Risk Specialist Resume New York, NY - Hire IT People

TECHNICAL SKILLS:

Financial Models: Time Series, Assets Distribution, Pricing Model, Data Mining, Cash Flow, CCAR, Collateral Model, Regression Model, Machine Learning

Programming Languages: Excel Visual Basic for Applications (VBA), Python, Excel, SQL Server, MySQL, C, R, SAS

Applications: Bloomberg, Winds, MATLAB, AutoCAD, UG, MS Office (Word, Power Point, Excel)

PROFESSIONAL EXPERIENCE:

Confidential, New York, NY

Risk Specialist

Responsibilities:

Model daily - auto Credit Portfolio Group and Daily Discount reporting system using Macro(Excel VBA); Confidential
Support risk management groups - reporting function that provides service to clients for market risk team-has over site of market risk parameters Based on reports that are generated by the team
Utilize Python and R to analyze market risk data, develop tools and monitor the 95% VaR result under several business level
Support the CPG Trading desk across multiple products and risk management systems with Rates, Credit, FX, F&O, Commodities, Equity and Loans
Review and conduct Daily CPG and Credit Market Legal Entity High Utilization risk reporting; provide reports to management to optimize trade structure
Update and modify the production code according to the dynamic requirements which are dependent on the scenarios using Excel VBA and Python

Confidential, New York, NY

Quantitative Finance Analyst

Responsibilities:

Utilized Python, Excel VBA to examine and analyze detailed test data, develop tools, ensuring successful integration of new modeling system
Examined more than $1B trading data from Bloomberg and Confidential trading systems, trading model and risk exposure by writing SQL queries and performing data mapping/analysis
Performed daily credit production analysis, review portfolio based on prime brokerage, model back testing, model validation, stress test and monitoring for the Confidential IMM test with my machine learning skills and provide reports to management to provide decision support for future trading strategy
Conducted counterparty risk reporting on primary derivatives with collateral haircut model test, exposure explanation and high Alpha analysis
Tested the trade model with collateral model, analyze performance and compare results in different trading scenarios with Confidential
Supported developing, debugging, maintenance and validating the project-specific Python programs to generate derived SQL, Bloomberg and Python data sets, summary tables, data listings, and graphic displays according to departmental standards.
Provided programming support, utilized and modify standard programs to generate statistical data analysis database, data displays, listings, summary, tables, graphs for potential exposure.

Confidential, New York, NY

Quantitative Risk Analyst

Responsibilities:

Modeled and reported detailed credit risk assessments and systematic risk assessments for P2P loan markets using Python, Excel VBA and R
Conducted risk reporting on primary shares and credit flow derivatives; Utilized statistic modeling knowledge in the scorecard development.
Examined data by writing SQL queries, perform data analysis, machine learning and provide reports to management to optimize trade structure
Performed data step processing, data manipulation and transformation, variable construction, optimization and generated analysis big data sets;
Performed data analysis, statistical analysis, generated reports, listings and graphs using R and Python Tools

Confidential

Equity Trader

Responsibilities:

Utilized a financial model to analyze A-shares’ movement, screened fast growing industries A-shares and analyzed individual stocks
Performed risk analysis of public companies and communicated with senior management to recommend investment strategies
Crafted research reports and created a trading strategy for hedge fund; monitored trading account and executed daily trades

Confidential

Equity Research Analyst

Responsibilities:

Performed risk analysis of Confidential and Confidential data (financial statement, stock prices)
Researched public companies and interviewed executives to understand operational/financial health and recommend to Confidential
Utilized financial modeling to analyze company data, financial statement, corporate functions and company stock trends

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Risk Specialist Resume

New York, NY

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