CHUNHUI (NADIA) WANG

New York, NY +1-917-***-**** adjo3o@r.postjobfree.com FRM Financial Risk Manager (FRM) II Candidate PROFESSIONAL EXPERIENCE

Horizon Family Office, New York, NY February 2019 – Present Financial Analyst

● Built IRR models for various financial scenarios of portfolios to tailor the pitch and managed family trusts containing assets of $9.34M in total, developing investment strategies for institutional and individual clients

● Created innovative solutions for live deals, wealth planning and risk management based on the financial analysis of private equity, REITs, insurance products, life settlement funds and hedge funds

● Established fundamental analysis database to track the market trends, facilitating the sales process across multiple departments with transaction size over $15MM

Haitou Global, New York, NY September 2018 – December 2018 Investment Analyst Intern

● Assessed and improved the valid factors affecting returns to calibrate the interest rate model and evaluated the goodness of fit, optimizing the product structure of Asset-Backed Securities (ABS)

● Applied news analytics overlay to the quantitative trading strategy via using ARIMA-GARCH model in R, backtesting historical stock market data in 2017 with 45.73% performance

● Researched microeconomics and local policy to write investment reports concerning the credit market of Sri Lanka FXCM, New York, NY April 2018 – July 2018

Analyst Intern

● Collected and analyzed 15 years’ daily price data and different technical indicators in foreign exchange market, implementing co-integration approach and selecting potential candidates for trading portfolio through heat maps

● Scripted Python (NumPy, Pandas, Matplotlib, etc.) to collect and clean real-time price data of EUR/USD and USD/JPY through REST API, designing the portfolio by the quantitative method

● Generated short/long positions out of Z-score signals to model the algorithmic strategy and back-tested the portfolio, simulating the market timing strategy based on big data

● Enhanced the strategy by using risk measures and optimized the model by adding indicators like Sharpe ratio and moving average, outperforming the benchmark by 68.34%

Bank of Communications, Shandong, China June 2015 – September 2015 Account Manager

● Determined risk by linear regression and eliminated autocorrelation among valid factors that passed multi-factor test in MATLAB, obtaining best and most accurate fit for length of loan term while forecasting current and potential credit levels

● Initialized verification process of more than 10 companies’ financial statements including income statement, balance sheet and cash flow statement to prevent potential credit default and improve payback efficiency with tight deadlines

● Conducted research of loan market and industry index and applied credit rating model to analyze credit background, producing credit reports on three companies totaling $5MM Zhongtai Securities, Shandong, China January 2015 – March 2015 Broker

● Structured macroeconomic indicators dashboard by utilizing Excel's PivotTable to analyze interest rate market, pricing 100 fixed income securities through reduced form models and term structure analysis

● Perform financial analysis on annual reports/10K and earnings call, built pro-forma financial statements and estimated future value by DCF model, presenting the stock pitch including Porter’s Five Forces analysis

● Procured 40 new investment accounts by providing clients with guidance on equity and mutual funds EDUCATION

Fordham University, New York, NY February 2019

Master of Science in Quantitative Finance and Management (STEM)

● Projects: Portfolio Optimization in R; Pair Trading Strategy in Python; Tail Risk and Expected Stock Returns in SAS Yunnan University of Finance and Economics, Yunnan, China July 2017 Double Bachelor’s in Management and Economics with a focus in Finance, Minor in Accounting

● Honors: National Scholarship (Top 1%, 2013-2016); First Prize in the National Statistical Contest in Modeling 2015 SKILLS & INTERESTS

● Technical skills: Proficient in Python, SQL, C, and MS Office; skilled in R, MATLAB, SAS, SPSS, VBA, and Machine Learning

● Language: Native in Mandarin; conversational in Japanese

● Interests: Skiing, swimming, and tennis; playing piano and guitar; VR games and traveling

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