Hsin-Hung (Mark) Wang
Management Associate - Interest Rate Trader at Taishin International Bank- Claim this Profile
Click to upgrade to our gold package
for the full feature experience.
-
Mandarin Native or bilingual proficiency
-
English Full professional proficiency
Topline Score
Bio
Credentials
-
證券商高級業務員
證基會Jun, 2018- Oct, 2024 -
Bloomberg Market Concepts (BMC) Certification
BloombergApr, 2018- Oct, 2024 -
Financial Engineering and Risk Management Part II
CourseraNov, 2017- Oct, 2024 -
Financial Engineering and Risk Management Part I
CourseraOct, 2017- Oct, 2024
Experience
-
Taishin Financial Holdings
-
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
-
-
-
BMO U.S.
-
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.
-
-
-
Cathay Life Insurance Co., Ltd.
-
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 -
National Central University
Bachelor's Degree, Economics, Minor in Finance -
Fudan University
Exchange Student, Finance -
香港中文大學
Exchange Student, 金融系