Rui Huang
Phone: (647) 862-2518 E-mail: rhuangfinance@gmail.com
Address: 5 O’shea Crescent, Toronto, ON M2J 2N4
HIGHLIGHT OF QUALIFICATIOINS
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Over 2 year capital markets and industry research experience in the biggest regional bank in China
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1 year experience in the corporate finance and business supporting area at a world leading FMCG
company
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Over 1 years experience in trading NYSE, NASDAQ stocks, large-volume index ETF, futures
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Strong analytical and financial modeling skills, great interests in financial markets, predictive
modeling, algorithmic trading, Machine learning and auto trading system
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Acquired knowledge in interest modeling, volatility modeling, prepayment model and mortgage
backed securities
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Excellent multi-task handling skills, detail oriented person , quick learner and self-starter
COMPUTER SKILLS
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Advanced programming skills in VBA, Matlab, R, SQL and C++
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Proficient in Excel, Word and PowerPoint, familiar with Bloomberg, Thomson, PC Bond, Oracle,
and FAME
WORK EXPERIENCE
Bank of Shanghai – Shanghai, China
Research Associate (Utilities)
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Gather economic, industry and corporate information, assist analysts in developing key factor
models, script tools and report templates
Periodically review and maintain analytical database, build automatic queries to facilitate the
data handling and management process.
Work closely with the team on special projects, help build performance analysis to indentify the
investment style and performance
SIAS Fund, Simon Fraser University - Vancouver, Canada
Analyst
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September 2005 – September 2006
Perform the credit and interest risk analysis for fixed income portfolios; communicate findings
and recommendations to the risk Officer and team members
Periodically checks on Market data, valuation parameters, whole portfolio’s risk metrics
Create and run database queries, designed report templates, performed data validation, exception
processing and security modeling to improve data coverage and to ensure accuracy
Deliver presentations to portfolio managers and provide assistance to other team members
PepsiCo Foods China – Shanghai, China
Financial Analyst
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March 2007 – August 2009
September 2004 – September 2005
Support a 3-member financial planning team managing corporate financial performance by
developing monthly corporate forecasts, the annual operating plan and three-year strategic plan,
prepare reports and presentations for the senior executives and parent company, PepsiCo Asia.
Rui Huang
Phone: (647) 862-2518 E-mail: rhuangfinance@gmail.com
Address: 5 O’shea Crescent, Toronto, ON M2J 2N4
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Support brand marketing teams making long range volume and pricing forecasts, assess market
opportunities for new products, create new products income statement and analyzed package
strategies
Help to manage PepsiCo’s manufacture and distribution system by analyzing material, labor and
transportation costs
Help sales team maintain information for the Great China national accounts, support sales group
managing promotional activities, performance analysis and division forecasts.
Provide supports to the conversion of company’s ERP system, communicate with both end user
and IT developer during the system implementing, customized, testing and user training period
EDUCATION
SIMON FRASER UNIVERSITY – Vancouver, Canada
September 2005 - September 2006
Master of Financial Risk Management – Overall GPA 3.8/4
Global Association of Risk Professionals – NJ, USA
N/A
Passed FRM
CFA Institution – VA, USA
N/A
Passed CFA level II exam
RESEARCH AREA AND OTHER EXPERIENCE
Independent Trader – Toronto, Canada
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Extracted actionable fundamentals from massive databases such as Yahoo Finance, Google
Finance and SEC filings, scraped and downloaded historical data and real time quotes from
websites and brokers proprietary API; originated, maintained a database and built interface
between data warehouse and testing platform using Matlab and mySQL.
Backtested trading ideas using historical fundamentals and price quotes, built proprietary semiauto algorithmic trading (technical based model, fundamental-based modeling, statistical
arbitrage) systems and peripheral functions (Strategy based on moving window frames and A.I.
algorithm) to monitor and verify ideas
Achieved cumulative return of nearly 60% with FX contributing a return of 15%
Final Project, Simon Fraser University - Vancouver Canada
Valuation of Mortgage Backed Securities
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September 2005 - September 2006
Thesis discussed various different methods (mainly closed form and simulation based) in
evaluating mortgage backed security
Illustrated how the fair value of the MBS is subject to the change in the assumptions of input
parameters and models(prepayment model and interest rate model)
Established a risk measurement and management framework for MBS
INTERESTS
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October 2009 – present
Playing cards, soccer, basketball, Go
Reading, hiking
References available upon request