Lukai (Tim) Yuan Email & Phone Number

Canada

Toronto, Ontario, Canada

Total Fund & Investment Risk

Toronto, Ontario, Canada

• Incorporated loan identifier (LXID) in Risk system to incorporate positions under Global Credit portfolios, providing fixing turnaround overnight instead of seeing multiple-day discrepancies.• Designed XML (EagleML) to automate data warehousing for private market funds, enhancing data efficiency and data quality for performance composites and IRR analytics.• Reverse-engineered erroneous security information created by incorrect data orchestration and mapping. Oversaw support team in performing root-cause analysis and executing resolutions.• Conducted daily, monthly and quarterly reports to facilitate downstream reporting both to internal and external teams, e.g. Risk, Performance, Investment Operations, Compliance and Client Relationship Management.• Integrated Chinese offshore (CNH) investments from valuation and accounting system into Front Office portfolio management system, resolving a 2-year security discrepancy in emerging market portfolio.• Provided operations and data warehousing support into medium enhancements and projects, including Over-the-Counter (OTC) Collateral, Pooling Asset Transfer, loan position (LXID) onboarding and Total Return Swap (TRS).

Greater Toronto Area, Canada

• Investigation on previous pricing algorithms and anomalies in R. Designed data validation procedures to increase integrity by 40%. Streamlined analysis report by automating SAS data extraction and boosted runtime by 200%.• Conceived and executed an interactive web application using R (leafgl) to visualize sales distribution on the Toronto regional map. Improved web-page design, banding and tooltips to enhance intuitive appeals and usability.

Markham, Ontario, Canada

• Collaborated closely with the pricing team to validate and fine-tune premium competitiveness algorithms in SAS, resulting in a 30% increase in accuracy of sales competitiveness estimations.• Proposed new rating algorithms that favoured lower-rated tenants by scrutinizing historical sales and performance data in SAS. Generated a monthly to aid future rate change tracking.• Conducted reviews on agency purchases of third-party reports using SAS EG to detect instances of improper usage. Proposed a monthly comprehensive monitoring system to agency managers, leading to a 45% reduction in report misuse.

Waterloo, Ontario, Canada

• Created a view in SQL Server to migrate legacy Access database for live-to-date ultimate metrics using stored procedures and functions in SQL Server. Improved data virtualization by both graphical and data summary in Excel.• Constructed pivot tables to improve data analysis capabilities and to show assumptions and formulas behind month-end measures. Demonstrated data processing and screening procedure in pivot tables for selection and reviews.• Created parallel data table in SQL Server for calculating month-end IBNR measures. Used VBA in Excel to improve algorithm efficiency with automated process and increased data processing speed by 65%.• Helped organizing Special Projects team’s Christmas in-person meetup in Toronto Office by ordering lunch and preparing team games.

Bachelor Of Arts - Ba, Financial Analysis And Risk Management, 3.9/4

High School Diploma