csc学习计划外文修订版.docx

csc学习计划外文修订版.docx

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csc学习计划外文修订版

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IBMTstandardizationoffice【IBMT5AB-IBMT08-IBMT2C-ZZT18】

csc学习计划外文修订版

StudyPlan

MuyaoWang

1,Background

MajoredinFinance,Ireceivedtwoscholarshipsformasteringessentialskillsoffinancialanalysisandmathematicscalculation.Throughlearningmicroeconomics,marketingandsecurityinvestment,Iwasexposedtothebigpictureoffinancialmarkets.Thedemandingmathcoursesallowedmetoestablishaverysolidbackgroundinoptimizationandprobability,whicharefundamentaltoriskmanagement.Moreover,Skillslearnedfromthecoursesonstatisticsandeconometricshelpedmesucceedinfinancialriskmodeling.Inaddition,IwasfortuitoustohaveanopportunitytoconductresearchongrainyieldinHenanprovince.Thisresearchprogramenabledmetocollectdataefficientlyandutilizethemtomodifytheinformationsystemtofindthemostinfluentialfactor.

ParticipatinginoneintensiveexchangeprogramintheUSAadaptsmetoamulticulturalenvironmentandexpandsmyglobalperspective.AttheOklahomaStateUniversity,Iconfirmedmypassiononassetallocation,pricingmodel,riskmanagementandstockvaluationininvestmentclass.Themathematicsstatisticscourseandelementarystatisticsforbusinessandeconomicscoursetaughtmehowtoapplystatisticsinthefinancialindustry.Asthefewstudentwhoparticipatedonceinanexchangeprogram,Ifeelfortunatetocomeacrosswithdifferentpeopleandclassesinvariousenvironments,whichmakememoreconfidenttodealwiththestudyinUSA.

Notcontentwithsimplesimulationsintheschool,thereafterItookinternshipsinreal-worldcompanies.Haveaccumulateddiverseexperiencesindifferentareas,Ilearnedhowtoapplytheoryintorealwork,whichwilldogoodbenefitsinthisprogram.WorkinginthePost-loanManagementDepartmentatBankofIndustrial&CommercialBankofChina,Ideeplyrealizedtheextensiveapplicationoffinancialriskmanagementanditsimportanceaswell.Afterbeingexposedtorealworksituations,Igatheredmorepassiononfinanceandmastermoreskillstodealwiththegroupleaderforundergraduates,Iledagroupofsixstudentstoconductedmultiplelinearregressionstofilterandexploretheinfluencingfactors,whichsuppliedafirst-handexposuretothepowerofmathematicsmodels.Duringtheentireproject,Iusuallyencountereddifferentideasfromgroupmembers.Iembracedthemandoptimizedthemeritsofeachmemberbyputtinghim/hertotherightposition.

2,MychoiceofstudyinginUconnMSFRM

UConn’sStamfordcampusislocateddirectlydowntown,StamfordCounty,Connecticutisknownworldwideforbeinghometomanyoftheworldslargesthedgefunds.CompaniessuchasUBS,RBS,IBM,GEandBridgewaterresideinthearea.TheFinancialriskmanagementprogramthatisrankedthe#1financialriskmanagementprograminthe.byTheFinancialEngineer.Aboveall,theprofessionally-orientedprogramhighlightsboththetheoreticalknowledgeandthecutting-edgetechnologiesforsolvingrealfinancialriskmanagementproblems.Thewell-designedcoursescoveringstatisticalanalysis,

stochasticprocesses,estimationtechniquesandsoforthdefinitelyfitmytaste.Ithinkthesecoursesareparticularlybeneficialtomycareerprospects.Asidefromthetheorycurriculum,Ilookforwardtojoiningintheseminar-stylecourseswhereIcouldgetexposuretothecurrentpracticesandproviderealprojectexperience.Furthermore,Connecticut’sCenterforCareerServicewouldpavethewayformycareerthroughvariousservicesaswell.Allthesemerits,togetherwithConnecticutMSFRM’sworld-renownedfacultyandextensivealumninetworksinvariousfinancialinstitutions（bulgebracketbanks,assetmanagementfirms,hedgefunds,etc.）,wouldmaximizemychancesofbreakingintothehighlydevelopedfinancialindustry.Apartfromthewell-balancedcurriculum,thepracticumandseminarswillprovidemewiththeopportunitiestohaveexposuretocutting-edgetopics,honeproblemsolvingskillsanddevelopaprofessionalpresenceinacollaborativelearningenvironment.Theabilitytoinvestigatenewsworthycasesofcapstoneprojectsthroughtechnicaltoolsandfinancialriskmanagementmodelsenablemetohelpactualclientsmoreefficiently.Professionally,IreallyappreciatethepowerfulcommunityofConnecticut,whichcanprovidestudentswithrichcareerresourcesandalumninetworks.Specifically,withalocationinStamford,Connecticut,ConnecticutUniversitydefinitelyenjoysaconvenientaccesstothoseworld-leadingfinancialenterprises.Uconnschoolofbusiness’sworld-renownedfacultyandextensivealumninetworksinfinancialcommunitywouldalsopavethewayformycareer.

3,Myoveralleducationalgoal

Learningpurpose

TheprogramoftheMSFRMistoprovideanoutstandingprograminthedesign,development,andexecutionoffinancialriskmanagementstrategiesandsystems.ThroughcollaborationwiththefinancialservicesindustryintheStateofConnecticut,theprogramwillprovideaforumforinteractionofacademicsandpractitionerstofocusonthepracticeofcreatingeconomicvaluebymanagingexposuretorisk.Bylearningfinancialriskmanagement,IhopetoenhancemytechnicalskillandtonarrowthegapbetweenChinaandtheworld'smostadvancedfinancialriskmanagementinthisfiled.

Plan?

Thisprogramwillfocusonfinancialriskmanagement.:

ThecoursesintheprogramfallintofourcategoriesandIplantofinishin2years

FinancialMarkets

Onethreecreditcourseprovidesmeanoverviewoffinancialmarketswithintroductiontovariousfinancialinstrumentsandriskmanagement.

FinancialRiskModeling

Three3-creditcoursesprovidemathematicalandstatisticsbackground,coveringtopicssuchasdiscreteandcontinuousstochasticprocesses,stochasticcalculus,statisticalanalysisoffinancialdata,andtherelationbetweenstochasticprocessesandstochasticdifferentialequations.Thecoursesalsoprovideexposuretoabroadrangeofanalyticaltechniquesforassetvaluationandriskmanagement.

FinancialRiskManagement

Three3-creditcoursesprovideanopendiscussionofunderlyingtheoryofriskassessmentinassetvaluationandfinancialmarkets,andthemodelingandvaluationofcashflows.Theyfocusondevelopmentofestimationtechniquesforvaluation,measurementandmitigationofriskoffinancialsecuritiesincludingequityandfixedincomeassets（MBS,CMBS）,derivativesandexotics.

AppliedProjects

Theapplicationsareaincludesfour3-creditcourses:

twotraditionalcoursesandtwoseminar-stylecoursesthatofferpracticesandproviderealprojectexperience.Thetwotraditionalcoursesinthisareawillexposestudentstoaccountingandlegalissuesassociatedwithimplementationofinternalcontrolsystems.

Thefirstcourseonlegalissueswillprovidethemethenecessarybackgroundtoidentifyandanalyzethelegalandaccountingaspectsoffinancialriskmanagement.Legalaspectsincludecompliancewithregulationgoverningsecuritiestrading,disclosure,contractlawandthefiduciaryresponsibilityoffinancialinstitutions.

Theotherthreecourseswillbeprovidedinacaseformat.Severalmoduleswillbepresentedovertwosemesters,includingHedgeFundStrategies,EnterpriseRiskManagement,andDevelopment&ImplementationsofRiskManagementModels.

Tograduatefromtheprogram,Iplantofinishin2years.

：

Introductionto.CapitalMarkets;

FinancialInstitutions-ARiskManagementApproach

FinancialRiskModelingI

：

FinancialRiskManagementI-EquityMarkets

FinancialRiskModelingII

FinancialRiskManagementII-FixedIncomeMarkets

：

FinancialRiskModelingIII

Strategies&RiskManagementinAlternativeInvestmentsI

Legal&EthicalIssues

：

FinancialRiskManagementIII-AdvancedTopics

Strategies&RiskManagementinAlternativeInvestmentsII

Capstone

：

ExcelVisualBasicApplicationsinFinancialRisk

Management;FinancialProgrammingandModeling

AdvancedissuesinERM-AQuantApproach

4,CareerObjective

Ihavebeentrainedbythecountryformanyyears;andthereforeservingthegreatcountryisourduty.Intheshort-term,Iwishtobeariskanalystinabulgestate-ownedbank.ICBC）inChinawhereIcouldstepintotheburgeoningmarket.Risksidejobsteachpractitionershowtostaycomposedandrationalintheever-changingmarkets,andtheyhavebeenplayinganincreasinglycrucialrolesincethe2008financialcrisis.Moreover,IhavefoundthesejobsparticularlyintriguingeversinceIwentthroughsomerigorousprocessesofmeasuringrisksininternships.

Inthelong-run,Iwouldliketocombinemyexperienceandskillswithmyinterestinfinancialriskmanagement—andbecomechiefriskofficer.Since2010,quantitativeriskmanagementhasstartedtotakerootinChina,whichmeansfinancialmathematicswillhavebroadprospectsinthiscountry.Therefore,Iexpecttouseriskmanagementmethodstohelpcompanytoavoidriskbyusingquantitativetechnologies.

Allinall,IhavesparednoeffortstomeettherequirementsoftheCSC.Isincerelyhopeyoucouldoffermethescholarshiptopursueaspectacularcareerthroughthisworld-classprogramwithoutworryingtheissueofmoney.