Christopher Chane-Yook Email & Phone Number

Boston, Ma, Us

Quant and Qualitative ResearchJunior trader

New York, Ny, Us

CLO debt and equity tranches, pricing more than 4000 securities per day:- Lead daily evaluations with 20+ buy-/sell-side clients (with PMs and traders directly)- Detailed memorandum analysis for pricing of exotic tranches and non-disclosed trades- Credit analysis to price Equity tranche, total return / yield scenario analysis using Intex and leveraging IntexLink- Daily in-depth Loan and CLO primary and secondary market monitoringLed team of 15 people to revamp CLO debt pricing methodology and process to increase retention of clients representing 60% of the CLO division revenue:- Built BSL and MM CLO sector curves for each rating to improve our pricing quality- Revamped daily work procedure to increase analyst productivity, condensing a week’s work in a workday- Resulted in an overall reduction of client challenges by 50% and model accuracy improvement within 50 centsDeveloped new machine learning and quantitative models to drive business improvements, using Python, VBA, and SQL:- Successfully created and applied machine learning to price CLO debt, reducing workload from 1 week to half a day- Built machine learning model to assess relative equity tranches risk and provide investment suggestions to clientsClient relationship management for market context updates:- Weekly market discussions with 5+ Tier 1 PMs and Traders to exchange macro market views- Lead business development for prospecting and engaging with new clients including building an extensive network with European Collateral Managers starting from zero- Designed and delivered a new service to cross sell with the Private Equity client roster

London, United Kingdom, Gb

Performed evaluations of illiquid European ABS by developing and implementing new pricing model.- Developed a supervised machine learning pricing model using VBA and SQL to price European ABS; improved analysis quality and reduced BAU by 80%.- Simulated various cashflow scenarios on Intex using comparable and fundamental analysis for Structured Products.- Led team to design pricing methodologies and built the pricing service offering for the Chinese ABS market; resulted in new annual revenue stream of $50K within the company.- Performed researches to forecast future prepayment on UK RMBS sector by establishing a dataset to identify patterns, generating additional $36K annual revenue flow from buy-side clients.

London, United Kingdom, Gb

Reduced operational risk through automation to ensure accuracy and efficiency of Global Bond Pricing.- Analyzed different inputs from various sources to create composite curves and prices for daily pricing of European and Emerging Market, Investment Grade, High Yield and Convertible Bonds.- Identified technical and process improvements to enhance efficiency by automating manual jobs (VBA and SQL).

Paris - La Défense Cedex, Fr

Optimized funds daily short-term cash management and liquidity. - Led initiative of weekly cash management process for all Lyxor funds, consolidating prime broker accounts which resulted in 50% less time. - Enhanced and streamlined overdraft process using VBA, saving 80% of time.

- Produced top-down macro and company-specific analysis for the portfolio manager and the investment committees.- Provided CDS iTraxx analysis to the Cross-Asset Portfolio management team to expand their investment scope.- Created, automated and improved monitoring and analytical tools using VBA.

Paris, Île-De-France, Fr

- Analyzed fixed income data and produced analytics to value risk.

Paris, Fr

- Conducted in-depth financial analysis, modeled the cashflows and produced a credit rating for small, mid and large cap companies.

Master Ii, Financial Markets, Trading & Risk Management

Master I, Economics And Financial Engineering

Bachelor'S Degree, Economics