Gordon Yuan
About Gordon Yuan
Gordon Yuan is the Senior Director of Model Validation at CIBC, with extensive experience in financial model validation and quantitative research.
Title and Role
Gordon Yuan holds the position of Senior Director, Model Validation at CIBC. In this role, he has been leading the validation of complex financial models for over two decades. His responsibilities include ensuring the accuracy and reliability of capital market risk and credit risk models.
Professional Experience at CIBC
Gordon Yuan has been with CIBC since 2003, working in the Toronto, Canada Area. During his tenure, he has specialized in validating derivative pricing models across multiple asset classes such as equity, commodity, FX, interest rate, and credit. His long-term commitment to the company underscores his extensive expertise and deep understanding of financial model validation.
Previous Roles
Before joining CIBC, Gordon Yuan worked as a Quantitative Research Analyst at Waterfront International Ltd from 2002 to 2003 in Toronto, Canada. Prior to that, he served as a Financial Engineer at Gordian Data Inc in Mississauga, Canada, from 2000 to 2002. His earlier career includes an academic role as a Lecturer in the Department of Mathematics at the University of Electronic Science and Technology in Chengdu, Sichuan, China, from 1986 to 1991.
Educational Background
Gordon Yuan completed his Master's degree in Finance at Smith School of Business, Queen's University, from 1998 to 1999. He also holds a Doctor of Philosophy (PhD) in Mathematics from The University of British Columbia, awarded in 1970, which highlights his strong foundation in quantitative and analytical skills.
Expertise in Model Validation
Gordon Yuan has extensive expertise in the field of model validation. His work at CIBC has involved leading the validation of complex financial models and ensuring their accuracy and reliability. He has specialized in derivative pricing models across various asset classes, which has been critical in maintaining the robustness of capital market risk and credit risk models.