Sihui Wang Email and Phone Number

TDAF Risk Management Reporting and Insights

• Researched and examined the relationship between CEO power, firm size, and firm performance using efficient financial database and SAS programming. • 30 page paper to discuss how firm size influences firm performance, how CEO power (CEO duality, CEO tenure, CEO ownership, and CEO compensation) affect firm influences firm performance, and what is the difference of impact of CEO power on firm performance between large-size firms and small-size firms.

• Run time series regression model (ARIMA and GARCH model) to forecast return and volatility of exchange rate of US/EURO using R program.• Examined the relationship between exchange rate and macroeconomics factors by using multiple linear regression model.

• Built Binomial Tree Pricing Model and Black-Scholes Model to determine the value of options using Python. • Calculated implied volatility in the Black-Scholes formula by using Python Machine Learning principle.

• Assisted in computing with 100% accuracy during end of day balancing by using MS Excel spreadsheets.• Provided administrative support to the Supervisor in reviewing Letters of Credit.• Assisted in processing various international trade transactions in accordance with established policies and procedures.• Actively acquired a clear understanding of the import/export business by case studies and attending workshop; kept abreast with the latest knowledge in the banking industry… Show more • Assisted in computing with 100% accuracy during end of day balancing by using MS Excel spreadsheets.• Provided administrative support to the Supervisor in reviewing Letters of Credit.• Assisted in processing various international trade transactions in accordance with established policies and procedures.• Actively acquired a clear understanding of the import/export business by case studies and attending workshop; kept abreast with the latest knowledge in the banking industry. Show less

• Constructed Investment Policy Statement, selected assets and decided assets allocation for target customers by understanding customers’ risk tolerance, risk capacity, and liquidity requirements.• Built efficient frontier, created optimal risky portfolio, optimal investor portfolio and minimum variance portfolio by using Python.

• Assisted in managing restaurant operation by maintaining food and service quality.• Trained new employees to help them better adjust to the team quickly.• Participated as an excellent team member to accomplish goals and objectives.