Project Manager Resume Profile

SUMMARY OF QUALIFICATIONS

Two separate master degrees in finance concentration and computer science
Rich experience in modeling, fixed income, equity, commodity, risks and derivatives
Strong programming skills in VBA, C/C , Perl, Python, Java, SQL, and Oracle
Familiar with Matlab, Fincad, Numerix, Yieldbook, Intex, Crystal Ball and others
Excellent analytical, quantitative, math, communication, and problem-solving skills
CFA Level 3 candidate and broad knowledge of capital markets

RELEVANT EXPERIENCE

Confidential

Developed models to price OTC securities in different asset classes including swaps/swaptions, options, forwards, CDS, convertibles and MBS
Evaluated fixed income and equity derivatives through Fincad
Analyzed historical data relationships between paired financial securities recommended statistical arbitrage strategies in equity and foreign exchange areas.
Created trading systems for equity and commodity markets via computer programming to find out optimal trading entry and exit points
Conducted spread speculations on futures markets of currency, agriculture and energy
Applied regression analysis and neural networks to build predictive equity and energy models
Performed analysis on probability distributions, variance and correlation, Brownian motion to assist quantitative modeling
Created VBA macros in both Excel and Access to download financial information from internet, manipulated data and saved in database. This database ran every day automatically without any human intervention.

Confidential

Utilized Crystal Ball Monte Carlo simulation tool to find out optimized portfolio construction weights analyzed asset value distribution and associated risks
Managed financial asset and energy portfolios and evaluated portfolio performance from quantitative perspective made recommendations to management as to when and how much to purchase or sell assets in order to maximize portfolio returns
Supported traders on trading strategies, P L calculation, and risk attribution
Measured investment risk VAR through historical simulation, variance-covariance method and Monte Carlo simulation
Created risk factor models to gauge total portfolio risk, and decomposed total risk into individual components to mitigate risks more effectively
Employed derivative combinations to hedge financial risks faced by investors and energy companies, including collar strategy against adverse commodity price moves

Confidential

Appraised M A targets' values by applying various methods such as discounted cash flows, comparable company and comparable transaction analyses
Compared M A cash and stock payment methods and justified the most favorable payment choices
Analyzed financial impacts of stock split, share repurchasing by debt, residual dividend policy, target payout ratio, signal effects, etc.
Provided strategic and detailed recommendations to high-rank corporate directors on optimal capital structures, leverage, dividend policy and debt/equity financing
Generated VBA macros to automate financial reporting processes, reducing one financial reporting time from 4 days to just 4 hours