Yi Yuan is a high-level expert, working in Deutsche Bank as a Vice President, Deputy Head of Exposure Management Group Americas since 2010. Yi gained professional experience in more than five positions at different companies. Yi Yuan went to the Baruch College and got education. Cambridge, Massachusetts is the area, where this expert was known to be settled. Yi's email address and phone number can be easily accessed through this website on demand.
Name variants:
Yi Yuan
Last updated Jun 25, 2024
Contact Information
Last Update
Jul 4, 2022
Email
yi**@morganstanley.com, yi**@swissre.com, yu**@yahoo.com
Location
Cambridge, MA
Company
Workplace
Vice President, Deputy Head of Exposure Management Group Americas
Placentia, CA
Industry
Business Services at Non-Commercial Site
Colleagues
Work History
Vice President, Deputy Head of Exposure Management Group Americas
Responsible for credit risk analysis for complex/structured transactions including structured repo on ABS, equities, exotic EM, FX, credit, commodities, insurance related products such as V...
Aug 2010 — Sep 2013
Executive Director, Global Head of Counterparty Exposure Methodology
1585 Broadway, New York, NY 10003
Morgan Stanley mobilizes capital to help governments, corporations, institutions and individuals around the world achieve their financial goals. For over 75 years, the firm's reputation for ...
from Sep 2013
Vice President
Established CVA/DVA calculation frame work for Swiss Re financial products group, including building infrastructure and implementation of exposure simulation engine and risk measurement. Val...
Aug 2009 — Aug 2010
Associate Director
Support CVA trading desk, including calculation of credit charge/CVA, analyzing hedging strategies and perform daily PnL calculations.
Develop CVA methodologies for Monoline CDS during the...
Apr 2006 — Aug 2009
Quant
Implementation of a jump diffusion structural CDO model to price bespoke CDO tranches.
Developed trading risk monitor tool for VaR/Stress calculation.
Jun 2005 — Dec 2005
Occupations
Executive
Chief Executive Officer
Vice President
Leader
Guide
Corporate Executive
Chief Executive
Managers
Tour Guide
Skills
Risk Management
Derivatives
Credit Risk
Financial Modeling
Counterparty Risk
Financial Risk
Risk Modeling
Risk Analytics
Stress Testing
Cva
Simm Im
Equities
Foreign Exchange Options
Capital Markets
Prime Brokerage
Fixed Income
Monte Carlo Simulation
Basel Iii
Ccar
Rwa
Treasury
Commodity Markets
Hedge Funds
Swaps
Collateralized Debt Obligation
Liquidity Risk
Liquidation
Asset Backed Security