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@lyan2206
Member since August 24, 2016
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lyan2206

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I am a financial risk specialist with extensive experience in quantitative risk management for investment funds. My main areas of expertise reside in financial risk modelling (market risk, credit risk, liquidity risk), Investment Funds risk management, quantitative finance, statistics and econometrics. As a former Big4 consultant, I always aim for high standards of delivery, be it in quality or timeliness. I hold a M Sc in quantitative finance and an engineer diploma in applied mathematics. I am also a Chartered Alternative Investment Analyst (CAIA).
$15 USD/hr
2 reviews
1.8
  • 100%Jobs Completed
  • 100%On Budget
  • 100%On Time
  • 25%Repeat Hire Rate

Portfolio

Recent Reviews

Experience

Risk Manager

May 2016

Risk Management for a large panel of investment funds including traditional funds (mutual funds/UCITS) and Alternative investment Funds.

Risk Management Consultant - Assistant Manager

Jan 2012 - May 2016 (4 years)

Quantitative and Regulatory risk management consulting for Investment Funds (UCITS, SIF, AIF). - Development of proprietary risk modellling solutions (Market, Liquidity, Credit) - Quantitative risk, performance and cost assessments - Valuation models review (aircraft financing, artwork valuation) - Review of Market, Liquidity and Credit Risk models in light of applicable regulations (UCITS, AIFMD)

Analyst / Intern

Jun 2011 - Dec 2011 (6 months)

- Fund performance measurement - Ex ante and ex post performance and risk contributions - Quantitative risk modelling (GARCH, copulas, EVT and Portfolio optimisation)

Education

Engineer diploma - Applied Mathematics

2007 - 2012 (5 years)

Master Sc. - Quantitative Finance

2010 - 2011 (1 year)

Qualifications

Chartered Alternative Investment Analyst (2014)

CAIA association

A professional certification in market finance touching the topics of alternative investments (real assets, commodities, hedge funds, private equity, etc.) More details at: [login to view URL]

Certifications

  • Numeracy 1
    94%
  • French to English Translation
    93%
  • Statistics 1
    90%
  • US English Level 1
    88%
  • French 1
    85%

Verifications

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