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Quantitative Financial Analyst Intern Resume

San Jose, CA

TECHNICAL SKILLS

Financial: Stochastic Calculus, Monte Carlo Simulation, Time Series Analysis (MA, AR, ARMA, GARCH), Statistical Analysis, Financial Analysis and Modeling, Portfolio Construction, Asset Allocation, Strategy Development and Testing

Technical Skills: Python, C++, R, SQL, Linux Bash, Excel VBA, D3.js, Bloomberg, SAS

PROFESSIONAL EXPERIENCE

Quantitative Financial Analyst Intern

Confidential, San Jose, CA

Responsibilities:

  • Analyzed agency MBS prospectus, wrote python program to expand structures and handle occasions such as Reremic, RCR and Subgroup, automating the SDP process and shortening product development circle
  • Developed an Excel add - in for customers (using VBA) to extract data from web server and accomplish data visualization part by Javascript D3
  • Maintained existing bond valuation model and generated monthly CPR, WALA, etc

Data Analyst Intern

Confidential, New York, NY

Responsibilities:

  • Led a data team to parse rules that appeared on parking signs in NYC so that the info data can be put into the app and performed as quality assurance
  • Utilized RODBC package in R and SQL to extract data from Access database
  • Utilized ball pool algorithm to combine parking signs data with geographical information

Financial Analyst Intern

Confidential

Responsibilities:

  • Implemented output gap method to determine relationships of stock price among industries during different business cycles (expansion, crisis, recession and recovery)
  • Collected data from Wind Database and summarized papers related to the researching topic
  • Calculated investment portfolio performance figures, prepared daily and monthly investment reports

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