Quantitative Analyst

• Dec 2018 - Present

Senior Financial Analyst - Financial Modeling and Analytics

• Mar 2017 - Dec 2018

1. Performed a wide range of interest rate risk modeling using a variety of sophisticated risk metrics that include economic value of equity (EVE), net interest rate income sensitivity, and duration and convexity 2. Reviewed, analyzed, and improved the quality of loan data loaded into the database system by utilizing MS SQL Server 3. Prepared monthly funds transfer pricing report and performed key controls to ensure completeness and accuracy checks 1. Performed a wide range of interest rate risk modeling using a variety of sophisticated risk metrics that include economic value of equity (EVE), net interest rate income sensitivity, and duration and convexity 2. Reviewed, analyzed, and improved the quality of loan data loaded into the database system by utilizing MS SQL Server 3. Prepared monthly funds transfer pricing report and performed key controls to ensure completeness and accuracy checks

Quantitative Equity Risk Intern

• Jun 2016 - Sep 2016

1. Conducted quantitative and statistical analysis (principal component analysis) to access market dimensions and risk concentration across different market sectors and through time 2. Programmed and implemented a new framework for decomposing equity risk and studying the relative importance of all underlying drivers 3. Performed bias-statistics testing to access the accuracy of risk forecast 4. Created performance and risk attribution reports to highlight the effect of different factors Show less

Data Analyst

• Sep 2014 - Jul 2015

1. Produced databases, tools, queries, and reports for analyzing and summarizing patterns and trends in complex, multi-variable data sets2. Conducted statistical analysis to leverage the results to assist management in making critical decisions3. Worked closely with the client development team in testing and improving the feasibility and effectiveness of newly created client programs4. Performed ad-hoc requests for clients using Excel and customized SQL queries to extract and format requested information Show less

Capital Markets Innovation Analyst

• Oct 2013 - Sep 2014

1. Prepared daily market updates and performance reports spanning all major model portfolios; included creating and refining excel templates for automated reporting and quality control2. Utilized Capital IQ to create customized security universes and back-tested investment strategies3. Delivered client servicing to high volume of requests and inquiries; routinely received positive client feedback4. Spearheaded special projects focused on identifying and capitalizing on potential market trends and present findings to senior portfolio managers Show less

Portfolio Implementation Analyst

• Jun 2011 - Oct 2013

1. Reviewed and rebalanced client portfolios for alignment with respective models2. Managed all complex custom/non-standard accounts to meet individual client needs and ensure high level of accuracy3. Designed access database to efficiently automate inbound requests to members based on capacity and developed excel model linking to real-time pricing database to provide gain/loss figures of model holdings