Monte Carlo Simulation, Black Scholes model, CAPM, Decision Tree (Gini Index, CART), Cluster Analysis, Time Series Model (AR)

The First Prize of Scholarship (Top 4%) Sep 2012

Excellent League Member - Sponsorship Relations Nov 2013

308 North Temple, Salt Lake City, UT, 84103 Tel: 860-***-****, Email: ************@*****.***

Siying Qian

Contact this candidate