Villanova Student Managed Fund, Investment Analyst
2016 - 2017
• Collaborated with 22 analysts to manage a $120,000 ETF fund and a $159,000 large-cap, broad-based equity fund, following a top-down investment approach and socially responsible investment discipline
• Performed bottom-up analysis on CVS Health, Schaumberg, Alaska Air Group and their competitors’ business fundamentals, financial health and growth prospects. Built and maintained DCF/APV model
• Led “Global Tactical Asset Allocation” analysis, implementing fundamental research and Black-Litterman quantitative modeling to determine relative...
Bluestone Capital Management, Portfolio Analyst
2016 - 2017
• Generated VaR, Expected Shortfall, Skewness and Kurtosis to perform portfolio risk measurements. Conducted risk-adjusted performance analysis through calculation of Treynor ratio, etc.
• Built automatic screening platform through Excel/VBA modeling to find the best stock-pairs based on sub-cointegration and least-squared deviations theories
• Generated expected and implied volatility deviations through regime switch model and B-S Options Pricing model to provide ideas about volatility long/short trading opportunities
• Assisted in...
Valparaiso University Academic Success Center, Peer tutor
2014 - 2015
• Conducted tutoring sessions to further develop students’ understanding in math and accounting
• Created interactive teaching methods to explain matrix algebra, financial statements, ratio analysis, etc.
• Selected as a mentor of new tutor training workshop, due to consistent positive student feedbacks