kevin dai

group strategic analytics | capital planning | chief information officer asset management

About

Solid financial background in risk management, CCAR, Stress Testing, loan valuation models, statistical modeling and SAS programming. As a quick learner and energetic team player, I am interested in building a career in quantitative analysis, risk management, fixed income, structured finance and other related fields Specialties: SAS, C/C++, VBA, Moody's Credit Cycle, Bloomberg, Matlab, R Certified FRM CFA level 2 candidate Foundations of Banking Risk Program certification, GARP

Country

united states

City

new york

Industry

investment banking

Skill

sas, risk management, bloomberg, matlab, r, analytics, statistics, microsoft excel, c++, vba, visual basic for applications, prepayment, python, python

Experience

group strategic analytics | capital planning | chief information officer asset management

deutsche bank

operation division

goldman sachs

2012-10 - 2012-10 · 1 mo

* Representative from Georgia Institute of Technology * Worked on operation function and resolved loopholes by cooperating and exchanging ideas with leaders from industry * Networking, skill building and dialogue as GS convene student leaders from universities around the country for Goldman Sachs Leadership Symposium * Built relationship with other representatives

avp, model development at treasury department

regions bank

2014-7 - 2016-7 · 2 yrs 1 mo

* Develop Mortgage Prepayment and Loan Valuation models * Build Non Maturity Deposit cohort analysis and behavior models * Deposit Rate Elasticity (i.e. deposit beta and decay) research * Credit loss forecasting models: * o Residential Mortgage * o HELOC * o Credit Card * o Auto Loan

data metrics analytic intern

manheim

2012-5 - 2012-8 · 4 mos

Financial Planning and Analysis

financial reporting analyst

national council for social security fund, people's republic of china

2010-1 - 2010-3 · 3 mos

Largest Pension Fund in China, with Asset Under Management over 800 Billion RMB.

Education

columbia business school

business

georgia institute of technology

finance

2011-1 - 2012-1 · 1 yr 1 mo

central university of finance and economics

mathematics

2007-1 - 2011-1 · 4 yrs 1 mo

columbia business school

consulting

2010-1 - 2011-1 · 1 yr 1 mo

Merit Scholarship Winner Activities and Societies: 1. Take lectures and seminars from faculties in Columbia Business School 2. Join company visit to JP Morgan, CITI Bank, Bloomberg and IBM 3. Take panel discussion with professionals from Wall Street including Goldman Sachs, JP Morgan and UBS