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    Yan Zhichao John CV

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    John Mathias
    Zhichao Yan is a Master of Finance student at Princeton University with previous experience at Goldman Sachs, Credit Suisse, and MSD Capital. He has a B.Sc. in Finance and Statistics from NYU Stern School of Business with honors and relevant coursework including stochastic calculus, fixed income modeling, and time series analysis.

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    Yan Zhichao John CV

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    John Mathias
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    Zhichao Yan is a Master of Finance student at Princeton University with previous experience at Goldman Sachs, Credit Suisse, and MSD Capital. He has a B.Sc. in Finance and Statistics from NYU Stern School of Business with honors and relevant coursework including stochastic calculus, fixed income modeling, and time series analysis.

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    Zhichao Yan is a Master of Finance student at Princeton University with previous experience at Goldman Sachs, Credit Suisse, and MSD Capital. He has a B.Sc. in Finance and Statistics from NYU Stern School of Business with honors and relevant coursework including stochastic calculus, fixed income modeling, and time series analysis.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    172 views1 page

    Yan Zhichao John CV

    Uploaded by

    John Mathias
    Zhichao Yan is a Master of Finance student at Princeton University with previous experience at Goldman Sachs, Credit Suisse, and MSD Capital. He has a B.Sc. in Finance and Statistics from NYU Stern School of Business with honors and relevant coursework including stochastic calculus, fixed income modeling, and time series analysis.

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    of 1

    ZHICHAO (JOHN) YAN

    zyan@princeton.edu | 26 Prospect Avenue, Princeton NJ 08540 | (510) 590-1989

    EDUCATION
    Expected, 2015

    May 2013

    EXPERIENCE
    Summer 2014

    Princeton University, Bendheim Center for Finance


    Princeton, NJ
    Master in Finance
    Courses: Stochastic Calculus, Fixed Income Modeling, Time Series Analysis, Options and Futures
    New York University, Stern School of Business
    New York, NY
    B.Sc. in Finance, B.Sc. in Statistics, Minor in Mathematics
    4.00/4.00 Majors GPA, 3.94/4.00 Cumulative GPA, Summa Cum Laude, Stern Honors Program
    Goldman Sachs Group, Inc.
    Summer Analyst, Equity Volatility Trading and Asia Macro Trading

    Summer 2012

    Hong Kong, HK

    Built an options dispersion trade calculator for major Asia ex Japan indices
    Studied intraday volatilities on different indices and proposed an intraday hedging strategy
    Created a simulator to test trade ideas on the upcoming mainland China options market
    Incorporated day weights in major currency pairs volatility term structures construction
    Received a full-time offer at the end of the summer internship

    Credit Suisse Group, AG


    Summer Analyst, Equity Research

    New York, NY

    Assisted the team on its coverage on Duke Energy (NYSE:DUK):


    o Built models and wrote a detailed research report including an investment thesis on DUK
    Analyzed regulated utilities industry data with various macroeconomic factors:
    o Applied time series analysis methods to detrend 30+ years of power demand data
    o Studied multicollinearities and correlations of the multivariate regression on macro factors

    Summer 2011

    MSD Capital, LP
    Summer Analyst, Partnership Investment Group

    New York, NY

    Wrote synopses and analyses on unusual economic events related to the Chinese capital market
    e.g.:
    Evaluated
    existing fund mangers performances through a comprehensive analysis:
    o Modeled portfolio managers returns against benchmark indices to measure implied alpha
    Developed a comprehensive report comparing 12 different value-strategy hedge funds in China

    Winter 2010

    Federal Reserve Bank of New York


    Research Assistant, Financial Intermediation Group

    New York, NY

    Compiled a database of dollar denominated assets from 600+ domestic and international banks
    Coded econometrics and statistical packages to aggregate and analyze raw data
    Matched 1,200+ domestic and foreign banks RSSD numbers with LPC and provided a base for
    comparisons on banks dollar lending behaviors before and during the financial crisis

    ACADEMICS
    Fall 2012

    New York University, Stern School of Business


    Teaching Assistant, Futures and Options

    New York, NY

    Graded assignments for 50+ students individual portfolios of derivatives


    Led review sessions on various topics including forwards, futures and options

    ADDITIONAL

    Computer Skills: Bloomberg, EViews, MS Office, VBA, R, Matlab, Python, C++


    Languages: native proficiency in Chinese (mandarin), elementary proficiency in Spanish
    Interests: skydiving, chess, skiing, brush painting, acoustic guitar, soccer

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