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Title: |
Financial Engineer
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Location: |
US-Illinois-Chicago
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Work History: |
INDUSTRIAL& COMMERCIAL BANK OF CHINA 07/2005-08/2006
Quantitative risk analyst
Monitored stocks’ daily movements and calculated risk.
Helped team leader set up asset securitization and optimal asset structure.
Created weekly portfolio performance report in EXCEL, suggested suitable strategies, and adjusted portfolio structure as expectation changed under certain risk level
Provided daily communication with customers about condition of their investments and future strategies
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Skills: |
Programming: EXCEL, VBA, MATLAB
Mathematics: Econometric Analysis, Linear algebra, Stochastic calculus, Differentiation and Integration, Ito’s Lemma, Random walk, Conditional expectations, Probability distribution,
Martingales, Ordinary Least Squares, Markov chain, Brownian motion, Value at risk, Linear and Nonlinear regression, Monte-Carlo simulation.
Finance: Financial Modeling, Derivative pricing, Black-Scholes PDE, Wiener process, Term structure of interest rates, Binomial trees, Volatility smiles, Forecasting volatility and correlation, Modeling yield curve, Credit risk analysis, Active portfolio management, Active fixed-income management.
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Education: |
ILLINOIS INSTITUTE OF TECHNOLOGY
Stuart Business School
M.S.Finance in Quantitative Finance 08/06-05/08
TROY UNIVERSITY
B.S.Finance in CorporateFinance 08/02-07/05
HARBIN UNIVERSITY OF SCIENCE AND TECHNOLOGY
B.S.Finance 08/01-07/02
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Endorsements
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Yebing has received 1 endorsement.
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Yebing has endorsed 3 Members.
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Rank |
Title |
Location |
Status |
Actions |
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4.044 |
facilities coordinator |
US-New York-New York City |
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Details
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4.041 |
Regional Sales Manager |
US-Washington-Bellevue/Redmond |
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Details
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4.041 |
Project Manager/Coordinator/Business Analyst |
US-Arizona-Phoenix |
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Details
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Public Messages
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| From |
Date |
Message |
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08.28.08 |
Yebing-
I received you interest in my Financial Engineer positiona and would like to see your resume.
Plese email Megan@chicagofinancial.com
Thanks-
Megan Mueller
Chicago Financial Search |
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