Qi Yin is a skilled expert, that works in Société Générale as a Equity Market Risk since 2018. Qi gained professional experience in more than six positions at various companies. Qi Yin went to the Fordham University and was studying there from 2016 to 2018. New York, New York is the city, where this professional was known to be situated. The person's e-mail and phone can be accessed through this website by request.
Name variants:
Qi Yin
Contact Information
Last Update
Jul 12, 2022
Location
New York, NY
Company
Société Générale
Workplace
Equity Market Risk
Work History
Equity Market Risk
Monitored and managed risk metrics of equity derivatives across trading desks and provided analytical support
Developed VBA macros and Python script to monitor real-time risks on electroni...
Mar 2018 — Dec 2018
Quantitative Risk Officer
Performed Monte Carlo simulations based on diffusion models to analyze payoff of exotic products
Developed automated Python calculators for CVaR and EEPE as counterparty risk metrics on a ...
from Dec 2018
Frtb Fellowship
555 Theodore Fremd Ave SUITE A102, Rye, NY 10580
Priced path-dependent options (Asian, Barrier) using adjusted BS formula, Monte Carlo simulations and binomial trees and explored the vacillation of values under tree model
Conducted sensi...
Jun 2017 — Sep 2017
Research Assistant,Trading Assistant
Implemented quantitative risk modeling for futures and options trading margin, back tested in C#
Constructed an implied volatility surface for equity options
Sep 2015 — Oct 2015
Market Risk Analyst Intern
Assisted account managers in opening accounts and provided investment advice for clients about choosing stocks between the utility sector and the technology sector.
Researched market trend...
Aug 2014 — Sep 2014
Analyst Intern
Lead a team of three summer analysts and conducted cluster analysis of China real estate secondary market
Developed macros in Excel for data proofreading and cleaning and designed an API i...
Jun 2014 — Jul 2014
Education
2016 — 2018
2012 — 2016
Occupations
Executive
Chief Risk Officer
Chief Executive
Skills
C++
Matlab
Data Analysis
Visual Basic For Applications
Python
Interest Rate Modeling
Bloomberg
Team Leadership
Algorithm Trading
Risk Management
Fixed Income
FAQs about Qi Yin
What is the main profession of Qi Yin?
The expert is a Quantitative Risk Officer.
What jobs is Qi a professional at?
Qi Yin is proficient at Executive and Chief Risk Officer jobs.
Where does Qi Yin currently live?
New York, New York is the place where Qi Yin currently lives
How many companies did Qi Yin work at?
Qi Yin worked at six jobs.
Where has Qi Yin studied?
Qi studied at the Fordham University from 2016 to 2018.
What languages does Qi Yin speak?
Qi Yin speaks English.
What is the industry that Qi Yin is connected to?
This person works in Banking industry.
Are there any skills Qi Yin has?
This professional has skills in the following areas: C++, Matlab, Data Analysis, Visual Basic For Applications, Python, Interest Rate Modeling, Bloomberg, Team Leadership, Algorithm Trading, and Risk Management.