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.
• 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.
• 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.

Master'S Degree, Financial Engineering

Bachelor'S Degree, Accounting And Finance