MENGYUAN LI

limengyy@gmail.com https://www.linkedin.com/in/mengyuan-li (202) 826-3987

EDUCATION
JOHNS HOPKINS UNIVERSITY
Master of Science in Finance

07/15
08/16

RENMIN UNIVERSITY OF CHINA

Bachelor of Science in Finance
Bachelor of Science in Mathematics

09/11
06/15

PROGRAMMING AND COMPUTING SKILLS

Extensive experience/exposure/coursework C++, Python, VBA

C++, VBA, Stata, Eviews, Bloomberg, Excel, Access, PowerPoint

FINANCIAL EXPERIENCE
THE WORLD BANK GROUP, Washington, DC
04/16
Consultant, Capital Market Department of Treasury
Present
Calculated the SDR currency amounts in new basket according to IMF instructions
Compared different types of INR/USD zero coupon swaps and figured out the best for IBRD
Constructed time-series of IBRD funding cost
Assisted the Structures Trading and Swap Trading for plain vanillas
Conducted researches of investors and press release for green bonds
HONGYUAN SECURITIES, Beijing, China
10/14
Analyst, Risk Management Department
01/15
Tested the internal pricing system of overnight interest rate swaps with data from the Chinese financial markets
Built a pricing model of Credit Risk Mitigation Products, a mutation of Credit Default Swaps
Designed a process with dynamic hedging to reduce the short-term volatility risk with SHCOMP Index
Produced a daily risk report for senior members review
Monitored risk for ongoing financing projects
CHINA INVESTMENT CORPORATION, Beijing, China
06/14
Analyst, Asset Allocation and Strategic Research Department
08/14
Proposed research findings about the impact of long-term assets and value-investment on diversification and portfolio
returns
Conducted fundamental research on asset allocation in the emerging markets with statistical models
Evaluated the proposals from the investment teams for the Investment Committee; organized more than 25 conferences
of investment committee meetings to discuss current target companies and investment opportunities
Compiled daily summary of financial market movements and built a VBA model to automate this process
CHINA INTERNATIONAL CAPITAL CORPORATION LIMITED, Beijing, China
07/13
Analyst, Investment Banking Department
09/13
Drafted due diligence reports on various cases, covering pharmaceutical, biotechnology and utility sectors
Wrote up research reports on the supply and treatment chain and potential risks for a pharmaceutical company
Collaborated with law firms and clients on the information inconformity and updated essential information

AWARDS
Excellent Leadership Scholarship (Top 5%)

09/13

RESEARCH EXPERIENCE
RENMIN UNIVERSITY OF CHINA, Beijing, China
04/14
Research Assistant, School of Finance
12/14
Assessed turnover and capital budgets of firms under stress scenarios with econometrical models
Analyzed the Chinese equity markets through practical techniques, such as separation of control and ownership

ACTIVITIES AND INTERESTS

Team Leader, Li &Fung. Group Youth Leadership Forum, Hong Kong
President of Culture Department of Student Union
Tennis, Guitar, Film Directing

LANGUAGES (IF SPACE AVAILABLE)

Chinese (native speaker), English (proficient)