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Yang LI

+1(917)969-1589 LIYANGFN@GMAIL.COM 25 River Dr S, Apt 2304, J ersey City, NJ 07310


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