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Max Yan Location
New York, NY, US
Max Yan Work
2023 -now Director - quantitative analysis @
2021 -2023 Quantitative Analyst @
2019 -2021 SVP model risk management @
2006 -2019 Senior Director @
2005 -2006 Intern and consultant @
Max Yan Education
The Graduate Center, City University of New York
Doctor of Philosophy (Ph.D.) (Computer Science)
2002-2014
University of Science and Technology of China
Bachelor's Degree (Computational Mechanics)
1993-1998
Max Yan Skills
Structured Finance
Matlab
Financial Modeling
Quantitative Finance
ABS
Market Risk
Finance
VBA
Quantitative Analytics
Derivatives
Fixed Income
Analysis
C++
Credit
SAS
SQL
CDO
Model Risk
Model Governance and policy
Stress Testing
RMBS
PD Model
Regression Analysis
Survival Analysis
Corporate Rating Methodology
Insurance credit analysis and Capital/Reserve analysis
Risk Adjusted/Based Capital for Financial Institution or Insurance
Asset-Backed Security (ABS)
Visual Basic for Applications (VBA)
Leadership
Corporate Rating
Social Media
Capital IQ
Insurance Credit
Modeling
Default
S&P
Project Management
Research
Model Governance
Risk Adjusted/Based
Asset Backed Security Abs
Visual Basic for Applications Vba
Asset Backed Security
Visual Basic for Applications
Max Yan Summary
Max Yan, based in New York, NY, US, is currently a Director - quantitative analysis at Citi. Max Yan brings experience from previous roles at Citi and S&P Global Ratings. Max Yan holds a 2002 - 2014 Doctor of Philosophy (Ph.D.) in Computer Science @ The Graduate Center, City University of New York. With a robust skill set that includes Structured Finance, Matlab, Financial Modeling, Quantitative Finance, ABS and more. Max Yan has 1 emails and 1 mobile phone numbers on RocketReach.
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