Zihan (Derrick) Wang, CQF
Credit Algo Trading Strat @ Morgan Stanley
About
I with excellent analytical and quantitative ability strengthened through courses in mathematics, statistics, computer science, and finance. Passionate about improving personal performance and looking forward to applying analytical skills to the Quantitative Researcher or Trader roles. Process comprehensive analytical and programming skills. Able to thrive in a fast-working environment. Please feel free to reach me at wzihan943761@gmail.com.
United States
Cambridge
Financial Services
Quantification, Quantitative Finance, Microsoft Excel, Visual Basic for Applications (VBA), Data Analysis, Analytical Skills, Object-Oriented Programming (OOP), Python (Programming Language), Java, Chinese, English, Software Design Patterns, SAS, R, FRM, Financial Risk Management, Machine Learning
Experience
Credit Algo Trading Strat
Morgan Stanley
New York, United States
Fixed Income Strats Summer Associate
Morgan Stanley
New York, United States
Quantitative Risk Analyst
TD
Toronto, Ontario, Canada
Model Management and Analytics Team Rotation Key Achievements: - Evaluated discriminatory power of a two-stage(XGBoost and LSTM) Machine Learning model predicting monthly recovery rates of charged-off customers within a 60-month timeframe. - Measured Machine Learning model stability with PSI, SHAP value, Feature Rank metrics and designed risk model report development; facilitated teams to investigate shift of variable distribution and feature importance. - Performed stress testing of PD/EAD models under three different economic simulations to determine model risk under stressful environment; validated models' assumptions are satisfied and results are within expected range. - Initiated project to improve team's IT infrastructure; integrated VBA, Access database legacy process to SAS platform and identified key areas for enhancement.
Research Assistant
RiskLab
As research assistant at RiskLab, I was responsible for conducting qualitative as well as quantitative research for the impact of ESG on Chinese A-SHARE Market over Covid-19. Key Achievements: - Analyzed ESG impact on Chinese A-share market by utilizing Random Forest and LightGBM models and designing GridSearch to tune hyperparameters; summarized ESG provides insignificant insights on stock returns.
Education
Massachusetts Institute of Technology
Financial Engineering
Financial Engineering Concentration Relevant Courses: Advanced Math for Financial Engineering, Machine Learning, Financial Engineering
University of Toronto
Mathematical Application in Economics and Finance Specialist, Computer Science Major
Zihan (Derrick) Wang, CQF's Contact Information
Phone
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