Tianxin Luo
Market Risk Intern
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About
Build investment portfolios tailored to clients' risk profiles using Value at Risk, expected shortfall and risk-adjusted returns metrics. Utilized historical simulation and Monte Carlo methods to compute portfolio VaR across various confidence levels, and conducted stress testing under macroeconomic shock scenarios.
Developed
Python scripts to automate the portfolio rebalancing process based on real-time market data and updated risk constraints, reducing manual workload by 50%. Delivered summary reports and dashboards highlighting risk exposures, asset allocation shifts, and sensitivity to market factors using Python (visulization) and Excel.
Experience
Market Risk Intern - AIG Insurance - Remote
(2025-06 - 2025-07)
- Build investment portfolios tailored to clients' risk profiles using Value at Risk, expected shortfall and risk-adjusted returns metrics. Utilized historical simulation and Monte Carlo methods to compute portfolio VaR across various confidence levels, and conducted stress testing under macroeconomic shock scenarios.
- Developed Python scripts to automate the portfolio rebalancing process based on real-time market data and updated risk constraints, reducing manual workload by 50%.
- Delivered summary reports and dashboards highlighting risk exposures, asset allocation shifts, and sensitivity to market factors using Python (visulization) and Excel.
Accounting Intern - Star Tax & Accounting - Queens, NY
(2024-01 - 2024-04)
- Assisted with preparing income statements and ensured accurate classification of revenue and expenses.
- Supported client tax filings by analyzing financial statements and verifying documentation.
Founder - AB&J International INC - New York, NY
(2020-08 - 2021-10)
- Founded and managed a PPE distribution company during the COVID-19 pandemic to address urgent supply shortages. Built distribution channels by leveraging personal networks.
- Conducted customer segmentation analysis using sales and geographic data to identify high-demand demographics and optimize marketing efforts. Discovered that healthcare clinics and wholesale distributors in California was the most responsive segments,and then successfully fulfilled an order of 5,000 isolation gowns for clients in California.
Education
Bachelor of Science - Financial Math - Baruch College/Weissman School/CUNY (2021-09 - 2026-12)
Associate in Arts - Business Administration - Queensborough Community College/CUNY (2019-01 - 2021-05)
