Kelly  Yu

Kelly Yu Email and Phone Number

Senior Data Analyst, Product Risk Compliance @ PIMCO
United States
Kelly Yu's Location
San Jose, California, United States, United States
About Kelly Yu

Be proficient in Python and statistical packages to conduct large-scale data analysis. Has hands-on experience in automating reporting and enhancing ETL workflow. A good team player who works well with people from different backgrounds and a fast thinker who can offer quick solutions to meet others' needs. With a Master's degree in Quantitative Finance (STEM) at UCLA which helped me develop advanced quantitative skills, such as A/B testing, statistical modeling, and EDA.

Kelly Yu's Current Company Details
PIMCO

Pimco

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Senior Data Analyst, Product Risk Compliance
United States
Website:
pimco.com
Employees:
4234
Kelly Yu Work Experience Details
  • Pimco
    Senior Data Analyst, Product Risk Compliance
    Pimco
    United States
  • Ey
    Senior Data Scientist, Credit Product Compliance
    Ey Nov 2023 - Present
    London, Gb
    Utilized complex SQL queries to assess the credit rating and expected loss of $100 billion in credit card-backed products, driving a 50% optimization in transaction processes through statistical benchmarking against existing portfolios
  • Bloomberg
    Quantitative Project Summer Researcher
    Bloomberg Jun 2022 - Aug 2022
    New York, Ny, Us
    Developed a quantitative model to capture the VIX spike using statistical Monte Carlo simulation, time series analysis, and Python, generating a model with a correlation of 60% of actual and simulated data
  • Worldquant
    Data Scientist, Quantitative Researcher
    Worldquant Apr 2019 - Oct 2019
    Old Greenwich, Ct, Us
    Analyzed large data sets to build predictive equity price models, resulting in data-driven buy/sell recommendations
  • Coinful Capital Fund
    Data Scientist, Quantitative Researcher
    Coinful Capital Fund Mar 2018 - Dec 2018
    George Town, Grand Cayman, , Ky
    Engineered a PostgreSQL database by developing complex SQL queries and integrating APIs, expanding data availability by 2X and enabling deeper trading strategy research of a fintech firm
  • Taipei Fubon
    Fx Quantitative Researcher, Pricing And Payment
    Taipei Fubon Jul 2012 - Feb 2018
    Developed advanced FX pricing models using statistical interpolation techniques, optimizing exchange rate competitiveness and driving a 10% increase in customer retention, along with a 16% boost in cross-border transaction

Kelly Yu Education Details

  • Ucla Anderson School Of Management
    Ucla Anderson School Of Management
    Financial Engineering
  • National Taiwan University
    National Taiwan University
    Political Sciences

Frequently Asked Questions about Kelly Yu

What company does Kelly Yu work for?

Kelly Yu works for Pimco

What is Kelly Yu's role at the current company?

Kelly Yu's current role is Senior Data Analyst, Product Risk Compliance.

What schools did Kelly Yu attend?

Kelly Yu attended Ucla Anderson School Of Management, National Taiwan University.

Who are Kelly Yu's colleagues?

Kelly Yu's colleagues are Andy Toussaint, Andrew Olding, John Tsang, Gwen He, Olivia Caponecchi, Steven Pogorelec, Kemi Akinlotan.

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