XIAOYU (RICO) FU

1925 70th Street, Brooklyn, NY 11204

Tel: (347) 393-2244, Email: xf96e9fe@westpost.net
NEW YORK UNIVERSITY New York, NY
Polytechnic Institute
Master of Financial Engineering (Applied Math), May 2010
* Core Courses: Black Swan and Risk Management, Credit Derivatives, Mortgage-bac
ked Securities, Fixed Income, Financial Statement Analysis, Econometric, Stochas
tic Calculus, Numerical Simulation Technique, Optimization in Finance.
* Member, Graduate Financial Risk Management Association
SHANGHAI UNIVERSITY Shanghai, China
Bachelor of Science, Mathematics, June 2008.
* Core Courses: Probability and Statistic, Calculus Analysis, Differential Equat
ion, Algebra, Operations Research, C, Algorithm & Data Structure, Oracle & MySQL
, Matlab.
* Received recognition for Outstanding Graduation Thesis, given to top 10% of st
udents.
* Co-Founder and President of Kernel Studio, a student-organized, for-profit app
lication design organization.
BEYONDBOND, INC. New York, NY
Quantitative Analyst
* Generated securitization calculator and analyzed mortgage-related products usi
ng Excel.
* Worked with Quant Head and senior analyst to debug and fix the analytic platfo
rm via VBA.
* Built over 50 GNMA REMIC/CMO deals. Reviewed transaction Term Sheet and Prospe
ctus.
* Performed varying economic scenario modeling, break-even analysis and weighted
average life and duration analysis covering various underlying asset.
* Intensive researched on Agency-CMO market and produced monthly report.
* Prepared quarterly Spread Rate and Cap Rate Research of US Real Estate Market.
Summer Intern
* Performed quantitative analysis of mortgage-related market, utilizing company'
s real estate analytical suites.
* Used company risk management platform FI-STARTM to research the bonds portfoli
o.
* Updated and managed PowerPoint marketing presentations for Senior Analysts and
Sales.
DX SECURITIES Shanghai, China
Summer Analyst
* Prepared detailed thematic and industry-based research and created presentatio
n.
* Followed up on stocks to recommend best option to the potential client.
MBS Analysis and Fixed Income Portfolio Management
* Utilized Yield Book to analyze bonds portfolio.
* Wrote Investor's report on current market trend with recommendation.
Numerical Research on American Option Implied volatility
* Code and debug a VBA function for American equity put option.
* Implement the Secant Method & Crank Nicholson method.
DCF Valuation of Equity Securities
* Using Excel, conducted DCF and P/E valuation model and comparable analysis.
* Analyzed financial report and market to identify current and long-term corpora
te trends.
* CFA Level II Candidate
* Languages: Mandarin(Native), Shanghai Dialect (Native)
* Computer Skills include Excel, VBA, Bloomberg, Yield Book, INTEX, C, E-views,
Matlab.