Yichen Xiao

Angestellt, Referent Central Validation Unit, ERGO Group AG

Abschluss: Master of Sciences, University of Milano-Bicocca, Milan, Italy

Düsseldorf, Deutschland

Fähigkeiten und Kenntnisse

Quant
Statistics
Mathematics
Analytics
R
Risk Management
Credit Risk
Financial Analysis
Risk Modelling
Modelling
Finance
Bloomberg
Credit Derivatives
Financial Derivatives
FX Derivatives
OTC
Fixed Income Derivatives
Quantitative Finance
Pricing
Simulation
Stochastic Analysis
Markt
Trading
Client
Risikoanalyse
Datenanalyse
Reporting

Werdegang

Berufserfahrung von Yichen Xiao

  • Bis heute 1 Jahr und 10 Monate, seit Aug. 2022

    Referent Central Validation Unit

    ERGO Group AG
  • 11 Jahre und 7 Monate, Juni 2010 - Dez. 2021

    Senior Quant Risk Consultant

    Deloitte Consulting, MIlan, Italy

    Project market risk management (focus on the counterparties risk on OTC market) for an Italian Bank in Milan, Italy: Build counterparty risk model in method Internal Model (type EPE) for Italian bank group. Test internal model of counterparty risk for an Italian inverstment bank. QIS (Quantitative Impact Study)

  • 1 Jahr und 3 Monate, Jan. 2007 - März 2008

    Futures Analyst

    Beijing NaBai business company, Beijing, China

    Control a Futures’ account under the manager’s order, and a junior account for short-term trading. Analyze the Futures market, and write the report of every trading day. Assist the team leader to make the investment strategy, as a manager assistant, and make the daily market report.

Ausbildung von Yichen Xiao

  • 2 Jahre, Okt. 2008 - Sep. 2010

    Science of Statistics and Economics (Curriculum: Insurance and Financial Market)

    University of Milano-Bicocca, Milan, Italy

    Stochastic Process, Calculation of Probability, Time Series of Economics, Risk Management, Advanced Econometrics, Multivariate Statistics, Quantitative Finance, Monetary and Financial Markets Statistics, Financial Economics, Mathematical Finance.

  • 3 Jahre und 10 Monate, Sep. 2003 - Juni 2007

    International Finance

    Hubei University Of Economics, China

    Mathematics, Economics, Finance, International Investment, Investment of Securities, Futures and Options, Technical Analysis of Investment of Securities.

Sprachen

  • Chinesisch

    Muttersprache

  • Englisch

    Fließend

  • Italienisch

    Fließend

  • Cantonese

    -

Interessen

Sport
Music
Travel.

21 Mio. XING Mitglieder, von A bis Z