Rainie Yan

Experience

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  HollyHOME Jiangsu Holly Corporation

  Jun 2020 - Aug 2020

  Investment Analyst

  Performed qualitative and quantitative research to identify profitable projects and to analyze target companies’ financial reports and macroeconomic trends across a variety of industry sectors to help the company invest its 46 million free cash flow:- Interpreted financials and fundamentals including cash flows, financial ratios, business model, management overview, equity prices, investment track records of target investment projects to assess the costs and benefits of investment- Prepared valuation analysis on target projects/companies using comparable public companiesAssessed over 100 pages supporting materials of prospective investment projects to identify key value drivers Show less

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  HollyHOME Jiangsu Holly Corporation

  Jun 2021 - Aug 2021

  Quantitative Analyst

  Assisted in the development of the company's over-the-counter derivatives trading platform, focusing on futures trading:- Collected time-series data of futures over 3 years, used the model GARCH to predict the volatility of futures returns, and evaluated the timing, returns and quantity of buy/sell transactions- Gathered, cleaned, and sorted thousands of customer data points, applied cluster analysis to conduct information research, and explored differences and connections of various information- Analyzed trading metrics using MATLAB to identify market inefficiencies and improve risk management techniques Show less

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  Cai Zhi Li Limited Company

  Jun 2022 - Aug 2022

  Quantitative Analyst

  - Analyzed 1,000 trading days of time-series data of Steel Rebar Futures, including opening and closing prices, daily high and low price, trading volume, open interest, and extracted rules of the market.- Leveraged the company’s quantitative platform to build and improve upon classic models, including Dual Thrust, R-Breaker model to capture trading opportunities.- Implemented via Python and used the rules to predict future direction, and to help investors to adjust positions. Back tested based on candlestick charts for different frequencies with accuracy rate of over 65% Show less

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  The Depository Trust & Clearing Corporation (DTCC)

  Jun 2023 - Aug 2023

  Risk Modeler

  - Accessed the current AWS cloud data storage and match against the current demand and capacity. Utilized SQL to perform the extraction, transformation, and loading (ETL) of large datasets.- Applied Fourier Series and LSTM models to predict future cloud resource consumption and mitigated capacity-related risks with an average of 86% model accuracy.- Initiated and led the development of a cloud-based risk management Tableau dashboard, facilitating real-time usage monitoring of 50 accounts and reporting across departments. - Customized each account’s cloud usage optimization plan and saved approximately $2000 quarterly in cloud subscription fee. Show less

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  KeyBank

  Dec 2023 - May 2024

  Credit Risk Analyst

  - Collaborated with the data science department gathering over 10 million historical records of the consumer’s loan. Searched and imported macroeconomic data including Zillow House Value Index and state level unemployment rate.- Initiated new consumer credit risk assessment models using logistic regression, random forest, gradient boosting in Python. Applied ROC and AUC to measure the performance of different models. Improved the accuracy of default rates prediction by 15% which saved 1 million dollars in historical simulation of 5 years.- Integrated Key Risk Indicators (KRIs) for real time monitoring and deployed automated alerts for threshold breaches.- Developed a scalable and efficient infrastructure that enabled continuous improvement of credit risk models, enhanced reporting of credit exposures, and provided suggestions for the Allowance for Credit Losses (ACL). Show less

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  OppFi

  Jun 2024 - now

  Senior Credit Risk Analyst