Analytical Projects​
Experiences
Education
Certifications
Software Skills​
Financial Skills​

Analytical Projects​

Premium Factor Analysis in Pharmaceutical Industry

      - Researched the major factors affecting premium in an M&A process int eh Pharmaceutical industry.

      - Utilizing Excel VBA to construct Time-series regression for the data analysis

      - Researched the major factors influencing premium in the M&A process using Excel.

Equity Fundamental Analysis for Kimberly Clark Corporation

      - Conducted Altman Z Analysis 

      - Analyzed historical operation performance in GAAP standard and conduct adjusted financial analysis in non-GAAP basis

      - Based on financial statements, conducted ROE and Financial Position analysis

      - Conducted a 3-year forecast on Kimberly-Clark Corporation

Equity Portfolio Alpha Seeking

      - Calculated cap-weighted active forward return and sector-based price-to-book ratio z-score, natural log cap z-score for each security

      - Run cross-sectional regressions of 1000 securities in 60 months' period to calculate sector premium Lambda for factors like Beta, sector-based P/B z-scores, and natural log cap z-score

      - Counted the number of significant P-values of each months' regression by positive or negative effects on return factors have a higher positive return significance will be potential Alpha

      - Conducted sensitivity regression of Lambda against JAMCX fund's active return and used regression R square as the indication of unsystematic risk-taking

Mutual Fund Style Analysis for JAMCX

      - Obtained fund's MTE benchmark using Excel Solver by minimizing its volatility difference against presumptive benchmark indexes

      - Compared fund's average active return and information ratio with those indexes in order to determine the fund benchmark

      - Applied time-series analysis to test the fund style's consistency

Equity Paired Trading Strategy Design

      - Determined pairs of stocks that have high correlation and fundamental Similarity    

      - Using 20 days moving average, volatility, and price-relativity to construct a pair trade signal 

      - Conducted a pair trade profit and loss table to analyze the performance of the trade using Excel

      - Increased the return of the trade by optimizing the trade signal threshold 

      - Optimized the return by adding fund allocation strategies

Experiences

Opportunity Junction
2018-Present
Data Analyst

• Managed Salesforce Database for the organization; Maintained and upgraded the data structure across 10+ objects and 300+ data fields with proper validation, workflow, process, and so on; Optimized staff data entry interface; Implemented Lightning interface
• Data Mining: explored and restructured raw client data; Transformed it into analyzable data form in order to get the most information
• Conducted data research on questions raised by program teams
• Set up Python Jupyter Notebook server using AWS services; Implement Salesforce SQL for fast data query and analytics; Built Python program to automate daily reporting and data monitoring
• Built statistics model to predict program performance and optimized client target groups

Sacramento Asian Pacific Chamber of Commerce
2017-2018
CRM Analyst

• Developed a series of client service metrics that are still being used to measure Chamber client needs
• Responsible for gathering CRM information and developing a comprehensive report once a month for management
• Assisted in developing several database procedures that made CRM research significantly easier
• Utilized Salesforce to update data, import external data, generate report; optimized data structure; designed internal data report process
• Extracted Salesforce data into other data warehouse and perform further analysis using Python, and SQL, query, create, integrate, ETL, concatenate, interleave, merge datasets
• Designed Python bots to automate data gathering and cleaning processes

The Evans International Law Firms, TEIL Firms, LLC
2015-2016
Business and Financial Consultant

- Took the responsibilities to plan the firms marketing and business development resource allocation and risk management strategies
- Review financial statements and analyze sales revenues, costs, expenses, and tax rates
- Cost Management: Estimated project cost using the bottom-up estimating technique; Conducted cash flow analysis to determine periodical working capital, and decided reinvestment rate
- Identified the detail of operation, compliance and reputation risk that the firm may bear, prepared risk documents and calculated yearly VaR based on quantitative models, determined optimized target client niche
- Developed comprehensive reports, abstracts, and charts to present data and guide investment strategies; Create and deliver presentations, providing recommendations on short- and long-range ROI.
- Tracked project progress and ensured internal communication using Trello; Prepared internal marketing and risk management documents
- Improved operational efficiency of financial systems through the implementation of streamlined data-management procedures by Salesforce and Mycase legal database.

Traditum Group
2016
Assistant Trader

• Implemented Pair Trading strategy on securities market trading; designed Python program to screen high correlated stock pair to trade; Yielded stable spread returns

• Utilized Python programs to calculate stock Beta, correlation, z-score, and Technical Analysis indicator to show stock’s trending   

• Explored other trading opportunities by screening momentum stocks and analyze stock mean reversion and calculated its half-life for trading

Oberweis Securities
2014-2015
Market Risk Analyst

- Calculated short term and long term VaR for the firm equity, fixed income, and future market portfolio; Reported to the Manager to make sure enough capital reserve
- Calculated daily Beta and Delta exposure on the firm's equity market portfolio
- Assisted in testing and adjusting PD, EAD and LGD models under the Basel III framework on fixed income instruments
- Assisted in conducting Monte Carlo simulations to forecast daily VaR on security portfolio using Python
- Optimized risk management practice by accounting for Time Decay on options contracts, and Mark to Market on future contracts; Deployed Tailing the Hedge technique to determine hedging ratio
- Cooperated with the trading team to monitor foreign currency risk exposures on a daily basis

Education

Illinois Insititue of Technology
May 2016
Master of Science in Finance

Key coursework: Mathematics in Finance Application, Statistics, Financial Modeling, Portfolio Management, Fixed Income management, Monte Carlo Simulation, Equity & Equity Derivatives Trading, Global Financial Market

Guangdong Business College
May 2012
Social Work

Key Courses: Human Resource Management, Methods of Social Survey, Casework Consult, Group Work, Community Work, Anthropology, Social Psychology

American River College
Computer Science

Key Courses: Calculus, Algorism Design, C++, Discrete Data Structure, Data Structure

The Johns Hopkins University
Data Science Certificate

• Online certification courses through Coursera
• Key coursework: R Programming, Getting and Cleaning Data, Regression Model, Exploratory Data Analysis, Reproducible Research

Certifications

Johns Hopkins University
2016
Data Science Certificate
Global Association of Risk Professionals (GARP)
2019
Certified Financial Risk Management

Software Skills​

Excel
Python
C++
R Programming
SQL
Matlab
HTML, CSS

Financial Skills​

Financial Statement Analysis
Risk Analytics
Portfolio Management
Trading