Model Risk Manager @ Bank of America (April 2011 - July 2015)
Equity Front Desk Quant @ Galbraith Capital (January 2009 - January 2011)
Quantitative Analyst @ (June 2008 - November 2008)
Yan Ji Education
Stanford University
M.S (Financial Mathematics)
2007-2008
University of Florida
Ph.D (Mechanical Engineering)
2004-2007
Yan Ji Skills
C++
Credit Derivatives
Credit risk
Derivatives
Derivatives pricing
Financial Modeling
Fixed Income
Hedging
Market risk
Matlab
Model validation
Quantitative Analytics
Quantitative Finance
Risk Management
SAS
Statistics
Stress testing
VAR
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 C++, Credit Derivatives, Credit risk, Derivatives, Derivatives pricing and more. Yan Ji has 2 emails and 1 mobile phone numbers on RocketReach.
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