Lin Xu Email & Phone Number
Who is Lin Xu? Overview
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Lin Xu is listed as Senior Risk Analyst at Alberta Investment Management Corporation (AIMCo), a company with 511 employees, based in Toronto, Ontario, Canada. AeroLeads shows a matched LinkedIn profile for Lin Xu.
Lin Xu previously worked as Senior Analyst, Investment Risk at Cpp Investments and Manager, Trade Floor Risk Management at Scotiabank. Lin Xu holds Master'S Degree, Financial Risk Management from University Of Toronto - Rotman School Of Management.
Email format at Alberta Investment Management Corporation (AIMCo)
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About Lin Xu
• Advanced user of R, Python, Matlab, C#, VBA, and SQL; proficient at Excel, PowerPoint, Outlook and Bloomberg• Extensive experience in VaR, Back-testing, Sensitivity Analysis, Stress Testing, Simulation and Risk Modeling• Team player, strong problem-solving skills and communication skills under pressure in a fast-paced environment
Listed skills include Quantitative Analytics, Matlab, Investment Strategies, Data Analysis, and 3 others.
Lin Xu's current company
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Lin Xu work experience
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Senior Analyst, Investment Risk
Manager, Trade Floor Risk Management
Research Intern, Portfolio Construction
- Research Intern at Portfolio Construction Group
- Conducted research on equity tail risk by collecting data from Bloomberg, identified equity drawdowns from qualitative (economic rationale) and quantitative (statistics distributions) perspectives
- Developed a static multi-currency basket from G10 currencies to provide more cost-effective risk mitigation in equity tail events than a single currency basket (USD alone), built the static currency model in Python.
- Constructed a dynamic multi-currency basket to improve risk efficiency by incorporating rolling window and price momentum strategy in Python
- Conducted sensitivity analysis by adjusting weight of currency basket on the equity and size of rolling window, and conducted back testing on dynamic multi-currency basket, which provides more than 20% protection of.
Quantitative Analyst
- Analyzed the residual stock in an A-Shares market with long-term no report from 2005 to 2016 by applying statistical methods in R; tested ‘stock with long-term no report’ could be a factor for real alpha in an A-Shares.
- Evaluated five indexes’ (SSE50, CSI100, CSI300, CSI500 and CSI800) from return, liquidity and risk perspectives and analyzed each index’s historical data in Excel; found CSI500 as underlying index for RQFII ETF in Europe
Margin Trading Intern
- Consulted with clients to determine their financial needs and discussed financial planning options; collaborated with the supervisor to achieve and exceed organizational goals by 10%
- Conducted research on trading rules for main-board market and second-board market; presented reports for customers to provide supplementary trading strategies
Colleagues at Alberta Investment Management Corporation (AIMCo)
Other employees you can reach at aimco.ca. View company contacts for 511 employees →
Deepak Baral
Colleague at Alberta Investment Management Corporation (Aimco)Edmonton, Alberta, Canada, Canada
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Leah Kirtio
Colleague at Alberta Investment Management Corporation (Aimco)Edmonton, Alberta, Canada, Canada
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Karen Ng
Colleague at Alberta Investment Management Corporation (Aimco)Edmonton, Alberta, Canada, Canada
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Anik Génier
Colleague at Alberta Investment Management Corporation (Aimco)Greater Ottawa Metropolitan Area, Canada
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Frank Xiong
Colleague at Alberta Investment Management Corporation (Aimco)Edmonton, Alberta, Canada, Canada
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Ruizhe (Kolly) Guo
Colleague at Alberta Investment Management Corporation (Aimco)London, England, United Kingdom, United Kingdom
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Ross Palmer, Cfa Caia
Colleague at Alberta Investment Management Corporation (Aimco)Edmonton, Alberta, Canada, Canada
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JC
Jasdeep Cheema, Cpa
Colleague at Alberta Investment Management Corporation (Aimco)Canada, Canada
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BR
Boglarka Rati
Colleague at Alberta Investment Management Corporation (Aimco)Luxembourg, Luxembourg
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Austin Labossiere, Cfa
Colleague at Alberta Investment Management Corporation (Aimco)Edmonton, Alberta, Canada, Canada
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Lin Xu education
Master'S Degree, Financial Risk Management
Bachelor Of Science (B.Sc.), Mathematics Application In Economics And Finance; Statistics
Frequently asked questions about Lin Xu
Quick answers generated from the profile data available on this page.
What company does Lin Xu work for?
Lin Xu works for Alberta Investment Management Corporation (AIMCo).
What is Lin Xu's role at Alberta Investment Management Corporation (AIMCo)?
Lin Xu is listed as Senior Risk Analyst at Alberta Investment Management Corporation (AIMCo).
Where is Lin Xu based?
Lin Xu is based in Toronto, Ontario, Canada while working with Alberta Investment Management Corporation (AIMCo).
What companies has Lin Xu worked for?
Lin Xu has worked for Alberta Investment Management Corporation (Aimco), Cpp Investments, Scotiabank, Optrust, and 建信基金.
Who are Lin Xu's colleagues at Alberta Investment Management Corporation (AIMCo)?
Lin Xu's colleagues at Alberta Investment Management Corporation (AIMCo) include Deepak Baral, Leah Kirtio, Karen Ng, Anik Génier, and Frank Xiong.
How can I contact Lin Xu?
You can use AeroLeads to view verified contact signals for Lin Xu at Alberta Investment Management Corporation (AIMCo), including work email, phone, and LinkedIn data when available.
What schools did Lin Xu attend?
Lin Xu holds Master'S Degree, Financial Risk Management from University Of Toronto - Rotman School Of Management.
What skills is Lin Xu known for?
Lin Xu is listed with skills including Quantitative Analytics, Matlab, Investment Strategies, Data Analysis, Python, R, and Teamwork.
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