Yating Xu Email & Phone Number

Greater Boston Area

Greater Boston Area

Greater Boston Area

• Revised SQL functions to realize the automation of multiple parameters such as capital ratios, three month Libor rate and categories of swaps; wrote stored procedure for swap calculation
• Streamlined SQL codes to redesign the Net Interest Margin (NIM) reports to incorporate historical series and business trend analyses at multiple reporting levels
• Assisted with the testing, validation, and production of enhanced NIM reports with excel and PowerPivot
• Updated and improved documentation on NIM reports, including methodology, requirements, and process flows of Bullet, Amortizing, Floating and Option advances
• Reconciled the input and output of the NIM reports to the General Ledger and other internal database

Shanghai City, China

• Calibrated and updated Risk models (PD, LGD and EAD) needed for estimation of capital required under Basel III and European Central Bank
• Conducted stress testing and backtesting to assess the stability and robustness of the model
• Performed sums, validation and cross-validations rules and configured transmission
• Reviewed the code documentation to ensure the proper model implementation
• Analyzed financial statements of active investments and performed competitive analysis of the risks and suitability of the third party solution with a combination of R, C++ and SQL
• Developed and updated supportive models for liquidity risk. Applied an ARMA model on deposits with macroeconomic exogenous variables

Shanghai City, China

• Constructed portfolios and consulted clients regarding investment and managing risk, including insurance, fixed incomes,trust funds, gold investment and other financial products, and allocation to various investment.
• Recommended fund investment to clients based on analysis such as VAR method, bringing them steady profits over several months
• Led the financial product sales team to increase sales by 25% within 2 months.
• Assisted in creating the financial statement for the accounting manager
• Made overseas wire transfer and foreign currency declaration.
• Awarded 7 “Spiritual Compliment Cards” by our bank, rare for the employees who have worked for fewer than 3 years

Shanghai City, China

• Developed expertise using SAP with regards both to maintenance and emergency measures.
• Gained knowledge and insight pertaining to the whole process of accounting, cost accounting, financial reports (completing financial reports from a former employee).
• Assisted Senior Analytical Controller in creating the budget for each department, collaborating with various department heads within the company.

Shanghai City, China

• Acquired a breadth of knowledge of laws and regulations concerning real estate administration.
• Assisted in dealing with a famous case of building collapse and reconciled disputes between the government and the masses

Master In Mathematical Finance, Financial Mathematics, 1St Year

Bachelor Of Economics, Econometrics And Quantitative Economics, 3.4

Finance And Consulting

Education record