Evans Yi
Senior Risk Analyst @TD
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WORK HISTORY
Senior Risk Analyst @TD
Toronto, ON, CA
EDUCATION
Schulich School of Business - York University
Master of Business Administration - MBA
York University
Bachelor of Arts with Specialized Honours
ABOUT EVANS YI
An MBA specializing in Financial Risk Management & Finance recently graduated from the Schulich School of Business. Currently working for TD bank as a Senior Risk Analyst. •Knowledgeable and experienced with credit risk model development and variables evaluation methods ( i.e, Univariate Analysis, 4M Analysis, 5C Analysis) •Capable of gathering data through financial APIs, manipulating stock data, modelling value at risk (VaR), generating historical simulation (HS), testing hypotheses by using Python •Proficient in building different types of models (AR, ARIMA, OLS, etc.), diagnosing and backtesting trading strategies with Machine Learning Concepts by using Statesmodels, TensorFlow (Python) and BigQuery Machine Learning (SQL) on Google Cloud Platform(GCP) •Knowledgeable and experienced with Python, R and SAS, SQL and Tableau •Expertise in spreadsheet software like EXCEL, Google Sheets GitHub: https://github.com/EvansYI Previous projects: •Developed a Risk Rating Model for IPRE (Income-Producing Real Estate)(Tools: SAS Excel) •Evaluated ARIMA & Regression Model for ETF to predict its price movement (Tools: Python Tableau) •Developed and created a market-neutral portfolio in a market risk-hedging strategy by using Excel and SAS. •Conceived and constructed a Low-Volatility portfolio with standard deviation and beta approach by leading and collaborating with teammates.
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