Chenyao Yuan

Investment Risk Intern @Marlin Equity Partners

Los Angeles, CA, US

Conducted multi-asset portfolio performance attribution by calculating YTD excess return vs. benchmark (60% MSCI World / 40% Global Aggregate) and applying BrinsonFachler attribution (allocation, selection, interaction); identified regional allocation and U.S. equity selection as primary return drivers, explaining >80 bps of active return• Automated reporting pipeline in Python (pandas/NumPy) with day-weighted trade adjustments and Power BI visualization, reducing turnaround time from 2 days to <6 hours and improving accuracy• Performed risk decomposition and stress testing (beta, sector concentration, FX exposures); proposed hedging/diversification actions that reduced currency VaR by 20%, lowered tracking error from 2.3% to 1.8%, and improved Sharpe ratio from 0.82 to 0.95 in backtests.• Developed interactive dashboards (Power BI) to deliver attribution and risk reports, and visualized emerging market exposures and benchmark-relative sensitivities, supporting portfolio managers’ risk oversight and portfolio review discussions

Questrom School of Business, Boston University

Bachelor's degree

Columbia University

Master of Science - MS