Zhiyong Yan

About Zhiyong Yan

Active Jop Target: Quantitative finance / Risk Management / Data AnalysisEmail: w••••••••@gmail.comSummaryMotivated M.S. C. – Financial Mathematics with undergraduate degree in Business Japanese having GPA of no less than 3.88 throughout educational career, successfully delivered and conducted projects on Financial Analysis, Derivate Pricing, Machine Learning and Options Valuation. Dynamic team-player recognized for fostering long-term professional relationships with team members. Currently seeking progressive role in Financial Services industry within domain of Financial Risk Management, Quantitative Analysis.FinanceHave a clear understanding of financial risk management and modeling practices. Possess both knowledge of P area like statistics models(Garchs, EWMA etc), Monte Carlo Simulation and Stochastic Process, and Q-area like asset pricing, interest rate models and volatility models.ProgrammingBe able to utilize high-level programming languages (Mostly Python, C#, VBA and R, some MATLAB SQL, and Basics of C++) and Bloomberg terminal to analyze financial risk problems. Machine LearningPassionate on machine learning algorithms and be able to use deep learning neural network to achieve some Graphic Recognize.CharacteristicsSelf-motivated and able to maintain good working relationship with colleagues.Energetic and can function in a fast-paced work environment as well as prioritize a busy and varied workload with little or no close supervision.

Experience

1. Senior Quantitative Engineer

   dv01

   Apr 2021 — Present

   Developed \"Deal Studio\": Engineered a highly flexible structuring tool from scratch that replaces traditional, rigid Excel-based reporting and early-stage structuring of financial products. This tool empowers analysts and traditional financial institutions with enhanced flexibility and efficiency. Built the complete front-end, back-end, infrastructure, CI/CD pipelines, databases, and cloud services using Scala, Python, and TypeScript.Enhanced Cashflows Engine: Implemented new features and maintained a high-flexibility cashflows engine, ensuring robust performance and scalability.Automated Credit Facility Reporting: Spearheaded the automation and digitization of Credit Facility Borrowing Base reporting, eliminating the high-risk, manual Excel processes with innovative solutions using TypeScript and Python.

Education

• University of Connecticut-Stamford

  Master, Financial Mathematics

  2016 — 2018

• University of International Business and Economics

  Bachelor’s Degree, Finance

  2012 — 2016

Skills

• Microsoft Excel
• Deep Learning
• Matlab
• Python
• Microsoft Word
• Machine Learning
• Microsoft Powerpoint
• Frm Level I
• Leadership
• Research
• C#
• R
• Financial Engineering
• Financial Risk Management
• Japanese
• Data Analysis
• Cfa Level I
• Korean
• Mysql
• Financial Mathematics
• Microsoft Office
• Visual Basic for Applications (Vba)
• Asset-Backed Security (Abs)
• C++
• Adobe Photoshop