Yuca Gu, Cfa, Frm Email & Phone Number

Yuca is responsible for managing credit risk for insurance general account portfolio of $58B and builds analytical framework for asset allocation including intensive quantitative and qualitative research process by generating risk adjust return metrics and conducting peer analysis. She also performs annual stress testing using Fed CCAR scenarios.Before Voya, Yuca worked for Earnest Partner that is a long only institutional investment manager with AUM of over $25B. She was a voting member of equity investment portfolio in international and domestic equities across market caps and industries. She was also responsible for $500MM China H share and a China A share fund of $150MM including generating investment idea, liaising Chinese brokerage relationship and monitoring performance for allocation adjustment. She recommended buy/ sell investment ideas in both international and domestic equities in different industries and conducted fundamental investment research.Before her MBA, Yuca was a credit manager for Bank of America and HSBC in Shanghai, Hong Kong, Wuhan and Shenzhen. She was in charge of North and East China international trade loan portfolio at BofA and graduated from HSBC Banker Development Program in 2004.

Listed skills include Portfolio Management, Financial Analysis, Equities, Finance, and 10 others.

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  Vice President

  Voya Investment Management

  Jan 2015 - Present - Greater Atlanta Area

  Build analytical framework for asset allocation including intensive quantitative and qualitative research process by generating risk adjust return metrics.Manage general account portfolio by conducting peer analysis on key performance and risk metrics; perform annual stress testing using Fed CCAR scenarios; coordinate with actuaries for asset liability management.In charge of quarterly credit risk report highlighting single issuer risk, country risk, concentration risk and counterparty risk across different fixed income assets.Develop stress testing models and mange capital through metrics such as Economic Capital, Capital at Risk CaR, Earning at Risk EaR Risk Frontier, CreditEdge, Bloomberg, Eikon