Yan He
Irvine,CA
Summary
Dynamic and accomplished professional with over 15 years of experience in quantitative research and risk management seeking a challenging role in advanced risk analysis and portfolio management. Possessing a strong background in quantitative analysis, portfolio construction, and technology infrastructure development, with proven track record of driving improvements in investment processes and clients communication.
Overview
17
17
years of professional experience
1
1
Certification
Work History
Senior Manager, Head of Risk Management
CINDA INT’L HOLDINGS LTD
Hong Kong
08.2019 - 02.2024
- Identified, and evaluated risk exposures for business units; as chair of the Risk Management Committee, set up policies and procedures for pre-trade risk assessment and post trade risk monitoring to ensure effective risk control;
- Developed and implemented comprehensive risk strategies and tools to mitigate risks; provided advice and guidance on best practices in risk management.
- Reviewed and validated risk and pricing models and methodologies to ensure accuracy and efficiency of risk control.
- Developed strategies to mitigate potential risks identified through quantitative portfolio analysis.
- Coordinated and communicated with shareholders to ensure compliance with internal policies and regulatory requirements.
Risk Manager, Director
GREAT WALL AMC (INT’L) HOLDINGS
Hong Kong
01.2018 - 08.2019
- Provided independent risk oversight to the investment activities in the business;
- Performed deep dive review and analysis of market risk, stress test, liquidity risk of the funds; monitored key market movements and escalated potential unfavorable trend to senior management;
- Reviewed and drafted risk limits, policies and procedures; ensured investment conform with guidelines, and conducted performance analysis of funds.
Senior Manager, Market Risk
ICBC ASIA
Hong Kong
06.2015 - 09.2017
- Responsible for market risk management, conducted quantitative risk analyses; identified, assessed and monitored risk exposures related to firm’s trading activities.
- Conducted scenario analysis and provided analytics support for stress testing; performed gap analysis on the bank’s risk control governance structure;
- Developed methodology and model for Equity and FX derivatives booking and pricing.
- Mentored junior staff in the bank's business processes, risk control standards, and quality assurance protocols.
Market Risk Specialist
PING AN BANK
Shenzhen, China
04.2014 - 06.2015
- Ensured the effectiveness of risk management of the bank; ensured trading activities and risk control practice compliant with the Basel & regulatory requirements.
- Oversight traded market risks associated with FX, Rates and Commodities desks; Performed new products risk assessment; proposed for risk infrastructure development.
Market Risk Manager
THE ROYAL BANK OF SCOTLAND
Singapore
07.2010 - 12.2013
- Analyzed portfolio risk profile, identified and assessed emerging risks, communicated and escalated concerns to senior risk management
- Performed scenario & stress-testing analyses; monitored portfolio liquidity risk; presented periodically risk analysis to RMC and ALCO as country risk manager
- Suggested and steered to delivery system enhancement to improve risk monitoring
- Reviewed trading mandatory according to business initiatives and changes; as team lead of APAC Market Risk Reporting, ensured risk reports delivered accurately and timely; provided analysis and verification on daily risk quantitative measures movement
- Coordinated several parties in RBS off-shoring projects to outsource procedural functions to Indian office.
Risk Analyst
MORGAN STANLEY
New York, USA
06.2008 - 01.2010
- Analyzed and monitored Incremental Default Risk Charge (IDRC) and Loss Given Default (LGD) to identify impact of market spread moves and issuer credit worthiness on portfolio default-risk profile;
- Communicated and flagged key positions to senior risk managers, validated daily specific and default risk capital charge; conducted ad hoc scenario analysis
- Calculated model-based market risk regulatory capital, assessed attribution and identified key risk drivers across asset classes and business units; supported regulatory capital adequacy/ Basel II requirements;
- Analyzed and commented on new products / position impacts on risk sensitivities and market risk capital.
Quantitative Analyst Intern
Citigroup Inc
New York, NY
06.2007 - 02.2008
- Quantified and evaluated the aggregated risk, exposure, market liquidity across different asset classes portfolio, ran scenario analysis and stress-testing.
- Calculated default probability for event-driven portfolio; analyzed P&L attributions of strategies / portfolio;
- Assisted in the development of risk management infrastructure and methodologies, back-testing for risk models.
- Communicated with traders/portfolio managers to understand desk’s risk profiles and ensured accurate report to senior management; ad-hoc risk analysis
Education
Master of Science - Financial Engineering
Baruch College, City University of New York
New York, NY05-2007
Master of Arts - International Law
University Political Science & Law
Beijing, China07-2000
Bachelor of Arts - International Relations And Affairs
University of International Relations
Beijing, China09-1997
Skills
- FRM certification, Master’s degree in Financial Engineering;
- Proficient with VBA, SQL, Python and C,Visio;
- Advanced knowledge of markets, quantitative and risk modeling of financial instruments & derivatives products,
Certification
- FRM (Financial Risk Manager)
- Certified Lawyer of P.R. China
Languages
- English
- Mandarin
- Cantonese
References
References available upon request.
Timeline
Senior Manager, Head of Risk Management
CINDA INT’L HOLDINGS LTD
08.2019 - 02.2024
Risk Manager, Director
GREAT WALL AMC (INT’L) HOLDINGS
01.2018 - 08.2019
Senior Manager, Market Risk
ICBC ASIA
06.2015 - 09.2017
Market Risk Specialist
PING AN BANK
04.2014 - 06.2015
Market Risk Manager
THE ROYAL BANK OF SCOTLAND
07.2010 - 12.2013
Risk Analyst
MORGAN STANLEY
06.2008 - 01.2010
Quantitative Analyst Intern
Citigroup Inc
06.2007 - 02.2008
Master of Science - Financial Engineering
Baruch College, City University of New York
Master of Arts - International Law
University Political Science & Law
Bachelor of Arts - International Relations And Affairs
University of International Relations
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