FRM

Julian Bai, FRM

917-***-**** ** Morgan St, Unit *608, Jersey City, NJ 07302 adcjoc@r.postjobfree.com

EDUCATION

Harrisburg University of Science and Technology, Harrisburg, PA Master of Science in Analytics GPA: 4.0/4.0 Aug 2019 - Present

Relevant Coursework: Analytics

New York University, New York, NY

Master of Science in Financial Engineering GPA: 3.49/4.0 Sep 2014 - May 2016

Implemented Monte Carlo Simulation to calculate price, Delta, Gamma, Vega, and Theta for options

Calculated 1- day 99% VaR for constituents of S&P 500 and found stock with the lowest value

Relevant Coursework: Financial Risk Management and Asset Pricing, Fixed Income Securities & Interest Rate Derivatives, Econometrics and Time Series Analysis, Derivative Strategies, Financial Computing, R in Finance

Awards: Merit-Based Scholarship, New York University, 2014 EXPERIENCE

Senior Associate, CTBC Bank, New York, NY Feb 2017 – Jun 2019

Conducted transaction-related due diligence process, managing the flow of documents and review of financial statements and related materials

Performed comprehensive credit evaluation using pivot table, conducted industry and company-specific research, monitored client loan facility usage

Reported suspicious transaction activities, dealt with Letter of Credit reimbursement claims, issued or amended documentary L/C, processed D/A and D/P bills for collection and standby L/C Project Management Intern, LingPerfect Translations, New York, NY Jul 2016 - Oct 2016

Accomplished key-word data mining on Twitter using Python (Tweepy) regarding translation/ globalization/ interpretation, etc., participated in generating sales strategies

Performed research on 6 different industries and potential clients including Medical, Legal, IT, Technical, Marketing and Financial, applied standard pricing for different services

Collaborated with sales team to complete project management starting from suppliers and end with clients Credit Risk Analyst, Hua Xia Bank, Taiyuan, China Jul 2013 - Dec 2013

Collaborated with relationship managers on the application process and assessment procedure of corporate loans

Analyzed the financial statements of 10 client companies, calculated 5 liquidity ratios and 6 profitability ratios

Participated in assessment of credit quality for 5 client companies including PD/LGD/EA/Asset Correlation, adjusted line of credit based on their financial performances PROJECTS

Evaluation of Impact of Earning Report on Stock Price (R Language), NYU Mar 2016

Retrieved actual/estimate EPS, from Financial, Consumer Discretionary, IT sectors through Yahoo Finance

Designed program structure and variables according to requirements, chose proper data structure

Computed 3 cumulative average returns and plot portfolio daily net value change

Developed effective event-driven trading strategies based on real EPS and estimation Portfolio Construction Project, NYU Nov 2014

Collected data from Bloomberg terminal for the daily time series of 100 assets over a ten-year time period, each

(rolling) day look at the last 252 days

Sorted the assets into deciles based on their returns (equally weighted), and compute the profit each decile portfolio would have made the next day

Plotted the dynamic portfolio created from the top minus the bottom decile each day for the cumulative profit SKILLS, INTERESTS, AWARDS& CERTIFICATION

Skills: Proficient in Microsoft Office, VBA, SQL, Bloomberg, R, Python

Languages: Mandarin (Fluency)

Interests: Soccer, Swimming and Opera

Certification: Machine Learning (Coursera), Bloomberg Essentials

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