Chao Yang Email & Phone Number
Associate Director, Quantitative Analyst @ Westpac Institutional Bank
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Chao Yang Location
- Sydney, NSW, AU
Chao Yang Work
- Associate Director, Quantitative Analyst @ (June 2025 - Present)
- Quantitative Analyst @ (June 2024 - May 2025)
- Manager, Clearing Risk Quantitative Methodologies @ (July 2023 - May 2024)
- Senior Quantitative Analyst @ (November 2021 - June 2023)
- Financial Trader @ (August 2019 - September 2021)
- Quantitative Analyst @ (August 2017 - July 2019)
- Senior Quantitative Analyst @ (June 2015 - July 2017)
- Manager, Quantitative Analytics @ (July 2012 - June 2015)
- Quantitative Analyst @ (October 2011 - June 2012)
- Tutor @ (March 2008 - May 2011)
Chao Yang Education
- University of Melbourne
Doctor of Philosophy - PhD (Financial Mathematics)
2008-2012 - University of Melbourne
Master of Commerce (Finance) (Finance)
2007-2007 - University of Melbourne
Bachelor of Commerce (Honours) (Actuarial Science)
2003-2006
Chao Yang Skills
- C#
- Commodity Markets
- Copula
- Counterparty Risk
- Derivatives
- Financial Modeling
- Financial Risk
- Hedging
- Initial Margin
- Liquefied Natural Gas (LNG)
- Matlab
- Monte Carlo Simulation
- Python (Programming Language)
- Quantitative Analytics
- Quantitative Risk
- R
- Risk Management
- Statistical Modeling
- Stress Testing
- Time Series Forecasting
- Visual Basic for Applications (VBA)
- Visual C++
- X-Value Adjustment (XVA)
- LaTeX
- Loan Pricing
- Finance
- Credit Derivatives
Chao Yang Summary
- Chao Yang, based in Sydney, NSW, AU, is currently a Associate Director, Quantitative Analyst at Westpac Institutional Bank. Chao Yang brings experience from previous roles at Westpac Institutional Bank, ASX and Origin Energy. Chao Yang holds a 2008 - 2012 Doctor of Philosophy - PhD in Financial Mathematics @ University of Melbourne. With a robust skill set that includes C#, Commodity Markets, Copula, Counterparty Risk, Derivatives and more. Chao Yang has 2 emails and 1 mobile phone numbers on RocketReach.
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