2015 -
now Quantitative Senior Manager, Market Risk Analytics @
2011 -
2015 Model Risk Manager @ Bank of America
2009 -
2011 Equity Front Desk Quant @ Galbraith Capital
2008 -
2008 Quantitative Analyst @
Yan Ji Education
Stanford University
M.S (Financial Mathematics)
2007
-
2008
University of Florida
Ph.D (Mechanical Engineering)
2004
-
2007
Yan Ji Skills
Derivatives
Credit Derivatives
VAR
Fixed Income
Risk Management
Quantitative Analytics
Matlab
Financial Modeling
Quantitative Finance
Hedging
Credit risk
Market risk
C++
SAS
Derivatives pricing
Model validation
Stress testing
Statistics
Leadership
Strategy
Microsoft Word
Project Management
Analysis
Yan Ji Summary
Yan Ji, based in Charlotte, NC, US, is currently a Quantitative Senior Manager, Market Risk Analytics at Wells Fargo. Yan Ji brings experience from previous roles at Bank of America, Galbraith Capital and State Street Bank. Yan Ji holds a 2007 - 2008 M.S in Financial Mathematics @ Stanford University. With a robust skill set that includes Derivatives, Credit Derivatives, VAR, Fixed Income, Risk Management and more. Yan Ji has 2 emails and 1 mobile phone numbers on RocketReach.
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