SUMMARY:

• Coursework: Risk Management, Risk modeling, Fixed Income, Derivatives, Stochastic Process, Corporate Finance, Accounting, Forecasting, Variance Analysis, C/C++, Numerical analysis, Global Finance, BASEL accords
• Analyzed options, futures, and other derivatives, MBS, TRS, CDS, CDO and other structured products.
• Skilled in option pricing, by Black - Scholes model, binomial approximation and random simulation.
• Implemented Monte Carlo simulation for uncertainty and probabilistic variance, regression and hypothesis test.
• Experienced in portfolio construction, satisfying desired return and risk tolerance.
• Conducted loans, mortgages and fixed income securities comparison, by analysis of cash flows.
• Software/Programming experience: Bloomberg, MS Office, MATLAB, C/C++, R, My SQL, Teradata, Python, SAS, Hyperion, Access

PROFESSIONAL EXPERIENCE:

Confidential, Irvine, CA

Sr. Credit/Quantitative/Risk/Financial Analyst

• Preparing monthly and yearly budget vs. actual analysis and variance reports
• Serving senior management to determine bank's loss risk and ability to absorb defaults
• Preparing Credit valuation report, measuring default probability and loss rate
• Translates high-level business requirements into functional specifications for business application development
• Assists in the business process redesign and documentation as needed for risk mitigation and credit watch report
• Developing risk models and analysis tool by using R, and MySQL
• Conducting quantitative analysis of financial data to forecast revenue, identify future trend and asses risk associated with capital expenditure, acquisition and joint venture projects.

Sr. Credit/Quantitative/Risk/Financial Analyst

• Compiled credit valuation on pre/ late payment
• Calculated and reported default probability, loss rate (PD/LGD) through large-scale data query(SQL)
• Completed VaR, PnL, DV01 calculation and risk estimate of potential lost due to account settlement/operations failure
• Provided client strategies advisory based on performance metrics, historical trends and peer group comparison.
• Handled customer inquiries,maintained relationships with major overseas private clients and reviewed ISDA documentation on all deals
• Collaborated with the Capital group risk manager to manage the portfolios for derivatives to ensure risk compliance with all CCAR regulations tied to trades
• Handled customer inquiries, maintained relationships with major overseas private clients and reviewed ISDA documentation on all deals

Financial Analyst/Business Analyst

• Reviewed financial statements and analyzed sales revenues, costs, expenses, and tax rates for Shell branded Distribution Company
• Constructed forecast vs. actual statements which helped the management to minimize the trends in the customer acquisition cost
• Created new forecasting tracking and management reporting system to improve availability and accuracy of financial data, triggering 5% increase in accuracy
• Collaborated closely with business owners, cross functional groups, stakeholders of all geographies to gather, analyze and document Business and Functional Requirements (BRD and FRD).
• Supported and adapted existing T-SQL, Access, Excel and VBA applications, tools and reporting
• Learned and mastered Uline's data model for purchasing, inventory and warehouse operations
• Consulted business users to develop new applications, tools and ad hoc / refreshable reports to address current business problems or streamline processes

Financial Analyst

• Modeled quarterly budget, sales projections and collaborated on business plans to maximize revenues without enduring higher capital expenditure
• Conceptualized business cases to test the financial feasibility of more than 100 campaigns and promotions for local telecom market and generated $30M in revenue after successful implementation
• Managed cross functional teams on business objectives and tracked progress to ensure project milestones were completed on time, on budget and with the desired results by using EVM system
• Analyzed commercial KPI, industry dynamics and competitors to provide summaries and reports to the management
• Created and delivered presentations, providing recommendations on short and long term ROI, took care of due diligence, identified risk factors and forecasted viability of the project
• Developed a ‘Churn Prediction and Management’ tool in partnership with ATKearney and Vimplecom to identify the usage behavior of telecom customers and design specific promotions for different user segments resulting in 10M$ increase in revenue

Research Analyst/Financial Analyst

• Researched new investment opportunities in telecommunications, mutual fund and financial institutions through different valuation approach and presented suggestions to the portfolio manager
• Reviewed financial statements and forecasted revenue, performance and debt structure. Provided research support to both primary and secondary market operations research team and communicated the results to the senior management in bi-weekly meetings
• Fund/portfolio capital allocation simulation to project risk-return relationship; historical P&L time series track vs. VaR by different CL; sensitivity analysis and overlook of traders position to calculate real-time hedge.
• Collaborated with Sr. managers to execute buy sell process and to complete due diligence