Saige Xie


Location

Guangzhou, China
Education
    New York University Tandon School of Engineering
    September, 2013 - May, 2015
    degree
    Master's
    majors
    Econometrics and Quantitative Economics
    Finance
    Mathematics
    coursework
    Financial Market: Investment Banking, Corporate Finance, Fixed Income Securities & Interest Rate, Financial Econometrics
    Risk Finance: Market Risk (VaR, Greeks), Credit Risk (PD, EAD, and LGD), Stress Test (Sensitivity/ Scenario Analysis), Risk Models (Parametric Normal, Historical Simulation, Monte Carlo Simulation), CCAR, Dodd-Frank Act
    Statistics: Linear Regression, Logistic Regression, Time Series, Principal Component Analysis, Bootstrap, Auto-regressive
    Jinan University
    University of Birmingham
Work Experience
    OmniMarkets
    Quantitative Analyst Intern
    March, 2016 - present
    company
    OmniMarkets
    title
    Quantitative Analyst Intern
    overview
    • Redesigned and rewrote the data cleaning code in C#, which improved efficiency of financial data cleaning and transformation. • Initial margin risk model validation by performing backtesting analysis on model results.
    The Highmore Group (Alternative Asset Management)
    Investment Research Intern
    August, 2015 - March, 2016
    PrimeAlpha.com
    Financial Data Analyst Intern
    June, 2015 - March, 2016
    Heron Bay Capital LLC
    Equity Research Intern
    September, 2015 - January, 2016
    eBay Inc
    Data Center (Base of saving customer data), BI and Financial Analyst Internship
    June, 2014 - August, 2014
    See 2 More
Fun Fact
I am good at many sports, such as table tennis, swimming and badminton.
Skills
Languages
ChineseEnglish
Technical skills
cc#matlabrsassqlvisual basic
Skills
AccessBloombergexcel vba
Leadership
    SAS Certified, Advanced Programmer for SAS 9