Raymond Yung

Experience

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  Barclays Investment Bank

  Mar 1995 - Aug 1997

  Data Analyst

  • Conducted data analysis using SAS, Paradox and Excel to evaluate data models built for credit risk analysis to be adopted by the bank globally.• Produced the Monthly Portfolio Risk Review Report for top management.• Automated and upgraded the Credit Risk Management Reporting system.

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  Deutsche Bank

  Aug 1997 - Jun 2000

  Risk Manager

  (Jun-99 - Jun-00)• Responsible for daily VaR repo rting and risk analysis for the New York Equities group. • Discussed with traders and controllers on risk issues.• Evaluated and assessed VaR models.• Oversaw risk systems implementation and enhancement.(Aug-97 - Jun-99)• Responsible for risk coverage of the New York Fixed Income Derivatives group. Assessed, monitored and analyzed daily market risk for senior management. • Recommended business level VaR limits to senior management.• Composed in-depth risk analysis of the business and reported the weekly changes in the context of the financial market and new deals to senior management and traders.• Evaluated pricing models for fixed income derivatives products. Show less

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  Deutsche Bank

  Jan 2001 - Jan 2007

  Equity Derivatives Strategist

  • Pioneered the generation of option trade ideas on single stocks, indices and structured products to the Equities sales teams on a regular basis. The majority of the ideas are traded by clients.• Represented the strategy group at client meetings to discuss current trends and ideas on volatilities.• Analyzed clients’ portfolios and provided solutions such as hedging strategies and yield enhancements.• Developed new products through joint effort with other groups.• Conducted backtesting on correlation, gamma and variance swaps.• Created screening tools/reports to identify trading opportunities. Show less

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  BNP Paribas Asset Management

  Oct 2006 - Oct 2019

  Senior Quantitative Analyst

  • Develop proprietary alpha-generating systematic quantitative models dedicated to TAA models.• Present models and other work internally and externally to clients.• Evaluate quantitative investment products and strategies from both internal and external sources.• TAA models have been implemented in our funds. • Liaise with portfolio managers, strategists and analysts to review and improve our quantitative strategies.• Liaise with portfolio managers on strategy implementation and trade execution.• Work in close cooperation with portfolio and risk managers to create tools to facilitate and enhance the investment process and risk budgeting.• Responsible for risk management of all our funds till Sep-08 (before integration period with the ex-ABN team). Show less

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  Trading Central Labs

  Oct 2020 - Nov 2021

  Senior Quantitative Analyst

  Quantitative and Risk Research.

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  Trading Central

  Nov 2021 - now

  Head of Trading Central Labs