Hsin-Hung (Mark) Wang

Management Associate - Interest Rate Trader at Taishin International Bank
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Contact Information
us****@****om
(386) 825-5501
Location
Da'an District, Taipei City, Taiwan, TW
Languages
  • Mandarin Native or bilingual proficiency
  • English Full professional proficiency

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Credentials

  • 證券商高級業務員
    證基會
    Jun, 2018
    - Oct, 2024
  • Bloomberg Market Concepts (BMC) Certification
    Bloomberg
    Apr, 2018
    - Oct, 2024
  • Financial Engineering and Risk Management Part II
    Coursera
    Nov, 2017
    - Oct, 2024
  • Financial Engineering and Risk Management Part I
    Coursera
    Oct, 2017
    - Oct, 2024

Experience

    • Financial Services
    • 300 - 400 Employee
    • Management Associate - Interest Rate Trader
      • Feb 2019 - Present

      IRD Desk ●Trade interest rate products including U.S., Taiwan and Mainland China Government Bonds, Futures & IRS, as well as USDCNH FX SWAP, consistently generating positive returns for four years, regardless of market conditions ●Analyze market data to identify opportunities for profitable trades in the markets ●Collaborate with other teams and participate in LIBOR Transition, Murex System Upgrade and FRTB projects IRD Desk ●Trade interest rate products including U.S., Taiwan and Mainland China Government Bonds, Futures & IRS, as well as USDCNH FX SWAP, consistently generating positive returns for four years, regardless of market conditions ●Analyze market data to identify opportunities for profitable trades in the markets ●Collaborate with other teams and participate in LIBOR Transition, Murex System Upgrade and FRTB projects

    • United States
    • Banking
    • 700 & Above Employee
    • Practicum Risk Analyst
      • Sep 2018 - Dec 2018

      • Worked with BMO credit team to research Current Expected Credit Loss (CECL) Standard and summarize key assumptions and the impacts into a comprehensive report, serving as training materials for executives and related employees. • Determined key drivers for expected credit losses of a targeted portfolio and conducted a model estimating its 3 year horizon probability of default using R. • Worked with BMO credit team to research Current Expected Credit Loss (CECL) Standard and summarize key assumptions and the impacts into a comprehensive report, serving as training materials for executives and related employees. • Determined key drivers for expected credit losses of a targeted portfolio and conducted a model estimating its 3 year horizon probability of default using R.

    • Insurance
    • 700 & Above Employee
    • Intern, Risk Management Department
      • Jul 2018 - Aug 2018

      • Designed and developed an Interest Rate Risk Model that can predict rates of return on assets such as stocks, bonds and foreign currencies given the U.S. 10-year Treasury yield next month with PCA and ARMA model in R and MATLAB • Participated in two departmental conferences every week and discussed current economic trends • Designed and developed an Interest Rate Risk Model that can predict rates of return on assets such as stocks, bonds and foreign currencies given the U.S. 10-year Treasury yield next month with PCA and ARMA model in R and MATLAB • Participated in two departmental conferences every week and discussed current economic trends

Education

  • University of Illinois at Urbaba-Champaign
    Master, Finance - Quantitative Finance Track
    2017 - 2018
  • National Central University
    Bachelor's Degree, Economics, Minor in Finance
    2012 - 2017
  • Fudan University
    Exchange Student, Finance
    2015 - 2016
  • 香港中文大學
    Exchange Student, 金融系
    2015 - 2015

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