Risk Management Machine Learning

Shengling Tong

+1-323-***-**** *********.*@********.***

EDUCATIONS

Columbia University New York, NY

Master of Arts, Quantitative Methods in The Social Sciences (GPA: 4.08 / 4.0) Graduation: Dec 2024 University of Southern California Los Angeles, CA

Bachelor of Arts, Major in Economics (GPA: 3.85 / 4.0) Graduation: May 2023 Relevant Coursework: Quant Risk Management, Econometrics, Financial Market, Machine Learning, NLP, Macro/Microeconomics PROFESSIONAL EXPERIENCES

Intelliimpact LLC Dallas, TX

Quantitative Risk Management Intern May 2024-Aug 2024

• Implemented VaR model and Markowitz mean-variance optimization to improve risk-adjusted return while reducing client’s portfolio daily VaR by 0.3%; utilized Brinson attribution model to analyze portfolio excess return and proposed advisory to client

• Prepared comprehensive risk analysis reports including stress and scenario testing; presented them to clients and internal teams, which directly contributed to the improvement of risk management strategy and reduced potential drawdown by more than 10%

• Constructed a macroeconomic database containing more than 200,000 records and performed rigorous data cleansing

• Designed a comprehensive multi-asset allocation model for an expanding investment firm based on macro factors including economic growth, inflation, interest rates, etc., which improved the back-tested Sharpe ratio of the managed portfolio by 1.1% China Securities Company Financial Co., Ltd. Shanghai, China Investment Banking Summer Analyst, Healthcare Technology Group Jun 2023-Aug 2023

• Closely participated in the top dental clinic services company’s Shanghai Main Board IPO, expecting to raise 3.6Bn RMB and developed a fully automated patent-refreshing tool using VBA which increases 30% daily efficiency within deal team

• Independently performed a three-statement operating model, formulated assumptions to forecast target company’s future performance by analyzing financial statements, and completed a 20+ page report

• Led pitchbook preparation for 3 healthcare industry clients by comparable company analysis and conducted the key financial factors, market movers, investment performance and opportunities by collecting data from Wind

• Liaised with internal investment teams and conducted Due Diligence analysis and reports for the client profile and key financial data including Company Background, Industry and Competitive Outlook, Business Operations, etc. Guotai Junan Securities Co., Ltd. Shanghai, China

Investment Banking Summer Analyst, TMT Group Jun 2022-Sept 2022

• Performed detailed research on a technology company (Listed on Shenzhen GEM) with enterprise value of RMB2.6Bn and formulated 50 pages of reports on company’s business overview and financial highlights

• Analyzed IPO target company’s 50+ bank statements in 3 years and generated reports on transactions that impacted shareholders

• Designed a 30-page of report covering industry landscape, company overview, financials, and IPO destinations tradeoffs for client meetings after comprehensively analysis of deal and company background

• Collaborated with client company executives, collected due diligence materials, and summarized 20+ pages of due diligence report ACADEMIC PROJECTS

Columbia University Graduate School or Arts & Sciences, Professor Nicole DiCrecchio New York, NY Project Manager, Climate Anticipatory Action Project partnering Columbia Climate School Sept 2023-Dec 2023 Teaching Assistant, LLM project partnering Memorial Sloan Kettering Cancer Center (MSKCC company) Jan 2024-May 2024

• Applied R-shiny to establish a dashboard for climate forecasting of the country Lesotho and provided access to 3 climate organizations; coordinated climate risk factors on 6 local industries (food, electricity…etc.) based on dashboard forecasting

• Engaged in class participation and held office hour per week; graded 15 students’ homework and answered corresponding emails Rice University Jones Graduate School of Business, Adjunct Professor Lin Giralt Houston, TX Research Assistant, Enterprise Operations and Modern Business Model Research March 2020-May 2020

• Conducted industry research, investment highlights, competition landscape, return analysis, and risks and mitigants

• Used Python and Principal Component Analysis to approach reveal the factors behind business model efficiency SKILLS

Technical: Microsoft Excel, Microsoft PowerPoint, Python, R, SQL, HTML Language: Mandarin (Native), English (Proficient)

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