Management Analyst

KATHERINE HUANG

******@********.*** • *** West End Avenue 3B • New York, NY 10025 • 949-***-****

EDUCATION

****-******* ******** **********, *.A. STATISTICS

M.A. GPA: 3.6

Coursework: Multivariate Regression, Data Mining, Numerical Methods, Time Series, Fourier Analysis, Advanced Data Analysis, Time Models in Finance , Data Structures

GRADUATION: MAY, 2008

YALE UNIVERSITY NEW HAVEN, CT

Bachelor of Arts, History (Honors)

Cumulative GPA: 3.6

EXPERIENCE

JUNE 2011 – PRESENT Lloyds Banking Group, Analytics Team (Contract) NEW YORK, NY

• Engineering improvements to report generation tools in VBA, as well as creating new tools to automate and streamline process for Risk Management team

• Creating relational database in Access for Market Risk and Business Intelligence groups

JUNE 2010 – FEB 2011 Swiss Re, Quantitative Risk Analyst (Contract) NEW YORK, NY

• Involved in firm-wide revamp of VaR engine and Stress Test methodology; presented deck to senior board in Oct. Worked on project to simulate counterparty exposures for interest rate derivatives

• Performed factor analysis (PCA and Nielson Siegel curve fitting via non linear optimization) for the purposes of model calibration

• Involved in creating a framework for modeling adjustments to reduce reported DV01 for corporate bonds, intended to capture the observation that interest rate sensitivities of bonds become smaller as spread level increases

• Automated VaR calculation engine and report for the equity and FX portfolios in VBA

• Created FX hedging and exposures report that is sent weekly to desk traders

JUNE 2008 – JUNE 2009 Societe Generale, Leveraged Finance Analyst NEW YORK, NY

• Sole analyst staffed on Blackstone RCF transaction

• Bank committed $50 million to the $850 million RCF, marking the first time that SG CIB was invited to commit to the Blackstone facility, significantly enhancing the firm’s relationship with the company and potentially providing over $2 billion in cross-selling opportunities

• Completed LBO financing of a leading manufacturer of machines which maintain rail infrastructure

• Researched over 30 sponsor portfolio companies for IRD swaps, commodities hedging and debt buy-back transaction opportunities

JULY – AUG. 2007 Autobytel, Financial Analysis Intern NEWPORT, CA

• Drafted 5-year strategic plan and enterprise model, which was presented to senior management and Board of Directors

• Maintained and contributed to pricing models to evaluate profitability of new business initiatives

MAY-JUNE 2007 DEUTSCHE BANK RELATIONSHIP MANAGEMENT INTERN DUSSELDORF, GERMANY

• Provided clients with investment strategy updates, market information, economic outlooks, operational matters, investment portfolio updates via email, phone calls, and other types of correspondence

JUNE-AUG. 2005 UNITED PRESS INTERNATIONAL JOURNALISM INTERN WASHINGTON D.C.

• Attained media pass to attend the United Nations press conferences as a reporter

ACTIVITIES Yale Club Water Polo, Columbia Triathlon Club, Asphalt Green Masters swim

PROGRAMMING VBA, SQL, MATLAB, R, JAVA, SAS

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