Yiyun (Daniela) Du, FRM

Experience

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  PwC Hong Kong and Mainland China

  Jul 2016 - Aug 2016

  Audit Intern

  1. A key team member to conduct the half-yearly audit of a Shanghai-based leading joint commercial bank.2. Assisted the analytical review of the Bank, including the calculation of depreciation of fixed assets in the current period and accumulated depreciation.3. Analysed a large number of financial data with EXCEL, identified key executives’ information with VLOOKUP.4. Merged 2011-2015 financial statements of the bank with EXCEL VBA to standardize data structure.

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  Hang Seng Bank

  Apr 2017 - Aug 2017

  Global market intern

  1. Selected intern to support both balance sheet management and corporate treasury sales team;2. Responsible for daily pricing of more than 10 interest rate products, such as Shibor-linked products and forecasted earnings with EXCEL VBA;3. Carried out real-time updates and maintenance of the bank’s structured products details, including buying-in rate and customer rate, to be reflected in the product disclosure documents; Updated the daily transaction data in Access for management’s review of sales;4. Responsible for the daily processing and production of a consolidated PNL report across the department’s six teams including trading and risk. Show less

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  Into fixed asset management (Shanghai) Co., Ltd

  Aug 2017 - Jan 2018

  Quantitative Research Associate

  A boutique hedge fund specialized in macro indices investment1. The only intern working with 3 analysts to conceptualize and design two ETFs focusing on healthcare and liquor producers;2. Used Python and SQL database to back-test and optimize quantitative investment strategies, including Multi-factor Model;3. Independently conducted industry research, analyzed over 50 composite shares listed in Shanghai and Shenzhen; Designed the sector indices comprising of 50 selected companies that outperformed Hushen300 by 10%;4. Took charge of data analytics module in the weekly indices rating report, ranging from collection, extraction, integration, and cleansing of data from a subscribed financial database. Show less

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  Validus Capital

  Mar 2019 - Sept 2019

  Data Scientist Intern

  A P2P lending platform backed by Temasek Holdings' Vertex Ventures offering SME lending solutions1. Led the construction of a credit scoring system which analysed borrowers’ bank statement data to predict their Probability of Default (PD) and detect frauds; In charge of the whole process end to end including dataset transformation and cleansing (including OCR process), feature selection, insight analysis and construction of credit modules;2. Used python to build a series of predictive PD models based on Logistic Regression, Decision Tree and Support Vector Machines respectively.3. Contributed to data-driven sales and marketing initiatives: designed a web scraping in Python to collect potential SME clients’ information, preparing marketing intelligence to helps sales identify business opportunities; Assist to Utilize PowerBI to make dashboards for marketing data. Show less

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  Upskills

  Oct 2019 - Nov 2021

  Junior Consultant

  Murex ERM consultant - Market Risk, SIMM, FRTB

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  SeaMoney

  Nov 2021 - now

  Product Management, Financial Services

  - Treasury System, Market Risk & Credit Risk Control- Liquidity Risk System (IRRBB EVE, Liq Gap reports)