Fei Yan, Cbv, Cfa, Frm Email & Phone Number

Toronto

Toronto, Canada Area

• Develop quantitative models, select and apply independent market data, and provide independent end-to-end valuations covering exotic equity, interest rate, foreign exchange, commodity, credit, fixed income, mortgage.
• Perform valuation of corporate financing package, exotic employee equity compensation, long term business hedging and strategies for corporate clients
• Engage in various consulting projects including model vetting and validation, internal audit, risk advisory, and financial instruments valuation for various mid to large sized financial institutions
• Manage internal and external relationship while assisting the team with valuation discrepancies discussion and resolution with clients and their auditors
• Coach and develop a team of 10+ quantitative analysts and managers

Toronto, Canada Area

Toronto, Canada Area

• Provide independent oversight of structural interest rate, structural foreign exchange rate, and investment portfolio risks for bank's asset-liability and funding management
• Initiate, implement, and maintain appropriate market risk framework, limits, controls, and policies
• Analyze and monitor the hedging, funding and investment strategies and activities
• Provide support to securities valuations, model development, and risk calculations

Toronto

• Independently validate, calibrate and test structured equity derivatives pricing and risk measurement models (options, swaps, and other exotic equity return-based derivatives)
• Communicate and work with front office in agreeing with model limitations, conditions, restrictions on the use of the model and parameterization specifications
• Work closely with Market Risk and Global Valuations on providing tools and risk estimates

Toronto, Canada Area

Master Of Science, Financial Mathematics

Honours Bachelor Of Mathematics, Business Administration/Mathematics: Finance Option

Graduate with Distinction Renee Descartes Academic Scholarships