Yufeng Tang
Mortgage Structured Products Modeling-Bloomberg
- Role
- Mortgage Quantitative Model Developer at Bloomberg
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Yufeng Tang
Quantitative modeling & research, risk & analytics for Securitized Products.* Profession in MBS quantitative predictive model development, implementation; bond pricing, risk and analytics (NonAgency RMBS, GSE Agency Credit, NonAgency CMBS, Home Price Appreciation). Familiar with fixed income financial instruments and derivatives modeling, pricing, risk and analytics.* Expert in large scale data analysis for mortgage and other fixed income related data and analytical solution, such like CoreLogic, Loan Performance, Trepp, Intex, Haver, PPR(CoStar), Moody’s and Bloomberg.* Solid background of statistical analysis and modeling (regression, predictive model, survival analysis, time series, machine learning methodologies, simulation etc.), profession in credit risk model, loss/severity model development.* Expert in data munging and analysis for large scale data, familiar with numerical method, programming algorithm.* Strong programming skills in C/C++, Perl, Python, 1010data, Linux script and database development (SQL Server, Oracle). Working experience in C#(DevExpress, TibcoEMS/RV messaging)/ VBA. Proficiency in Unix/Linux/Windows platform.* Excellent and hands-on experience in statistics packages like SAS, R and Matlab.* Experience with model validation and documentation. Familiar with CCAR stress testing under different Fed scenarios.* Front office experience with external clients, trading desk, strategy research and technology teams. Creative, initiative and enjoy challenging jobs.* SAS advanced certificates. FINRA series 7 and 63.
Experience
Mortgage Quantitative Model Developer
Aug 2016 — Present · New York, NY, US
Skills
- Vba
- Business Intelligence
- Data Mining
- Matlab
- Perl
- Olap
- Statistical Modeling
- Time Series Analysis
- Sas
- Bloomberg
- Risk Management
- Financial Modeling
- Quantitative Analytics
- C#
- Market Research
- Python
- Statistics
- Mbs
- C++
- Predictive Modeling
- Derivatives
- R
- Sql
- Linux
- Quantitative Finance
- Securitization
- Fixed Income
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