Yini Yang Email & Phone Number

Focusing on ABS research at MSCI, together with CLOs and other non-agency securitized products.Models built:Auto Loan ABS dynamic modelCredit Card ABS dynamic modelStudent Loan ABS dynamic modelCLO copula model (in pipeline) Intex data loading infrastructurePublications:Feb 2022: US ABS: Strong Bounce Back, Uneven Performancehttps://www.msci.com/www/blog-posts/us-abs-strong-bounce-back/03004974146Jan 2022: Auto ABS Loan-Level Data: Improved Risk Analysis. The journal of structured finance.https://jsf.pm-research.com/content/early/2022/01/04/jsf.2022.1.130June 2021: What Can Loan-Level Data Reveal About US Auto-Loan ABS?https://www.msci.com/www/blog-posts/what-can-loan-level-data-reveal/02555329046Jan 2021: COVID Stimulus Helped Resilience of US ABShttps://www.msci.com/www/blog-posts/covid-stimulus-helped/02297638613June 2020: Consumer ABS: Recovering from Coronavirus?https://www.msci.com/www/blog-posts/consumer-abs-recovering-from/01919308305May 2020: Can AI Model the Complexities of MBS Prepayment?https://www.msci.com/www/blog-posts/can-ai-model-the-complexities/01852578911May 2020: Consumer ABS under coronavirus in the US and Chinahttps://www.msci.com/www/blog-posts/consumer-abs-under-coronavirus/01805138078Apr 2020: Could coronavirus lead to default contagion in CLOshttps://www.msci.com/www/blog-posts/could-coronavirus-lead-to/01756325441Mar 2020: How coronavirus could hurt Chinese consumer ABShttps://www.msci.com/www/blog-posts/how-coronavirus-could-hurt/01748420324Jan 2020: Trade deal broadened access to China’s nonperforming loanshttps://www.msci.com/www/blog-posts/trade-deal-broadened-access-to/01695014835Nov 2019: A default wave for Chinese consumer ABS?https://www.msci.com/www/blog-posts/a-default-wave-for-chinese/01644858673Mar 2019: Are Subprime Auto Loans at a Tipping Point?https://www.msci.com/www/blog-posts/are-subprime-auto-loans-at-a/01271628132Skills:10+ years Intex Subroutine development experienceEfficient C++/Python programmerCertified Financial Risk Manager (FRM)Other:NAHA (National Association for Holistic Aromatherapy) certified professional (level II) aromatherapistCoursera Deep Learning series certificate

Listed skills include Quantitative Analytics and Quantitative Finance.