Data Analyst (Intern) Resume

TECHNICAL SKILLS:

Software: Python, R, SAS, MATLAB, SQL Server, C/C++, Bloomberg, VBA, MS Office

Language: Fluent in English, proficient in Mandarin

PROFESSIONAL EXPERIENCE:

Confidential

Data Analyst (Intern)

Responsibilities:

Extracted, compiled and tracked data with Excel and SQL Server
Analyzed data to generate reports
Worked with other team members to complete projects and achieve project deadlines

Confidential

Intern

Responsibilities:

Confidential

Responsibilities:

Applied discrete time binomial CRR model to pricing European style vanilla options in MATLAB
Tested the model with underlying PG, calibrated the model with Hull White Theorem, plotted the graphs for theoretical and market prices
The trends for call and put options between simulation and real market prices are almost the same and the models are feasible

Confidential

Responsibilities:

Collected stock market data from Interactive Brokers Paper Trading account, applied Black - Scholes-Merton model, and stochastic volatility model to hedge the options by using MATLAB
Verified model with single options, calibrated the model to market data
Rebalanced the portfolio, kept track of trades, relative errors are between 0%~8%

Confidential

Responsibilities:

Calculated Portfolio duration, convexity, and yield based on T-Bonds and T-bills
Created a Credit Spread trade using Treasury bills and Eurodollar futures
Constructed steepener, flattener, and butterfly trades with T-bills
Calculated the TED Spread value and P&L of the Portfolio and trades

Confidential

Responsibilities:

Used MATLAB code to generate correlated uniform variables
Built visualized models in Anylogic to simulate four different scenarios using Monte Carlo theory
Compared the results,created strategies to increase the efficiency and profit of the restaurant

Confidential

Responsibilities: