Lu Yu

Experience

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  Dalian Datong Securities Co. Ltd, China

  Jan 2011 - Sept 2011

  Internship

  ♦ Forecast CPI by regressing linear model.♦ Corrected pricing methods for convertible bond with MATLAB.♦ Recorded and arranged survey records in due diligence of project: Corporate Bond Issue for Municipal Construction of Donggang Construction Investment Co., Ltd.

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  Tsinghua PBCSF 清华五道口

  Jul 2013 - Aug 2013

  Research Assistant

  Performed big data analysis building and testing research models. Computed Financial Indicators including ROA, ROE, DA; explored and computed potential influential factors from basic financial statements to increase rate of income, operating profit growth rate, and gross profit margin in alignment with basic financial statement. Drove innovation by generating and testing hypotheses using SAS

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  Inter-American Development Bank

  Jun 2016 - Aug 2016

  Summer Intern, SRP Department, Actuarial and Finance Team

  ♦ Prepared technical description of liability valuation model with assumptions, parameters, and algorithms in support of asset-liability study. Demonstrated innovation and capacity to excel by conducting long-term sustainability analysis with Monte Carlo simulation to forecast forward year-end balance. Improved the simulation analysis from one asset to a portfolio with diversified assets. ♦ Summarized research analysis into a report; coordinated work deliverables with other units. Partnered with investment team; discussed investment strategies. Show less

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  Decision Economics, Inc.

  May 2020 - now

  Senior Economist

  ♦ Consolidated analytic reports and commentaries for clients by analyzing and forecasting economic data through developing and maintaining time series models with statistical techniques.♦ Performed statistical analysis and code in R linked to Bloomberg database.♦ Kept track and analyzed global markets' policies and financial markets.