Ningxin Wang, Cfa Email & Phone Number

Chicago, Illinois, United States

Chicago, Illinois

• Managed various quantitative model enhancements and strategic testing for global xVA (CVA, FVA, KVA) desk on all OTC derivatives bank-wise.
• Performed data-based P&L and risk analysis and visualization using Python, SQL, VBA and internal tools to seek optimization opportunities for multiple desks with daily turnarounds.
• Led cross-functional projects to support operational success for billion-dollar trades, such as issue tracking, new model onboarding, model ongoing review, compliance… Show more
• Led cross-functional projects to support operational success for billion-dollar trades, such as issue tracking, new model onboarding, model ongoing review, compliance report and so on. Used Python and VBA to develop.
• Mentored junior teammates on multiple projects, providing resource support and comprehensive guidance. Helped the manager scope projects and prepare briefings to upper management. Show less

Greater Chicago Area

• Managed multiple in-house risk strategies, performed customer segmentation and business analytics to improve risk return dynamics for retail partner portfolios, using large-scale credit bureau data and transaction data.
• Conducted model validation and provided quantitative risk analysis using SAS to support multiple national marketing initiatives and ensure compliance within Citi global risk framework.

Greater Chicago Area

• Implemented a novel algorithm on volatility-adjusted simulations on option price and implied volatility, which outperforms other state-of-the-art algorithms.
• Used MATLAB as user-friendly interface, C++ as core for high efficiency, as well as multiple industry-level financial libraries (QuantLib, Boost, etc.).
• Used MATLAB as user-friendly interface and C++ as core for high efficiency.

Greater Chicago Area

• Performed analysis on liquidity risk proxies and how the state of the market impacts liquidity risk,with crude oil future as a sample.
• Worked on unveiling the correlation between liquidity risk and features of contracts and time horizonwith rolling comparison, regression method, and time series analysis.

Shanghai City, China

• Participated in audit procedures for multiple high-tech and manufacturing clients, including risk assessment, control evaluation, stock take, evidence test under IFRS and CICPA audit guide. Prepared working papers.
• Assisted managers to prepare formal audit reports and performed final checking procedures prudently.

Nanjing

• Assisted the engagement team with providing E-Business entrance strategies for a top retail company.
• Gathered and analyzed large data from research reports public financial statements of China’s E-business industry and firms; Use Excel and Think-Cell to conduct evaluation models, calculate key indexes and develop.
• Summarized data analysis and prepared presentation slides with PowerPoint for managers and senior associates.

Zhenjiang

• Assisted corporate business staff with rechecking daily bills, checks and bank acceptances.
• Organized information of clients for credit department; Gathered and analyzed data from clients’ financial statements and operating reports to support credit evaluation.

Nanjing

• Classified more than 1,000 customer files, fulfilled return visit by phone calls, educated customers on purchasing processes for GEM; and assisted stock analyst in preparing daily reports.

Master'S Degree, Financial Mathematics, 3.9/4.0

Coursework: Option Pricing, Statistical Risk Management, Portfolio Theory & Risk Management, Foreign Exchange, Regression Analysis &.

Bachelor'S Degree, Finance, General, 3.8/4.0

Activities and Societies: First Prize Nationwide, China Undergraduate Mathematical Contest in Modeling Twice awarded secondary scholarship.

Exchange Student, Finance

Activities and Societies: HKU Union Choir, Fung Scholar Li-Fung Scholarship Coursework: Econometrics, Behavioral Finance, Derivatives.