Jingyi Xiao Email & Phone Number

Montreal, Qc, Ca

Montreal, Quebec, Canada

Montreal, Quebec, Canada

Toronto, Ontario, Canada

• Fine-tune and optimize COBI pricing model parameters and decrease model error with BlackRock LQD ETF baskets• Explore the new data product, Euroclear LiquidityDrive, that scores the liquidity of 460,000 fixed income instruments; investigate how to apply the data elements to improve the precision of COBI liquidity model• Convert financial research models from R to Python; backtest bond pricing models in 200-issuer baskets in the Python environment

Beijing City, China

• Coordinated DFL Project branch construction in 14 cities within China, and forecasted profitability for 6 DFL products and 16,800 contracts from 2019 to 2028 (prospective total income up to 60 million CAD)• Intensively discussed and collaborated with DFL Project stakeholders to streamline the project, including mutually developing 3 tax avoidance scenarios, envisioning possible difficulties, and supporting evaluation of business case• Modeled a new user-friendly pricing tool that can self-judge product category and automatically yield simulated margin• Maintained the database for 45 corporate projects and the Procurement Order database of 117 projects• Automated the reporting process of digitalization projects via VBA (boosted data collection efficiency by 300%)• Improved the product-pricing tool by splitting up tax from cashflows to make pricing result more consistent with accounting bookkeeping; consolidated differing calculation methodologies of products to optimize Excel template

Beijing City, China

• Edited and updated information on Credit Debt Weekly; programmed VBA template in Excel that short-ened the length of time spent writing for Weekly by at least 3 hours• Wrote 20 convertible bond research reports which detailed expected valuation for the convertible bond and forecasted issuing price• Analyzed company financial statements based on bond custody volume of various financial institutions

Beijing City, China

• Discovered 3% asset fraud (of 150M dollars) through auditing vouchers and assets of partner company• Sorted and analyzed 50+ annual audit, foreign exchange, and tax audit archives

Master Of Science - Ms, Data Science And Business Analytics

Activities and Societies: • Awarded Entrance Scholarship for excellent academic record (2019) • trained in Deep Learning, Statistical.

Bachelor Of Science - Bs, Banking, Corporate, Finance, And Securities Law, 88.61/100

Activities and Societies: • Outstanding Undergraduate Thesis • Junior & Senior Year: 94/100, ranked top 3 in class • Awarded Aesthetic.

Exchange Student, Finance, General, 17/20

Activities and Societies: • Received training for Bloomberg Terminals (obtained BMC certificate) • Practiced with ARGUS software pricing.