Wancheng Wang Email & Phone Number

Toronto, Ontario, Canada

Toronto, Ontario, Canada

• Developed factor model to forecast future trend and performance of private asset and to measure potential market risk sensitivity.
• Researched on the effect of Environmental Social Governance factors and macroeconomic factors on Agriculture and Timber assets valuation.

Toronto, Canada Area

• Conducted research on four major factors impacting on the performance of Emerging Market Equity.
• Implemented Python model to actively select portfolios with low VaR and high sharpe ratio by generating trading signals.

Toronto, Canada Area

• Created Intraday Trading Risk Model with VBA and Python for daily market recap on Concentration Risk Reporting.
• Built reporting functionality on the dashboard and automated the risk reports to better monitor internal trading projects.
• Constructed factor research on usage of Repo Financing Strategies for Pension Fund.

Toronto, Ontario, Canada

• Investigated and simulated the formation of 2008 Financial Crisis in US and conducted analogy analysis on Canada.
• Established benchmarks database with related funds by SQL Server and analyzed the influence on systematic risk.
• Built the correlation model with Python and Power BI to better visualize trend on systematic risk.

Toronto, Ontario, Canada

Maintained Excel pivot tables and Visio for requirement analysis and planning of major department IT upgradesIdentified and dispatched issues to teams quickly throughout the department in real time using JIRA and Compliance

Shanghai City, China

Participated in designing quantitative trading strategies by building financial models using MATLABForecasted the stock price for 1000+ stocks; monitored the strategy performance; helped prepare weekly investment reports with a summary of the key takeaways

Master Of Financial Risk Management

Bachelor Of Mathematics, Financial Analysis And Risk Management, Computer Science Minor, Statistics Minor