Conglin Wang, Cfa, Frm Email & Phone Number

Shanghai, Shanghai, China

Shanghai City, China

Shanghai City, China

• Played key roles in the Enterprise Risk Management and Risk Oriented Performance Assessment Project of a large securities company. Developed advanced and comprehensive economic capital calculation models through MATLAB and EXCEL. Also responsible for the implementation of Risk Oriented Performance Assessment framework based on EVA &RAROC.• Involved in G-SII LRMP (Liquidity Risk Management Plan) project of a large insurance group. Helped the group to build liquidity risk management framework, including management structure, liquidity risk appetite, risk management strategies and procedures, liquidity risk indicators, cash flow stress tests, and liquidity emergency plans. Also helped CIRC (the group’s regulator) to investigate the potential functions of insurance market.• Participated in C-ROSS pillar II (risk management) project of a large insurance group. Helped to build group’s risk appetite framework. Also responsible for enhancing group’s specific risk management including market risk and liquidity risk.

Shanghai City, China

• Accomplished share repurchase analysis of all stocks in A-share (mainland China), determined average pledge rate across industries, regions and sections via computing maximum drawdown rate. Calculated maximum continuous limit decrease rate of stocks to determine the risk level of repo business.• Calculated default probability of each company in A-share (mainland China) based upon Merton’s model, KMV model and Monte Carlo Simulation. • Led the team to compute the economic capital of credit risk, market risk and operational risk (basing on Basel III) to derive RAROC (Risk Adjusted Return of Capital) of each division in Shenyin& Wanguo Securities, and allocated total capital with the technique of linear optimization, non-linear optimization and sVaR Model.

Shanghai, China

• Developed calendar spread high frequency arbitrage strategies of China Shanghai Shenzhen 300 Stock Index Futures, based upon mean, standard deviation, skewness and kurtosis. • Made the coding by MATLAB and back-testing of data between 2013/1 and 2013/5 from Bloomberg for the strategy.• Conduct comparison of different strategy parameter settings and tested sensitivity respect to trading cost.

Master'S Degree, Quantitative And Computational Finance, 3.88/ 4.00

Courses: Stochastic Process, C++, Investments, Financial Optimization, Financial data analysis, Numerical methods in Finance, option.

Bachelor'S Degree, Applied Mathematics, 3.75/4.00

-GPA 3.75/4. Ranked top 3 out of 214 -National Scholarship (top 2%). -Elite educational scholarship. -Excellent Volunteer