Yong L.

About Yong L.

Quick to learn, catch problems and figure out solutions and detail-oriented.Hands-on skills of data science, statistical and econometric analysis.Strong theoretical knowledge and empirical experiences in trading strategies of portfolios indices, corporate and sovereign credit risk models, derivatives, equities.

Experience

1. Quant Analyst

   Bloomberg

   Oct 2010 — Present · New York, NY, US

   Design, build, test, maintain, upgrade, validate risk analytics and credit default risk models- Factor researches- Extensive experiences of data analysis, financial model design, model validation, back-tests, statistical and econometrical analysis- Option-pricing based structural models and reduced-form models to predict ex-ante credit events - Research on equity and bond market characteristics and market sentiment by region, country, sector - Indices and Portfolio Strategies- Develop forward-looking risk indices and construct the index portfolio strategies (long-only, short-only, or long-short strategy portfolios)- Back-test of investment strategies to beat the markets such as DJIA, HangSeng, STI - Technical back-up for Bloomberg-Barclays fixed income index team and PORT teams- Equity Valuation Models- Estimation of intrinsic equity values based on macro/industry-factor driven earning predictions- Data science- Analysis of economic and financial big datasets- Build models on prediction, classification, clustering by size, leverage, earnings, volatilities, and events (default, bankruptcy, credit rating changes)- Search of country, region, sector specific patterns - Processing macro/micro economic variables such as interest rates, foreign currencies and political risks

Education

• Stanford University

  Master of Science, Statistics

  2002 — 2004

• McGill University

  PhD, Finance

  2004 — 2010