Tingran Ming Email & Phone Number

Shanghai, China

Shanghai, China

Shanghai, China

Operational support on OTC derivatives

London, England, United Kingdom

Explored the theoretical and numerical approaches to measure exposures for a suite of valuation adjustments (XVA)Developed upon Burgard-Kjaer semi-replication model and Hull-White model to examine CVA, DVA and KVAUsed python to calculate XVA and find the importance of managing and hedging KVA for bank risk control

Beijing

Completed the declaration of public offering of fund and the preparation of product plans, specifications and reportsSummarized monthly the issuance and establishment of public offering productsAnalyzed the return on net value of the public offering of fund published monthly and updated the weekly reportsAchieved 2 feasibility analysis reports on the establishment of FOF and new energy industry theme mutual funds

Beijing

Developed the risk management system for Bank of Chongqing, aiming at the demand of computing daily Value at Risk (VaR)Completed the requirements of data and computational methods with pythonCompleted a measurement manual, a data dictionary and a product prototype design with Excel and Axure

Master Of Science - Ms, Financial Mathematics

Pass with Distinction

Bachelor Of Science - Bs, Financial Engineering, Gpa: 3.86/4.0

Activities and Societies: President, National Defense Knowledge Enthusiasts Association of USTBOrganized and coordinated the national.