Financial Analyst Data

Charlie Xu

***** **** ***, ***** ******, MN, ****4 952-***-****; ********@***.***

No need for sponsorship – as of 9/2020 using special work permit while soliciting permanent immigrant residency Education University of Minnesota - Master of Financial Mathematics (MFM) 05/2019 GPA 3.14

Shandong Agricultural University - Double Major: Bachelors’ in Finance & Bachelors’ of Geographic Information System (2nd place and 3rd scholarship awardee; Member of Student Union; Esri China GIS software Development Competition — Third Prize of GIS Application Development Group 05/2015 GPA : 3.7/4.0

Technical Skills Mathematics: Data visualization/Advanced Calculus/Linear Algebra/Probability Statistics Programming Languages: C#/C/Python/R/SQL Server

Work Experience Wilary Winn – Financial Analyst Intern 10/2019-12/2019

• As part of Valuation of Loan Servicing Group, developed models to evaluate price of mortgage servicing rights

• Created model documentation for clients on all assumptions, limitations and adjustments made to the model

• Built skill in using Bloomberg terminal to identify data and extract it into Excel. Internship in Allianz (Senior Market Manager Assistant) 02/2016 – 06/2016

• Analyzed sales data through data visualization techniques to present to senior managers through the MS Excel formula and MS PowerPoint slides.

• Analyzed raw data into useable information for senior management decision making.

• Gained experience working with clients and strong communication skills.

• Quickly judged and recommended most suitable insurance products for customers with interactive conversations

• Actively participated in company team building activities to establish and build relationships with colleagues. Quantitative Modeling Projects_ in Financial Derivatives, Simulation & Valuation Bond and Option Projects with R or Python 02/2019 – 05/2019

• Produced rate tree for Treasury bond based on dynamics with matrices in R.

• Responsible for the data part in this group project: cleaning the data, data transfer and data manipulation.

• Analyzed Effective Duration, Effective Convexity and Yield to Callable bond by functions. In this project, Effective Duration was the most important element because it helps investors: o Use immunization strategies to capitalize on interest rate movements o Better meet their future cash needs

o Protect their portfolios from interest rate volatility

• Explored Greek values of American Call Options using implicit finite difference method; used the Greek values to quantify factors to hedge the portfolio’s non-systemic risk.

• Reduced the risks of the company or portfolio by use of risk management and used instruments in the market to offset the risk of any adverse price movements through delta neutral & gamma neutral.

• Bootstrapped the hazard rate term structure using the Credit Default Swap spread data and plotted the probability of survival curve (Data visualization) and plotted the probability of the survival curve in the given time.

• Quantified through Monte Carlo Simulation & stochastic process, CRR Binomial Tree, and ad hoc tree model for pricing options, Related Greek values and plotted the implied distribution using butterfly spreads. Risk Management and Risk Models with R or Python 11/2018 – 12/2018

• Forecasted VaR & Expected shortfall of portfolios with given probabilities (confidence level) by the assumption through historical data.

Gained insight into how this statistical technique can be used to measure the level of financial risk within a firm or an investment portfolio.

Analysis and Data Manipulation with R or Python 09/2018 – 12/2018

• Obtained experience manipulating real data for use in a team project for quantitative risk management, calculation, and analysis such as data format conversion, data cleaning, and data visualization.

• Quantified fixed income cash flows, face value, duration, yield, NPV and IRR. This project demonstrated how a manager can use the NPV or IRR numbers of different investment projects to make the best decision for investment to achieve a maximum profit. Creation of C# programs for Quantitative Finance Models 09/2016/ -01/2017

• Analyzed multiple Options using Monte Carlo Simulation & stochastic process, Black-Scholes Option Pricing Model including evaluated the related Greek values, standard error associated with the simulation, antithetic and delta-based control variate reduction for improving program efficiency.

• Analyzed multiple Options Using the Trinomial Method.

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