Personal Info
| Management Consultant/Professional Consultant/Strategist| Professional Services (consultancy/accountancy/audit)| 1year(s) | Master | North America-United States | Update Date 2008-07-12 |
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Name:
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Self Assessment & Objective
| Self Assessment: |
oMaster Degree, Columbia University, Financial Enineering / Operation Research oBachelor Degree, McMaster University, Canada, Engineering Physics oExperience in Investment Management, Hedgefund, Prop Trading and Consulting oKnowledge of various investment products and styles across asset classes within non-marketable alternative assets o Manager selection experience and/or due diligence research experience o Experience with quantitative analysis including performance based and statistical based analysis and modeling o Excellent oral and written communication skills, and credible presentation skills o Collegial team member; able to work effectively in a small team and lean operation without heavy support staff and overhead o Highly proficient at Microsoft Excel, Power Point and Word |
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Job Target
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Working Experience
| Experience1 | |
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| Company Name: | ****** |
| Work Date: | 07/2007—07/2008 |
| Job Title: | Prop Trader |
| Location: | New York, NY, US |
| Responsibilities: |
• Worked closely with MD in creating new convertible strategies by utilizing a variety of financial instruments including treasuries, corporate bonds, options, CDS and equity under volatile market. • Developed and maintain proprietary models using simulation and dollar-neutral to capture arbitrage opportunities in fast-paced OTC mark-to-market. • Build a quintile model to accurately analyze the implied and expected volatilities in convertible debt and derivative products to engage in long-short arbitrage. Assist in delta hedging and long gamma trading. • Manage risks of convertible portfolio of more than 40 holdings, applying Greeks, carry, swaps, rebates and LIBOR. Provide value-added adjustment to the PnL. |
| Experience2 | |
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| Company Name: | ****** |
| Work Date: | 01/2008—07/2008 |
| Job Title: | Consultant |
| Location: | New York, NY |
| Responsibilities: |
AXA Onsite • Staffed on Quality Assurance project under tight deadline and budget without previous knowledge of annuities. Mastered complex pricing of AXA annuities, effectively interacting with clients from day one. • Successfully implemented ambitious test plan to ensure quality of annuity pricing. Mentored four consultants in use. • Created new spreadsheet greatly boosting Quality Team efficiency, receiving recognition in company publication. New Project/Program Office in NY/NJ Business Unit • Assigned to high level project reporting directly to head of NY/NJ Business Unit and informally directing two junior consultants in two innovative projects. • Set up policies to facilitate practices of sales reps and project managers. Established office tools to screen sales process, oversee customer satisfaction, and ensure financial management. • Remodeled all methodologies, procedures, standards, checklists, tools resulting in significant increases in efficiency. Created training program to evangelize new standards. |
Education
Education1
| Time education: | 10/10/2000—10/10/2000 |
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| School: | Columbia University |
| Specialty: | .other |
| Description: | Financian Engineering / Operation Research. Utilizing optimization theory to maximize return of investment/project strategies |
Education2
| Time education: | 10/10/2000—10/10/2000 |
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| School: | McMaster University |
| Degree: | Bachelor |
| Specialty: | Electronics & Information.Computer Science & Technology |
| Description: | Semiconductor & Quantum Physics |
Language
| Grade of English: | |
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| Oral English: | not participate |
| Spoken Level: | Mother tongue |
| EnglishLevel | Fluent |
| Chinese MandarinLevel | Mother tongue |
| CantoneseLevel | Mother tongue |
| Description Language: | ||
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Skills & Specialty
Computer Skills: MS Office Suite (Access, Word, Excel/VBA, Powerpoint & Project) Matlab, C++.
Fluent in English, Mandarin and Cantonese. Proficient in mathematical modeling and data analysis.
