Yaoqing Yang
Vice President at Citi
- Role
- Vice President at Citi
- Location
- Los Angeles, CA, US
- LinkedIn followers
- 500 followers
About Yaoqing Yang
Specialties • Quantitative research skills in equities, fixed income products, and…
Experience
Vice President
Oct 2016 — Present
Developed the CCAR/DFAST stress loss models for Citibank international unsecured products including credit cards and ready credit• Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team• Validate/recalibrate all models annually to incorporate latest data• Deliver comprehensive model documentation
Education
Penn State University
Bachelor’s Degree, Supply Chain Management; Industrial Engineering
2009 — 2013
University of California, Los Angeles
Master’s Degree, Master in Financial Engineering
2014 — 2015
Skills
- Microsoft Powerpoint
- Investments
- Microsoft Word
- Portfolio Management
- Data Analysis
- Data Streaming
- Quantitative Research
- Microsoft Office
- Financial Analysis
- R
- Powerpoint
- C++
- Corporate Finance
- Microsoft Excel
- Bloomberg
- Java
- Research
- Matlab
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