Timothy Yang CFA

Experience

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  Cathay Life Insurance Co.

  Aug 2010 - Aug 2012

  Risk Analyst

  • Monitor daily market/ political/ policy risk in Greater China and financial industry• Analyze equity and fixed income downside risks with VAR measure• Work on projects of EC framework, ERM framework, risk budgeting, and stop-loss mechanism• Analyze Bond/Equity investment risk• Price structured product and analyze its investment risk

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  Cathay Life Insurance (Vietnam) Co.

  Aug 2012 - Dec 2014

  Investment consultant – Investment Department

  • Manage an investment portfolio of around VND 2,300 billion (USD 108 million) in stocks, fixed income, and time deposit• Conduct feasibility research on commercial and residential building purchase• Make investment income forecast/ investment plan• Conduct feasibility study on new investment products• Lead a research team of 3 Vietnamese staff

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  Cathay Life Insurance

  Jan 2015 - Jan 2020

  Assistant Manager

  Projects• Lead/Co-Lead various projects – Recession Plan, Alternative Investment Risk Grading, Real Estate sensitivity test, Real Estate investment risk management mechanism , Country Risk Limit, Risk Budgeting, ESG, IFRS 9, ScorecardReports• Portfolio risk attribution analysis (Equity/ FI/ ETF/ Mutual Fund/ FX). Monthly report to CRO• Real Estate investment risk analysis (Office/ Hotel/ Retail/ Housing/ Warehouse). Quarterly report toBOD• Alternative Investment risk analysis (PE Fund/ Hedged Fund/ Private Entities investment). Quarterlyreport to Associate Director Investment risk assessments• Equity/ Private Entities investment;PE Fund/ Hedged Fund;IG/ HY/ Structured/ Gov’t/ Muni Fixed Income products (Apply fundamental and relative value, including compliance check)• Access counterparty’s credit quality Valuation• Perform valuation on Private Entities investment using Bloomberg and Excel VBA, Quarterly for Financial ReportsMarket Watch• Lead US market team• Conduct market research• Conduct major event research• Conduct stress-scenario research• Conduct industry research including names in, but not limited to, European banking sector, WorldwideEnergy & Mining sector, Worldwide Real Estate sector, China Utilities sector, and Taiwan Utilities /Tech / Energy / Industrial sectors Others• Review and study new products, pinpoint the embedded risk, and ensure the compliance to local regulations and internal policies Show less

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  Cathay Life Insurance Co., Ltd.

  Jan 2020 - now

  Deputy Manager