Sushuang Ma Email & Phone Number

San Francisco Bay Area

San Francisco Bay Area

• Valuations & Modeling, Risk and Financial Advisory Group
• Prepared development dataset and assessed data completeness, accuracy, and anomalies in SQL; conducted statistical diagnostics, back-testing and scenario analysis for credit models and revenue forecasting models.
• Quantified model performance by developing key metrics based on testing results, identified model deficiencies, and provided solutions to improve model performance in terms of variable selection, segmentation schemes.
• Developed interactive KPI dashboards in Tableau to visualize current working capital positions at varying level of detail; conducted bottoms up assessment to quantify working capital opportunities, supported by.
• Evaluated product capabilities and business relevance for client’s investment portfolios by conducting technical analysis such as risk contribution, concentration, correlation, and sensitivity testing, to enhance.
• Presented risk profiles and strategy plans to senior management and clients; prepared 15+ model validation/development reports

Greater New York City Area

• Valuations & Modeling, Risk and Financial Advisory Group
• Developed discounted cash flow models to price foreign real estate transactions by replicating cash flows using FX forwards and evaluating the possibility of early termination
• Analyzed sensitivities and performed stress tests on key market inputs to identify risk exposures for international business; initiated hedging strategies to help clients mitigate fluctuations in net income and.
• Performed valuation analysis for 500+ complex financial instruments (e.g., convertible bonds, callable bonds, cancelation swaps, IRS with cap or floor, CDS) through Hull-White, Black-Scholes, discounted cash flow.
• Produced risk exposure measurements, including Credit Valuation Adjustment, Greeks and VaR, for equity, fixed income and derivatives portfolios

Greater Chicago Area

• Project of Optimal Implementation on Early Exercise of American Options
• Implemented early exercise strategies and various pricing techniques (trees, finite difference, Monte-Carlo and approximation approaches) for American options using C++, and assessed different methods in terms of.

Master Of Science, Data Analytics, 4.0/4.0

Master Of Science (Ms), Financial Engineering, 3.97/4.0

• Concentration: Financial Modeling, Derivatives Valuation, Asset Allocation • Awards: Outstanding Achievement in Recognition for.

Exchange Study, Finance And Financial Management Services

Bachelor Of Science (Bs), Information And Computational Science, 3.88/4.0

• Concentration: Optimization Methods, Differential Equations, Statistical Computing, Probability Theory • Awards: Excellent Graduate.