Daiwen Yang Email & Phone Number

Toronto, Ontario, Canada

Toronto, Ontario, Canada

• Valued derivatives and complex financial instruments using advanced quantitative techniques like Monte-Carlo simulation, binomial lattice model, stochastic and regression models
• Specialized in creating valuation models via financial engineering for a broad spectrum of structured/synthetic derivatives, including Equity, Fixed Income, FX, and Commodity
• Experienced in handling extensive datasets using platforms like Capital IQ and Bloomberg, coupled with proficiency in financial modeling tools like Crystal Ball, FINCAD and VBA
• Compiled and presented memoranda and reports summarizing findings and recommendations on derivatives valuation, delivering clear and impactful communications to clients

Toronto, Ontario, Canada

• Supported team in migrating extensive sinking funds data to a new internal database utilizing Microsoft SQL, ensuring data integrity and system efficiency
• Developed and implemented scripts using Microsoft SQL Server to align asset and payment information accurately
• Produced monthly financial reports from the GFB Access Database using Visual Basic; enhanced process efficiency by creating Python automation scripts for result validation
• Demonstrated commitment to professional growth by collaborating with internal leaders and experienced colleagues to gain insights into key business processes

Toronto, Ontario, Canada

• Developed and maintained monthly Credit Models and Methodology (CMM) Enterprise Model Risk Management (EMRM) dashboard in Tableau to make resource allocation decisions
• Enhanced the Loss Given Default (LGD) Override Report to better identify override instances within Wholesale and Commercial client segments
• Designed Advanced Internal Ratings-Based (AIRB) Wholesale quarterly monitoring dashboards in Tableau, enabling senior management to spot trends and breaches in PD, LGD, UGD, and EAD while providing detailed client and.
• Gained expertise in credit risk modeling using SAS and Python; conducted governance reviews and checklist assessments utilizing industry whitepapers

Toronto, Ontario, Canada

• Leveraged proficiency in MS Access and SQL queries to extract and aggregate financial data from internal database; built ESN Daily and Loans and Acceptances dashboards
• Automated reporting processes using Excel functions and Macros, and created the 2022 Peer Analysis Report featuring visual analytics and commentary
• Contributed to production of Q4 Quarter-End Enterprise Risk Report and Annual Report for 2021
• Developed weekly reports and the 2022 Credit Outlook Deck by using MS Excel, SQL Teradata, and MS PowerPoint

Toronto, Ontario, Canada

• Supported Program Data Analytics Unit, Operational Finance Branch and Ministry of Children, Community and Social Services by extracting and analyzing financial data
• Aggregated and realigned monthly funding data to construct 2021 fiscal year funding database using MS Excel Power Query
• Utilized Pandas and Geopandas Python libraries to generate geographical coordinates and perform spatial joins, analyzing the data with R, MS Excel, and VBA
• Built dashboards and key data reports in MS Power BI and Tableau to provide critical data insights to senior management

Beijing City, China

Master'S Degree, Mathematical Finance

Bachelor'S Degree, Financial Analysis And Risk Management & Statistics, 88%

Graduate with Dean‘s Honours (Cumulative Average at least 87%)