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EDUCATION FORDHAM UNIVERSITY, NEW YORK, NY September 2011 May 2013 Master of Quantitative Finance GMAT 760 (Top 1%) | 100% (Full Score) in BAT Analytical Reasoning test | Program Scholarship | GPA: 3.7 Projects: Link - MBS pricing with quasi-Richard-Roll prepayment model, Vasicek interest rate model, and Monte Carlo Simulation - VBA - CLO pricing with Cholesky Decomposition and Gaussian Copula (Monte Carslo and Recursive Algo) MATLAB/C++ - CDS-CMT bootstrapping and pricing with J arrow-Turnbull model C++/MATLAB/VBA - PCA, Mean-Variance/bounded optimization, Black-Litterman Model for Portfolio Allocation EXCEL/VBA, MATLAB JILIN UNIVERSITY, CHANGCHUN, CHINA September 2007 J une 2011 Bachelor of Management Chairman of ESCA J LU (2000+members) | Three Debate Champions | Four Years Merit Based Scholarships | GPA: 3.5 EXPERIENCE MORGAN STANLEY, New York, NY November 2013 Present Analyst, Credit Risk Department Monitoring firm-wide counterparty/countrys CE/PE/LEQ exposures; Managing multiple credit risk reporting process; Coordinating multiple departments/teams to prepare reports for Morgan Stanleys senior managements, firm/broad/security risk committees, and regulators Renovated reporting process for firm-wide market/credit/ops risk reports based on SharePoint and VBA currently used by more than 10+senior level reports; Fully automated Feds Top 50 Counterparties submission and weekly credit risk update report based on Excel/VBA, reducing production time from hours to minutes UBS FINANCIAL SERVICES, NEW YORK, NY October 2012 May 2013 Intern (Portfolio Analysis), Wealth Management Quantitative analysis and regression on macroeconomic factors, market risk indicators, and asset class profitability; Technical analysis on US equities, high yield, investment grade, and treasury bonds for client presentations and report Portfolio redistribution analysis and trade order creation; Developed portfolio performance evaluation VBA application which could conduct alpha analysis (CAPM) and portfolio performance decomposition; Customized benchmark construction Profitability analysis on equities, plain vanilla/convertible bonds, equity/bond swaps, and due diligence research on managed funds/alternative hedge funds FORDHAM UNIVERSITY, NEW YORK, NY March 2012 May 2013 Graduate Research Assistant, Finance Department Data collection and reconciliation from multiple sources including SDC Platinum (Thomson Reuters), Bloomberg Terminal and its Excel Add-In, FRED, BEA, Census Bureau, WRDS, and CRSP; Built information datasets for bond book runners Large scale data analysis (10million+records) and processing on corporate bonds issuances using VBA, SAS, and SQL queries; Assisted undergraduate students in portfolio performance evaluation and fixed income securities pricing projects GREENPOINT GLOBAL, BUSINESS SYSTEMS TEAM, NEW YORK, NY J une 2012 September 2012 Business Systems Summer Intern Tested saved SQL queries; Managed and reviewed structure of simulated local and remote databases using SQL Server Management Studio 2008; Wrote user-oriented evaluation reports to optimize database structure Reviewed and commented C#codes for data processing system that would analyze data stream and classify new records into specific categories by matching several local and online databases; Wrote internal platform developers handbook ADDITIONAL CFA Level III Candidate | Passed FRM All Tests | Native Cantonese and Mandarin Speaker Software: Excel Macro/VBA, MATLAB, SAS, C++, SQL, PowerPoint, and Bloomberg Terminal & Excel Add-In Meritorious Winner of the 2010 COMAP Mathematical Contest of Modeling, United States First Grade Provincial Prize Winner of the 2009 China Undergraduate Mathematical Contest of Modeling