Shuyu Fan
Sales and Trading Associate @Morgan Stanley
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WORK HISTORY
Sales and Trading Associate @Morgan Stanley
New York, NY, US
Idea Generation:Pitched interest rates options trade ideas weekly with macro focus and RV metricsBrainstormed hedging strategies for corporate clients for optimizing risk event protection and hedging scheduleConstructed innovative trading packages with exotic rates derivatives such as total return swaps on stripsDeveloped multivariate linear regression model on swap spreads across tenors and identified RV ideas weeklyBuilt Excel and Python based screeners tracking rates strategies to support the rates franchise Ran pricing and regulatory capital inquiries for structured derivativesStrategy Backtesting:Built original backtesting methodologies from scratch using Bloomberg, Excel and Python for multiple projects with both linear and non-linear rates productsConstructed trade packages such as PCA-weighted flies, backtested performance and analyzed P&L attributionsImproved client hedging strategies by simulating trade package performance under various regimes
EDUCATION
Duke University
Bachelor of Science - BS, Statistics & Political Science
Hangzhou Foreign Languages School
High School, High School/Secondary Diplomas and Certificates
ABOUT SHUYU FAN
Global Market Strategy Associate at Deutsche Bank
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