Nelsen Lin

利率及汇率风险管理岗 at 浦发银行
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Contact Information
us****@****om
(386) 825-5501
Location
Shanghai, China, CN

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Bio

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Credentials

  • Bloomberg Market Concept
    Bloomberg LP
    Oct, 2018
    - Nov, 2024

Experience

  • 浦发银行
    • 1 - 100 Employee
    • 利率及汇率风险管理岗
      • Nov 2021 - Present

  • KPMG China
    • Hong Kong
    • Financial Services
    • 700 & Above Employee
    • Financial Risk Management Consultant, Risk Consulting
      • May 2020 - Nov 2021

  • factorE
    • United States
    • Financial Services
    • Portfolio Risk Researcher
      • Jun 2019 - Aug 2019

      Using Python to design a fit score function to help match portfolios' quantitative characters to an investor with a given risk tolerance or risk capacity, taking the advisor's preference into consideration. Using Python to design a fit score function to help match portfolios' quantitative characters to an investor with a given risk tolerance or risk capacity, taking the advisor's preference into consideration.

  • KPMG China
    • Hong Kong
    • Financial Services
    • 700 & Above Employee
    • Financial Risk Management Consultant, Risk Consulting
      • Jan 2018 - Jun 2018

      Project experiences: 1. China Construction Bank's Risk Measurement Engine Project: - Build DCF model in Excel for all kinds of position samples, calculate PV, VaR, Duration, etc. and run back-test to evaluate the accuracy of the Engine's result. - Use Python code to compare daily risk report from the Engine and RiskMetrics, find the cause of the difference and give solution or explanation 2. CICC's 2017 Annual Report Project: - Build DCF and Monte-Carlo models in Excel for option samples, including vanilla and exotic options. Show less

  • Everbright Securities
    • China
    • Investment Banking
    • 200 - 300 Employee
    • Intern
      • Aug 2017 - Sep 2017

  • Prudential UK
    • United Kingdom
    • Financial Services
    • 700 & Above Employee
    • Trainee
      • Jan 2017 - Jan 2017

Education

  • University of California, San Diego
    Master's degree, Quantitative Finance
    2018 - 2019
  • Xiamen University
    Bachelor, Finance
    2014 - 2018
  • Tsinghua University
    Summer Session, Corperate Finance
    2017 - 2017

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