Management Engineering

Yun He

*** **** ***, ***. *

Hoboken, NJ *****

201-***-**** *******@*****.***

QUALIFICATIONS

• Well qualified Financial Engineering Master with diverse experience in international investment bank and risk management environments

• Excellent hands-on skills in risk assessment, qualitative & quantitative analyzing, investment modeling and pricing & valuation of derivatives

• Technically proficient with variety of programming languages and MS Excel, Access, etc.

• Motivated, self-started, attention to details, strong personality, strong cross divisions collaboration ability, teamwork spirit and multi-tasking skills, successfully complete projects within time constraint

PROFESSIONAL EXPERIENCE

Risk Analyst 08/2011 - 12/2011

Torus Specialty Insurance Company - Risk Management Department

• Business Risk Assess

Independently developed Risk Assessment Calculator which saved people 50 hours of work per month

Scored the VaR and Control Effectiveness under 153 risk scenarios in 4 regions

Aggregated risks for three different levels and ranked top 15 risks

Prepared and gave presentations to Ultimate Risk Owners

• Clash Exposure Analysis

Monthly reviewed and assessed 65000 policies and portfolio risks under Property and Specialty categories

Independently developed complicated Clash Exposure Report Generate System using Access and VBA which saved people 120 more hours of work per month

Monthly submitted Clash Exposure Reports for board meeting and each office review

Fixed Income Analyst 02/2011 – 05/2011

Jefferies & Company, Inc. - Fixed Income Technology Group

• US Treasury Rates Pricing

Built up the Svensson Extension (NSS) model for pricing US Treasury Notes and Bonds

Cleanup, listed and documented the process, database dependencies and Matlab function calls

Investigated Price Error Minimization and Yield Error Minimization methods to calibrated the model parameters to meet real-time calculation requirement

Back-tested and optimized model scripts

Coordinated with cross functions and supported front office trading desk by providing data analysis report daily

• Analyzed information obtained from management to conceptualize and define operational problems

Researcher 09/2009 – 05/2011

Stevens Institute of Technology - School of Systems and Enterprises

• Computational Methods in Finance

Built up Black-Scholes and Binomial Tree models in Matlab and Excel (VBA)

Priced Google option in both American option and European option conditions

Analyzed the results under each condition

• Value at Risk

Built up Monte Carlo and Historical Methods in Excel and Matlab

Assessed VaR for single stock, portfolio and currency under different percentile

SKILLS

Programming: VBA (Macros), Matlab, C++ and SQL (Query)

Software: Excellent Microsoft Word, Excel (VLookup, PivotTable, Macros), Access and Power Point skills

Language: English and Chinese (Mandarin)

EDUCATION

Stevens Institute of Technology, Hoboken, NJ

• M.S., Financial Engineering, May 2011 GPA: 3.63/4.0

• Graduate Certificate, Financial Risk Engineering, May 2011 GPA: 3.33/4.0

Changsha University of Science and Technology, China

• B.A., Economics, June 2008 GPA: 3.70/4.0

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