Nishang Guan

Experience

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  Bank of China

  Sept 2018 - Jan 2019

  Risk Management Intern
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  CFA Institute

  Sept 2019 - Feb 2020

  Quantitative Analysis of AAP

  • Analyzed the fair price of the equity by developing Discounted Cash Flow Valuation in Excel based on the data from Bloomberg, 10K, and 10Q.• Wrote a Python program to predict the price of the equity using Monte Carlo simulation.

• 

  North Carolina State University

  May 2020 - May 2021

  NC State’s Financial Mathematics Program is known for rigorous training in the core areas of probability, statistics, modeling, investment theory, stochastic processes, and economics. The depth of understanding prepares students to respond to today’s rapidly evolving, worldwide economic and financial landscape. During the 2-year program, students are encouraged to build on the core with a focus on areas such as business management, statistics, mathematics, or risk management. • Cleaned and transformed the Fannie Mae 24GB quarter-end mortgage data (06-17) and Macroeconomic (MEV) history.• Picked independent variables by univariate analysis and bivariate analysis.• Predicted Probability of default using the multinomial regression and competing risks method. • Backtesting and scenario analysis.

  • Master Student in Financial Mathematics Program

    Aug 2019 - May 2021

  • 2020 CECL Summer Project

    May 2020 - Aug 2020
• 

  FRG | Financial Risk Group

  Sept 2021 - Jan 2025

  • As the sole developer for the Real Estate and Auto Loan portfolios in a flagship implementation project (IFRS 9) for a leading Canadian financial institution, independently designed and implemented credit risk models, including PD, PP, LGD, ECL models, leveraging SAS, Golang, and SQL. • Achieved 100% timely project completion and full alignment with the model development team's results, contributing to the establishment of a standardized process for implementing models.• Simultaneously worked on a Value at Risk (VaR) analysis project for an energy client's portfolio, independently developing solution components based on client requirements, with minimal supervision from senior consultants. Show less • Implemented and monitored market risk models to support daily trading activities, enhancing risk management processes.• Developed, and stress tested credit risk models under the guidance of senior consultants, contributing to robust risk assessment frameworks. • Successfully implemented credit models for the RPOS portfolio as the sole developer, ensuring timely delivery and optimal performance, exceeding client expectations. Self-taught Golang programming language to meet client requirements.• Collaborated with a senior developer to rescue the Personal Loan (PL) portfolio project, addressing critical issues and ensuring on-time delivery, safeguarding the company’s reputation. Show less

  • Risk Consultant

    Jan 2025 - Jan 2025

  • Associate Consultant

    Jan 2024 - Dec 2024

  • Assistant Consultant

    Jan 2022 - Dec 2023

  • NEET Trainee

    Sept 2021 - Dec 2021