Difei (Ethan) Cai Email & Phone Number

Windsor, Connecticut, United States

Windsor, Connecticut

Windsor, CT

• Calibrate and run stochastic interest rate models, including Hull-White
• Price fixed income securities and derivatives using yield curves derived from the Hull-White process
• Develop prepayment speed models for mortgage backed securities
• Calculate CAPM parameters for equities
• Estimate parameters for Levy Jump Process applied to distributions of equity returns
• Price equity options based on closed form solutions and Hull-White trinomial tree process

Hong Kong

• Calibrate and run stochastic interest rate models, including Hull-White
• Price fixed income securities and derivatives using yield curves derived from the Hull-White process
• Develop prepayment speed models for mortgage backed securities
• Calculate CAPM parameters for equities
• Estimate parameters for Levy Jump Process applied to distributions of equity returns
• Price equity options based on closed form solutions and Hull-White trinomial tree process

Windsor, CT

• Calibrate and run stochastic interest rate models, including Hull-White
• Price fixed income securities and derivatives using yield curves derived from the Hull-White process
• Develop prepayment speed models for mortgage backed securities
• Calculate CAPM parameters for equities
• Estimate parameters for Levy Jump Process applied to distributions of equity returns
• Price equity options based on closed form solutions and Hull-White trinomial tree process

Initiated, designed and programed a portfolio generator; increased speed of risk reporting process; cut 30+ minutes on each risk reportAnalyzed different types of financial asset data from Bloomberg Terminal on daily basisManaged financial assets (fixed income, option, equity and so forth) and generated daily risk reports (covering exposure, VaR detail.

Assisted staff with foreign exchange transactions using Inter-bank Foreign Exchange Settlement SystemProvided supplemental analysis on the fluctuation of foreign exchange on daily basis using Manjinbao FX Trading SystemSupported staff with daily foreign exchange settlement with headquarter using FXYCS and created a contribution of $2,000 profitInstructed.

Performed outstandingly and was awarded " Certificate of E.S.O.L Tutor Service"Observed and analyzed each student's performance and made proper adjustment to the original course plan and focus, customized course arrangement and materials for each studentImproved five non-English speaking Chinese immigrants' English skill through one-on-one tutoring two.

Assisted academic advisors in presenting 20 sessions on degree requirementsHelped 100+ freshman and transfer students choose and register for course based on their academic goals

Worked in a team to input survey data and analyze the information using SPSS Conducted and distributed research survey, took notes on detailed information provided by interviewees

Organized and updated clients' information and related materials by using MS Access, and provided general maintenanceRecorded and updated office expenses and produced monthly report in ExcelResolved long waiting time for manager to respond to each customer by introducing new response process, speeded response time by 50%Controlled and budgeted on ordering.

Master Of Science, Business Admission, Information System Concentration

Related coursework: Database Management, Business Data Communications, Project Management Related project: SQL Server Project - Potem.

Bachelor Of Science (B.S.), Marketing

Bachelor Of Science (B.S.), International Business/Trade/Commerce