Yan Yan, Cfa, Frm
About Yan Yan, Cfa, Frm
Yan Yan is a Quantitative Risk Manager and Vice President at Two Sigma, where he focuses on portfolio construction and risk management. He has extensive experience in financial risk analysis, having previously worked at Morgan Stanley, PartnerRe Capital Markets, and Barclays Capital.
Work at Two Sigma
Yan Yan serves as a Quantitative Risk Manager and Vice President at Two Sigma, a global multi-asset buy-side firm, since 2015. In this role, Yan collaborates closely with traders, portfolio managers, and strategy modelers to gain a comprehensive understanding of portfolio construction and risk management. Yan plays a crucial role in analyzing portfolio risks on both an intraday and end-of-day basis. Responsibilities include performing model validation by reviewing internal and external pricing models, utilizing factor-based financial risk models for exposure generation, stress-testing, and P&L attribution. Yan also develops innovative analysis and monitoring tools to effectively manage financial portfolio risks.
Previous Experience in Financial Risk Management
Before joining Two Sigma, Yan Yan worked at PartnerRe Capital Markets as an Investment Risk Analyst from 2014 to 2015. In this position, Yan focused on investment risk within the Investment Group. Prior to that, Yan was a Market Risk Analyst at Morgan Stanley from 2011 to 2014, where responsibilities included covering FX and Emerging Markets. Yan also gained experience as a Market Risk Summer Intern at Barclays Capital in 2011. This diverse background in financial institutions has contributed to Yan's expertise in risk management.
Education and Expertise
Yan Yan holds a Master's degree in Financial Engineering from Baruch College, which was completed in 2011. This educational background provides a strong foundation for Yan's work in quantitative risk management. Yan is also a Chartered Financial Analyst (CFA) and a Financial Risk Manager (FRM), further demonstrating expertise in financial analysis and risk management practices. These qualifications support Yan's ability to perform gap analysis, build risk control processes, and ensure the accuracy of risk reporting outputs.
Key Responsibilities and Contributions
In the role of Quantitative Risk Manager, Yan Yan is responsible for performing gap analysis and establishing risk control processes as the business evolves. Yan builds quality assurance checks on risk reporting outputs to ensure accuracy and reliability. Additionally, Yan plays a significant role in generating and verifying the accuracy of risk data in reports provided to external clients and regulators. This focus on detail and accuracy is essential for effective risk management in a complex financial environment.