Global asset allocation, research and due diligence, consulting and networking.

Macroeconomics and bond research.

Structured securities rating analysis:--Used back-of-the-envelope method to rate companies’ structured securities--Constructed cash flow models on an amortizing structured pool and did scenario tests through data tables--Used Excel VBA to do Monte Carlo Simulation to estimate the bonds’ reduction of yield

Worked in an Asset-Backed Securities Issuance and Analysis team:--Calculated bonds cash flows and used pivot tables in Excel to display the structure of them--Executed stress testing of cash flows under pre-payment and overdue situation--Researched Chinese supply chain finance ABS and consumer finance ABS and wrote summary reports--Studied a company’s main business’s transformation from equipment manufacturing to asset management through financial statements analysis

Worked in an index construction team:--Retrieved data from websites of World Federation of Exchanges, World Banks and some Chinese local governments--Cleaned and visualized data for further construction of global prosperity index and Chinese small companies’ loan situation index

Worked in an auto finance company’ annual audit team:--Used positive confirmations towards banks and distributors to validated accounts’ data correctness, then reconciled with the internal database--Used statistical sampling or recalculation to perform cutoff testing--Calculate numbers in the balance sheet and cash flow statement