Yu Peng

Yu Peng is a highly adaptable, and detailed oriented individual. She has developed exceptional written communication skills, through academic projects and work experience. With a strong background in quantitaive analysis, Yu is actively seeking opportunities to apply her skill set.

Experience

Financial Co., Ltd., China
Data Analyst Intern, Aug. 2022 - Nov. 2022

• Calculated price-weighted, equally weighted & value weighted share price indices of multiple companies in the open stock market & visualize the results in Excel and R.
• Computed standard deviation & coefficient of variation for each company chosen in the portfolio, & the correlation coefficients between share return to determine which companies to be combined as a portfolio.
• Constructed the Treynor-Black, Sharpe & Jensen model of data to test the performance of the portfolio.
• Employed time series models in R to calculate the VaR of various investment portfolios over one year.
• Assisted in the analysis & visualization of stock trading data at the firm’s trading floor.

PwC, Management & Consulting, China
Summer Intern, Jul. 2021 - Aug. 2021

• Collected materials about personal information protection & performed preliminary analysis.
• Contributed to the cooperation project with Everbright Bank & assisted in formulating consulting plan.
• Assisted in conducting customer status research.
• Compiled relevant documents.

Taikang Insurance Group Inc., China
Quantitative Analyst Intern, May 2021 - Jul. 2021

• Created two-dimensional survival function to account for the statistical correlation between the two spouses’ survivals; estimated the unknown parameters using Bayesian approach, maximum likelihood estimation, & Markov chain Monte Carlo simulation.

Skills

• Technical: C/C++, Java, Python,
• MATLAB, R, SAS, MySQL, AXIS
• Bloomberg, Wind, LaTeX, PyCharm
• Eclipse, IntelliJ, Git, Tableau
• Microsoft 365

Professional Certificates & Awards

• 2019 National Scholarship
• UofT Mississauga Honor Roll: 2019-20