RESUME HAILI JIA

SKILLS

Finance

• Credit risk methodologies (KMV, Credit Metrics, EAD, VAR, Stress testing), PE measurement, Cash Flow, Prepayment, Delinquency Analysis.

• Valuation techniques (NPV, Free cash flow, Discount dividend analysis)

• Portfolio Theory, Portfolio Optimization, Alpha modeling techniques

Quantitative

• Linear and non-linear regression model, mixed model, logistic regression, survival model and censored data analysis, database management, data mining, Time series models (ARMA, ARIMA, ARCH,GARCH), , decision trees(JMP), ANOVA, cluster analysis，Bootstrapping.

• Numerical Methods, Binomial/Trinomial Trees, Brownian motion, Stochastic Differential Calculus stochastic processes.

• Monte Carlo Simulation, dynamic programming

Software Development

• SAS (7 Years of Base, Macro, Stat, Graph and SQL), JMP, C++, VBA, MATLAB

SAS Training

• Introduction to ANOVA, Regression, and Logistic Regression

• Data Manipulation Techniques

• Advanced Techniques and Efficiencies

• Predictive Modeling Using Logistic Regression

• SAS Macro Language: Essentials

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