Yuling Tang Email & Phone Number

New York, United States

United States

• Derivative Valuation: Developed and implemented models to perform valuation of major bank clients’ financial derivatives and structured notes, covering interest rate, inflation, foreign exchange, credit, equity and commodity sectors • Model Validation: Assessed major bank clients’ model development and validation documentation in support for external audit purpose. The models include pricing models, credit risk models, ongoing monitoring and PnL reports.• SIMM Model Testing: Performed pricing tests, sensitivity analysis and benchmarking for client’s convertible bond pricing models for SIMM calculation and documented the results• OCS and CVA Testing: Tested clients’ models for own credit spread (OCS) curves used in calculation of credit valuation adjustment.• LIBOR Transition: Conducted research on LIBOR transition and rebuilt teams’ internal data process and models to accommodate the risk-free rate (RFR) discounting• Data Automation: Developed VBA code to generate summary files for team members. Developed code and cmd programs for market data parsing and client data preprocess

Boise, Idaho Area

• Database: Managed internal SQL database of security and account data. Built data ETLs to migrate client investment accounting data into the system and conduct reconciliation• Client Support: Assisted insurance company clients solve issues regarding investment performance measures and compliance

Beijing City, China

• Project Management: Managed the project of private equity investment in two high-tech companies. Conducted due diligence. Researched on computer vision industry and presented the results at the project meeting. Built macros that greatly improved the efficiency of post-investment risk control process

Master'S Degree, Financial Engineering

Bachelor'S Degree, Accounting And Finance