Weilin Hao Email & Phone Number

中国上海

中国 上海

Built one-factor Hull-White model (an interest rate model) in VBA; calibrated model parameters, simulated term structure of interest rate for next year, which was adopted by a major clients’ risk weighted asset projectConducted comprehensive research independently on probability of default model and compared models from Moody’s and its major competitors, with the result presented to the sales teamPresented loss given default model and off-shelf credit risk products to potential clients on methodology, provide enterprise special risk solution, participated in 4 deals and facilitated 2 deals

Shanghai City, China

Monitored performance and exposure for daily trade, calculated beta and daily VaR based on historical data, directly communicated with managers on cash flows and key risk exposuresPrepared monthly market and strategy reviews of 50 portfolios, including performance attribution, identification and analysis of key risk factors; Conducted stress testing using Monte Carlo model under different scenarios Used Matlab to select 50 blue chips from CSI300 based on Rate of Return & Price Cash Flow Ratio, compared to corresponding CSI300 index income, formulated cash neutral strategies and presented to directors to facilitate investment decisionsResearched the spread between Future and Spot Index of CSI300, built GARCH Model in R which has great imitative effect of a significance value of 0.05, made interval prediction and published reports

Shanghai City, China

Draft 20% of final consulting report from detailed investigation, improve communication as well as logical thinkingConducted fundamental research on food testing equipment industry; analyzed 50+ third party research reports, collected major competitor’s financial data and segment market data, built top-down market modelsConducted in-depth research on food and beverage industry through hands-on exploration of various data sources, analyzed market demand, estimated market size. Presented to client and advised on development of new products

中国 上海

Visited Asset Management Company and Fund to make deposit agreement and underwriting businessCreated a new method to elucidate the product of “money butler”, which intends to give return of the money in the security account and sends as internal learning information. Used as interior learning material

Master’S Degree, Statistics

Bachelor'S Degree, Statistics

Honorable Mention for 2015 Mathematical Contest in Modeling, team leader of 3 Third Prize for 2013 National Undergraduate Statistical.

Exchange Programe, Statistics

Activities and Societies: Norrland Nation, International Student Nation