Bin Jin Email & Phone Number

New York, NY, US

香港特别行政区

We founded Tongyu Technology in 2016，and now it is a leading financial technology provider in Asia, focusing on derivative trading and portfolio management.

Greater New York City Area

Valuation Review Group

美国

Greater New York City Area

• Performed the valuation for a large European Bank’s portfolio including interest rate, equity, commodity and credit derivatives, involving data extraction, model implementation by C++ programming, parameter.
• Conducted quantitative analysis of a large FX and Equity derivative portfolio for a major US investment bank, including examining the appropriation of carry trade strategies by back-testing, P/L breakdown based on.
• Constructed VBA pricing models combined with INTEX for a major US insurance company’s regulatory portfolio, focusing on the valuation of RMBS deals from different European countries by analyzing large pools of mortgage.
• Developed the online analytic tool (with C++ programming) for a major US derivative clearinghouse to calculate VAR of different fixed income portfolios by using historical simulation
• Conducted a set of risk analytics designed to examine the potential hedge effectiveness of three derivatives which was designed to partially offset the key market risks of a convertible bond
• Portfolio allocation for a multi-billion fund with investment in hedge funds and fix income products

Optimized the underlying portfolio of $200M by asset using Markowitz method and attribution analysisPerformed due diligence on target hedge funds, interviewed with fund managers to understand the investment process and portfolio rationaleGenerated analysis reports for hedge funds employing different strategies, highlighting return to risk ratio, drawdown.

Developed a statistical arbitrage equity trading strategy based on Support Vector Machine Model, which achieved 4% average monthly returnLearned trading disciplines and habits from portfolio managers, risk managers, and industry veterans through seminars, workshops, and networking events

the Chicago portion of the SFTI trading network by using network analysis methods, providing communications infrastructure to 17 of the 20 largest securities firms in the worldDesigned a statistical algorithm to analyze transaction infrastructure, and gained insights on the network fail-over scenarios by applying Gaussian Copula Model

Developed C++ analysis tools for VIX options pricing and related Greeks values by applying Heston modelStudied the dynamics of volatility skews inherent in VIX options with respect to strike, moneyness, and time to maturity by regressing historical options pricing dataDeveloped a dynamic VIX options delta hedging strategy using VIX futures with Monte Carlo.

Ms, Financial Engineering

Bachelor Of Science, Mathematics

Bachelor Of Science, Mathematics

Master Of Science, Operations Research

Course: Security Pricing Models, Credit Derivatives Modeling, International Capital Market,Quantitative Methods in Commodities, Corporate.

Master Of Science, Operations Research

Course: Security Pricing Models, Credit Derivatives Modeling, International Capital Market, Quantitative Methods in Commodities, Corporate.