Haonan (Harry) Yang

Haonan (Harry) Yang Email and Phone Number

Consultant in Financial Risk Management @ KPMG China
hong kong, central and western district, hong kong
Haonan (Harry) Yang's Location
Shanghai, China, China
About Haonan (Harry) Yang

Haonan (Harry) Yang is a Consultant in Financial Risk Management at KPMG China.

Haonan (Harry) Yang's Current Company Details
KPMG China

Kpmg China

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Consultant in Financial Risk Management
hong kong, central and western district, hong kong
Employees:
4889
Haonan (Harry) Yang Work Experience Details
  • Kpmg China
    Frm Consultant
    Kpmg China Jun 2021 - Present
    Shanghai, China
    • Model Validation: Validated client’s model valuation results and sensitivity results for bonds, spots, forwards, swaps, futures, IRS, CCS, CDS, TRS, swaptions, interest rate cap and floor, European options, American options, Asian options, digital options, touch options, barrier options, autocall, range accrual, and other products;• Profit and Loss Attribution: According to the client's business development, utilized the revaluation method and sensitivity method to analyze the profit and loss attribution of bonds, FX swaps, IRS, CCS, FX European options, PM swaps, PM futures, etc;• Risk Measurement: Calculated the VaR value of financial products using historical simulation, parametric method, and Monte Carlo simulation, and calculated the ES value, conditional VaR, marginal VaR, and incremental VaR for products with VaR calculated by historical simulation, as well as performed back-testing calculations;• Stress Test: Set up stress scenarios by using the historical simulation method, quartile method, and expert scenario method to conduct a stress test on clients' existing positions, and complete a stress test analysis report based on the results of the stress test combined with relevant macro data and market data;• Limit Management: Evaluated and analyzed the client's existing limit management system and mode, optimized the setup of limit levels and types, limit monitoring and reporting, handling process of limit breaking, limit measurement method, etc;• Capital Measurement: According to the client's business development and Basel III capital measurement requirements, utilized FRTB standard method and simplified standard method to complete market risk capital measurement;• System Design: Assisted the client in designing different parts of the market risk management system, like the Limit Management Module, Abnormal Trading Behavior Management Module, and Investment Strategy Management Module, and participated in the system implementation process.
  • Columbia University Center For Buildings, Infrastructure And Public Space (Cbips)
    Graduate Research Fellow
    Columbia University Center For Buildings, Infrastructure And Public Space (Cbips) Feb 2020 - Aug 2022
    New York City Metropolitan Area
    Focused on Data Visualization • Integrated 100K water quality data (PH, conductivity, turbidity, and other 4 indicators) with Python for NYC Department of Environmental Protection• Established Random Forest and Boosting Algorithm models to predict a certain water sample indicator based on the training set with 100K data and the testing set with 32K data
  • Beijing Urban Construction Investment& Development Co., Ltd.
    Project Management Intern
    Beijing Urban Construction Investment& Development Co., Ltd. Jul 2018 - Aug 2018
    Beijing City, China
    • Created schedules about concrete pouring for slabs and sharing walls in Beijing government affordable housing project and made a construction acceleration plan to deal with schedule delay caused by rainy season with Primavera P6 software application• Reviewed and analyzed Contractor’s Critical Path Method Progress Schedules on various community-building construction contracts• Controlled and revised the cost estimation of grouting seal beneath an about 65000 m 2 building area foundation• Completed the quality inspection of concrete strength and steel rebar connection to ensure that the concrete and steel engineering quality conforms to the building aseismic design code

Haonan (Harry) Yang Education Details

Frequently Asked Questions about Haonan (Harry) Yang

What company does Haonan (Harry) Yang work for?

Haonan (Harry) Yang works for Kpmg China

What is Haonan (Harry) Yang's role at the current company?

Haonan (Harry) Yang's current role is Consultant in Financial Risk Management.

What schools did Haonan (Harry) Yang attend?

Haonan (Harry) Yang attended Columbia University In The City Of New York, University Of Science And Technology Beijing.

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