Yu Yang
Credit Risk Analyst @J.P. Morgan Private Bank
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WORK HISTORY
Credit Risk Analyst @J.P. Morgan Private Bank
Evaluate credit, market, and liquidity risks of securities (equities, bonds, structured products, mutual funds, hedge funds), calculating lending values for collaterals to facilitate deal making for private bank clients.2. Assess and assign derivative margins (options, swaps, swaptions) by analyzing the payout structures and underlying volatility to protect banking exposure from default risk.3. Oversee the private bank’s Mortgage portfolio, ensuring hedge coverage remains robust through regular monitoring of sensitivities in multiple stress scenarios.4. Collaborate with cross-functional teams (risk management, middle office, front office) to effectively manage credit exposures and support informed decision-making.5. Initiate short stock requirement by analyzing 25-year historical data with statistics and quantitative techniques plus macro-economy factors, presenting risk analyses to senior management, highlighting key findings and recommending mitigation strategies.6. Conduct market and macroeconomic research to analyze economic indicators, interest rates, and global market trends that inform risk exposures and investment decisions.
EDUCATION
National Dong Hwa University (NDHU)
Bachelor of Business Administration - BBA, Finance, General
University of Maryland - Robert H. Smith School of Business
Master of Science - MS, Quantitative Finance
University of Maryland
Master of Science - MS, Quantitative Finance
ABOUT YU YANG
Extremely motivated to constantly develop my skills and grow professionally! I\'m…
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