Yuchao Wang
Fund Manager at 浙江浙商证券资产管理有限公司- Claim this Profile
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Experience
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Fund Manager
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Feb 2020 - Present
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Haitong Securities
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China
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Investment Banking
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400 - 500 Employee
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Portfolio Manager
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Dec 2015 - Feb 2020
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Standard Chartered Bank
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Singapore
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Financial Services
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100 - 200 Employee
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Associate
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Sep 2014 - Dec 2015
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International Graduate
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Aug 2013 - Aug 2014
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Numerix
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Algeria
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Outsourcing and Offshoring Consulting
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1 - 100 Employee
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intern
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Feb 2012 - May 2012
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Rutgers University
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United States
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Higher Education
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700 & Above Employee
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Course Project, Pricing of Single Barrier Option using Monte-Carlo Simulation
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Apr 2011 - May 2011
• Priced a European-style single barrier option based on a Heston Model using Monte-Carlo simulation • Mastered in variance reduction methods in Monte-Carlo, including antithetics, control variates, optimal stratified sampling, importance sampling, and quasi monte-carlo • Validated the computational speed and efficiency of variance reduction methods on different models Technology: MATLAB, C++, VBA • Priced a European-style single barrier option based on a Heston Model using Monte-Carlo simulation • Mastered in variance reduction methods in Monte-Carlo, including antithetics, control variates, optimal stratified sampling, importance sampling, and quasi monte-carlo • Validated the computational speed and efficiency of variance reduction methods on different models Technology: MATLAB, C++, VBA
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Course Project, Regression Analysis, Fuel Consumption
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Nov 2010 - Dec 2010
• Analyzed data of fuel consumption and ran regression analysis on 7 variables and 51observations • Chose the best linear model to explain the correlation between fuel and two factors, miles and MPC. • Model validation. Technology: SAS, R • Analyzed data of fuel consumption and ran regression analysis on 7 variables and 51observations • Chose the best linear model to explain the correlation between fuel and two factors, miles and MPC. • Model validation. Technology: SAS, R
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Bank of China
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Banking
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700 & Above Employee
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Intern
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Jul 2008 - Aug 2008
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Education
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Rutgers, The State University of New Jersey-New Brunswick
Master, Mathematical Finance -
East China Normal University
Bachelor, Physics