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Data Project

Location:
Pittsburgh, PA, 15213
Salary:
Negotiable
Posted:
June 25, 2011

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Resume:

KUN (QUINN) TIAN

**** ******* ** 412-***-****

Pittsburgh, PA 15213 bt6e4w@r.postjobfree.com

EDUCATION UNIVERSITY OF PITTSBURGH, Pittsburgh, PA

Joseph M. Katz Graduate School of Business

Master of Business Administration in Finance, August 2010

Honor Student 2010

Recipient, Katz MBA Scholarship; Member, Finance Club, NBMBAA and ALPFA

UNIVERSITY OF PITTSBURGH, Pittsburgh, PA

Interdisciplinary Master of Arts in Economics and Marketing, August 2008

Honor Student 2008

Recipient, Merit-Based Scholarship; Member, Minority Business Association and AMA

EXPERIENCE BANK OF NEW YORK MELLON Pittsburgh, PA

Derivatives Operations Specialist Oct 2010-Feb 2011

• Provided professional support through timely and accurate processing of derivative cash and trade instructions and calculated the daily gain/loss on futures contracts (mark-to-market)

• Completed trade processing, security setup, rate reset maintenance, interest accrual functions, and monitoring/posting activity related to derivative collateral holdings

• Supported all daily-valued clients trading Swaps and Swaptions by performing additional end-of-day processing customized by clients in CMS and IAS systems, and worked closely with the accounting teams to complete the daily valuations

KATZ GRADUATE SCHOOL OF BUSINESS Pittsburgh, PA

Portfolio Management Project Jan 2010-Apr 2010 Fund Raising Representative, Office of institutional Advancement May 2008-Aug. 2008

• Technical analysis of a $1MM portfolio of risky assets with efficient frontier and moving average to generate the optimal abnormal return with the minimal risks with Solver in Excel

• Applied the optimal weights generated from the historical data of last 6 years, the abnormal return of target period improved by more than 3 times

• Performance evaluation based on benchmark indices by Sharpe ratio, Treynor measure, Jensen’s alpha, T2 measure, M2 measure, etc. in Excel

Fixed-income Securities and Derivatives Projects Jan 2010-Apr 2010

• Took different positions of derivatives to hedge or arbitrage, analyzed the causes behind the profit/loss, and calculated the hedging ratio

• Analyzed the all-in costs of different FX risk hedging methods through IRR analysis

• Calculated the fees that should be charged for credit default swaps with Excel

• Valuation of projects with real options

• Analyzed the sources of value and costs of security-backed loans in terms of simple “building block” contracts

Valuation Projects Jan 2010-Apr 2010

• Valuation of derivatives(Interest rate/Currency/Credit/Equity forwards, futures, options and swaps)

• Valuation of Caterpillar and Baidu (BIDU) at IPO, by Discounted Cash Flows, Comparables and EVA methods

GARRETT COLLEGE McHenry, MD

Institutional Research Analyst Jun 2009-Aug 2009

• Formulated information requests, retrieved data with SQL and Crystal Reports from database system, analyzed data with Excel and SPSS, interpreted the results to support institutional planning, assessment, and grant writing

• Collected, analyzed, and interpreted data and reported to federal and state education agencies, such as Integrated Postsecondary Education Data system, Maryland High Education Commission, etc.

• Completed 10 institutional research projects, such as Distance Learning, Enrollment trends with major breakdown, Minority Students Retention and Recent Graduate Employment, greatly helped the strategic planning and information system improvement

UNIVERSITY OF PITTSBURGH Pittsburgh, PA

Fund Raising Representative, Office of Institutional Advancement May 2008-Aug 2008

• Assisted to raise $2 million Annual Fund for University of Pittsburgh through alumni outreach as a member of the Telefund team

• Helped to increase percentage of alumni who support Pitt so as to improve rankings and secure grants

Coder, University Center of social and Urban Research Dec 2007-Jul 2008

• Analyzed and coded qualitative data for research projects on artificial intelligence from Carnegie Mellon University and University of Southern California

• Provided feedback on data Coding Analysis Toolkit (CAT) to director of Qualitative Data Analysis Program; improvements resulted in toolkit being ranked “best data coding system”

Research Assistant, East Asian Library Sept 2007-Dec 2007

• Researched, cataloged and edited for a bibliography publication

FLEXCAR CO. Pittsburgh, PA

Marketing Research Team Project Aug 2007-Dec 2007

• Defined decision problems in marketing Flexcar car-rental services on campus

• Outlined research plan and collected secondary data that helped explain market situation

• Conducted focus group and distributed surveys to collect primary qualitative and quantitative data

• Analyzed with statistical models and drew conclusions that lead to the merge of Flexcar with Zipcar

BEIJING SHOUJIA TRANSLATION COMPANY Hefei, China

Consultant and Interpreter Feb 2004-Jul 2005

• Provided international professionals with consulting service on business strategy in China

• Assisted international clients with services on translation, regulation, and public relations

ADDITIONAL

DATA

• Familiar with P&L’s, daily reconciliation, financial modeling, Monte Carlo models, Binomial Trees model and Black Sholes model, knowledge of derivatives pricing theories and Greeks

• Proficient at Excel, SQL, Crystal Reports, and SPSS, experienced with VBA and Bloomberg

• Author, “What appeals to the Chinese customers?” (2009), VDM Publishing House Ltd

• Fluent in Chinese and English

• Able to travel and relocate

• CFA Candidate

• Permanent Resident of US



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