Sibo Yun

Experience

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  HOOPP (Healthcare of Ontario Pension Plan)

  Jan 2022 - Aug 2022

  Intern Analyst, Security Lending and Collateral Management

  The group is responsible for ensuring all HOOPP assets are tracked and accounted for with approximately $40 billion of assets lodged across 120+ counterparties.• Monitored daily margin requirements of various accounts and covered firm exposure through collateral exchange, including issuing and answering margin calls to mitigate exposure risks• Managed monthly interest billing for over 10 counterparties, invesitigated any corporate actions, reconciled breaks with counterparties including re-rate and price matching, and ensured payments are settled• Analyzed the internal and external usage of Goldman Sachs’ positions, calculated the portfolio utilization rates and markets values, visualized data, and generated a real-time report for the Front Office Weniger anzeigen

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  HOOPP (Healthcare of Ontario Pension Plan)

  Jan 2023 - Apr 2023

  Intern Analyst, Total Portfolio Group

  Total Portfolio Group is responsible for guiding the Fund’s overall investment portfolio and providing strategic advice to our CIO, CEO and Board of Trustees on the orientation of the policy portfolio: the targeted mix of asset classes for the investment portfolio. That portfolio represents the longer-term asset allocation strategy that reflects how the mix of asset classes are expected to respond to different economic conditions.• Managed total fund risks including asset and active risks, generated risk reports across all trading desks, and provided risk insights including DV01 and stress testing to CIO to better enable risk-taking and investment decision makings• Troubleshot and enhanced daily reports including adding new benchmarks and changing portfolio hiearchy and correcting data issues on daily basis to ensure all the numbers reflect the Board’s appetite• Constructed HOOPP’s first end-to-end P&L analytics dashboard under each desks and leaf portfolios, including intraday and historical average P&L, volatility visualization, and risk level monitoring Weniger anzeigen

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  OMERS

  Sept 2023 - Jan 2023

  Intern Analyst, Global Credit

  Credit is a key pillar of OMERS investment strategy, representing approximately 20% of OMERS balance sheet and providing a solid and reliable income stream. Global Credit brings together a team that invests across the capital structure in various industry sectors and geographies, with the goal of selecting strong risk-return investment opportunities.•Summarized trends in the US Economy, Rates, and Credit market (rate hike/cut, risk premium, yield curve, defaults, etc.), researched the portfolio positioning for IG bonds, and presented to seniors•Leveraged Python to generate Prime Brokerage report showing short positions and excess margin rate, employed for hedging interest rate risk and exploring alternative carry strategy through spread trading amid an inverted yield curve•Complied with portfolio model reports through Python encompassing detailed positional and market data analysis (spread/equity price fluctuations, DV01, bid-ask, etc.), and facilitated portfolio optimization from Top-down analysis•Crafted comprehensive EOD/EOW deployment reports aimed at documenting all activities associated with each investment strategy, capturing rate shorts, CDX positions, and the long/short positions in corporate bonds•Bulit a comprehensive Power BI dashboard to present a view of exposure, leverage, industry allocation, deployment, and YTD PnL for each strategy, offering a real-time snapshot of the portfolio performance and the overall objectives Weniger anzeigen