Shuai (Andy) Shao

Shuai (Andy) Shao Email and Phone Number

FRM @ Capital One
Shuai (Andy) Shao's Location
McLean, Virginia, United States, United States
Shuai (Andy) Shao's Contact Details

Shuai (Andy) Shao personal email

n/a

Shuai (Andy) Shao phone numbers

About Shuai (Andy) Shao

Possess core skills for financial services; including Equity Research, Liquidity&Regulatory Reporting(LCR/NSFR, FR2052a), Risk Management(VaR/CVaR/SVaR, CVA, GARCH, P&L), Financial Modeling, Budget and Cost Analysis, Financial Statements Analysis, Corporate Finance, Managerial Accounting, Financial Econometrics, Fixed Income Analysis and Derivative Securities.Proficient in collecting quantitative/qualitative data from annual reports, earning calls, Bloomberg, Reuters, Yahoo Finance and WSJ, and processing data by Excel (VBA/Pivot-Table/ Vlookup), Python,Tableau, Quicksight, Matlab, SAS, SQL, OFSAA and Eviews.Rich Experiences in building financial models, identifying investment opportunities, constructing optimized portfolios, minimizing market/credit/operation risks and developing pitch books.Contact Info. shaoshuai9@hotmail.com

Shuai (Andy) Shao's Current Company Details
Capital One

Capital One

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FRM
Shuai (Andy) Shao Work Experience Details
  • Capital One
    Principal Associate
    Capital One Jun 2021 - Present
    Mclean, Va, Us
    • Support FR2052a report executions and filings, through data sourcing/processing, communication with data providers/partner teams/business lines, report validation/analytics, and post-filing activities (e.g. GL reconciliation, analysis for Fed inquiries as needed)• Conduct comprehensive in-depth qualitative and quantitative analysis (2052a-LCR reconciliation, validation checks, manual adjustment overlays, and DoD/MoM variances) by using Tableau and SQL queries to ensure data accuracy of FR2052a reporting• Manage and maintain in-house python model Cash Flow Engine (CFE) by developing new codes to incorporate new products/new requirements, recalibrating/optimizing logics to enhance complicated calculations (e.g. 30-day and lifetime forecasted interest payments), and troubleshooting/remediating code defects in a timely manner• Support FR2052a 6G implementation by developing detailed roadmap and project plan, coordinating with Liquidity working group, identifying/remediating data gaps through comparison analysis between 5G vs.6G instructions, updating DAST and mapping logics for 6G changes, summarizing business requirements&decision documents, and creating complete UAT cases• Design and develop all-in-one comprehensive working template for Appx VIII 2052a-NSFR reconciliation and update Appx VI and Appx VII reconciliation worksheets per 6G instruction changes • Prepare, analyze and review 2052a /FRY-15 reconciliation and 2052a /FRY9-C reconciliation with detailed documentations• Perform detailed analysis and conduct comprehensive UATs for change management and/or new initiatives• Support ad-hoc tasks in a timely manner (e.g. maintain/update 2052a-related SOPs and Business Continuation Plan; conduct in-depth analysis for impact of FDIC 370 on deposits)• Implement automation functionalities for 2052a BAU activities using Python/VBA/SQL, and provide knowledge-sharing / cross-training of business and technical knowledge to onsite/outsourcing team
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  • Capital One
    Senior Associate
    Capital One Feb 2020 - May 2021
    Mclean, Va, Us
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  • Bank Of China
    Associate, Financial Management
    Bank Of China Jun 2017 - Feb 2020
    Beijing, Cn
    •Develop and maintain data sourcing framework, gap remediation, calculation logics, mapping logics, reporting data attribute summary table and data reconciliation for Complex Institution Liquidity Monitoring Report (FR2052a)•Build LCR and HQLA calculation templates by connecting multiple databases and perform automated reconciliation and quantitative variance analysis for the FR2052a report on a monthly basis•Build and maintain the liquidity stress testing model under FRB Regulation YY Enhanced Prudential Standards (EPS) and perform raw data collection, daily buffer projection, short/long-term cash flow projection and operational deposit analysis•Prepare, review, analyze and file daily/weekly/monthly/quarterly/annually financial regulatory reports (FR2420, FR2900, FR2915, FR2644, BC/BL/BQ-TIC, FR Y-7/7Q/7N/10, FFIEC019) and call reports (FFIEC002)•Calculate and monitor Asset Maintenance Ratio(AMR), OCC capital equivalency deposits(CED) and FDIC pledged assets requirements on a daily basis; prepare monthly reports for internal audit’s review and file quarterly reports to OCC and FDIC •Coordinate with Treasury and Operational Services Department to ensure the timely completion of pledged securities exchange•Design automation templates for reporting data aggregation, reconciliation and variance analysis by using SQL and VBA•Conduct Assets Liabilities Management Report(ALCO) data processing in Profitstar and perform the model back testing•Calculate and analyze KRIs related to market risk and liquidity risk including single third party funding ratio, broker deposit ratio, fair value asset ratio, ratio of Level 1 liquid asset to buffer portfolio size, and FX exposure ratio•Develop and maintain templates for Fed Reserve Requirements report and profitability analysis of Fed Fund Rate change •Perform user acceptance testing(UAT) for new product, new software/software upgrading related to regulatory reporting
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  • Acq Consulting
    Associate Business Analyst
    Acq Consulting Jun 2016 - Jan 2017
    • Conducted research and drafted a detailed report covering the Oil(E&P) and Alternative Energy sectors in North America• Utilized EIC/SWOT analysis and applied DCF model to evaluate the potential investment targets in assigned sectors(NYSE: ATW, CVRR, ALJ, SRLP, PARR, ARCX, WPT, RRMS, EVA, AGX)• Applied the dividend discount model(DDM) and public-company comparable valuation to calculate the target value of stocks• Performed ongoing monitoring, analysis and reporting of stocks and stock portfolio for the firm’s top 15 investors• Provided institutional investors with the daily/monthly risk analysis and performance attribution reports for their portfolio• Developed sector outlook, including regulatory landscape, capital markets, credit quality, and capital return prospects• Collaborated with the risk team to calculate PD/LGD/EAD and forecast the debt servicing coverage ratio (DSCR)• Assisted a financial institution with CCAR Stress Testing model validation by reviewing the RWA projections
  • Knights Investment Group
    Financial Analyst
    Knights Investment Group Oct 2015 - Apr 2016
    • Examined M&A deals/IPO activities for 20+ private companies across 5 sectors and compiled the findings for the Manager• Developed ROI and VWAP models in Excel to monitor the profitability and volatility of a portfolio with 18 stocks• Analyzed a $8M+ Buyout project of a small digital printing company by applying DCF and LBO model, conducted comprehensive sensitivity analysis• Presented weekly coverage updates on sector holdings by using DCF model and precedent transaction valuation method • Utilized VBA to calculate the regulatory risk capital and risk-adjusted return on capital (RAROC) of enterprise loans• Developed risk model for CMBS/CMO/CLO and validated model via back testing and normality tests• Performed risk analytics and P&L attribution analysis, ensuring risk/return data and characteristics (VaR, OAS, DV01) correct• Assessed the financial performance of 15+ listed companies by computing liquidity, solvency and profitability ratios
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  • Fulbright Association
    Database Analyst Intern
    Fulbright Association Jul 2015 - Sep 2015
    Washington, District Of Columbia, Us
    • Cleaned and structured 40,000+ data records which, improved data quality and reduced the time spent on analysis by 20% • Applied SAS to merge two separate membership data sets to streamline the departments data management systems• Utilized Pivot Tables to conduct a trend analysis on 200+ institutional members to identify prospective members
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  • Massmutual Asia Ltd.
    Business Financial Analyst Intern
    Massmutual Asia Ltd. Jun 2014 - Sep 2014
    Springfield, Massachusetts, Us
    • Monitored foreign exchange market (USD/CNY and USD/CNH) and drafted weekly reports for the senior analysts• Consolidated financial data from annual reports, earnings releases, SNL Database, Bloomberg, Fact-Set and Thomson-One• Conducted DCF valuation analysis on selected companies to arrive at price targets on existing holdings• Generated daily limit reports and analysis of VaR, stress test, sensitivities and other market risk exposures • Assessed market expectations by identifying consensus views on stocks and industries• Developed a credit-analysis framework including target’s profitability, asset quality, liquidity, and cash flow capability
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  • Anxin Trust & Investment Co., Ltd.
    Investment Banking Analyst Intern
    Anxin Trust & Investment Co., Ltd. Jun 2013 - Sep 2013
    Shanghai, Sha, Cn
    • Assisted in auditing financial statements and performing due diligence on a $29M+ IPO project• Collaborated with a team of 3 analysts in collecting and in analyzing market data to develop comparable companies’ analysis• Supported the lead analyst by driving strategic initiatives, maintaining client list, and executing ad-hoc requests• Developed an individual credit rating model using determinant analysis and researched P2P lending market• Engineered and regularly updated customized earning forecasts and valuation models for clients
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Shuai (Andy) Shao Skills

Microsoft Excel Matlab Financial Analysis Microsoft Office Data Analysis Eviews Valuation Accounting Equity Research Analysis Vba Public Speaking Bloomberg Teamwork Leadership Java C++ Sas Programming Stata Econometrics Pitch Books Risk Management Budget Analysis Business Analytics Managerial Accouting Monte Carlo Simulation Corporate Finance Fixed Income Analysis Financial Modeling

Shuai (Andy) Shao Education Details

  • University Of Maryland
    University Of Maryland
    General
  • The George Washington University
    The George Washington University
    Electrical And Electronics Engineering
  • Beihang University
    Beihang University
    Electrical And Electronics Engineering

Frequently Asked Questions about Shuai (Andy) Shao

What company does Shuai (Andy) Shao work for?

Shuai (Andy) Shao works for Capital One

What is Shuai (Andy) Shao's role at the current company?

Shuai (Andy) Shao's current role is FRM.

What is Shuai (Andy) Shao's email address?

Shuai (Andy) Shao's email address is sshao@boc.cn

What is Shuai (Andy) Shao's direct phone number?

Shuai (Andy) Shao's direct phone number is (212) 969*****

What schools did Shuai (Andy) Shao attend?

Shuai (Andy) Shao attended University Of Maryland, The George Washington University, Beihang University.

What are some of Shuai (Andy) Shao's interests?

Shuai (Andy) Shao has interest in Science And Technology, Environment, Economic Empowerment.

What skills is Shuai (Andy) Shao known for?

Shuai (Andy) Shao has skills like Microsoft Excel, Matlab, Financial Analysis, Microsoft Office, Data Analysis, Eviews, Valuation, Accounting, Equity Research Analysis, Vba, Public Speaking, Bloomberg.

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