Summary
Siyu Yuan is a traded risk manager with six years' experience blending quantitative modelling, model validation and front-office risk controls across global banks and securities firms. Currently at HSBC driving IBOR transition work, she previously validated market, credit and liquidity models at Bank of China (Hong Kong) and ran market risk reporting and limit monitoring for Haitong International. Her background includes hands-on implementation of Monte‑Carlo and VaR solutions in JavaScript/C# and a Master's in Quantitative Finance, giving her both strong technical fluency and regulatory-savvy judgment. Based in Hong Kong and pursuing doctoral study in data science at Fudan, she brings an uncommon mix of academic research, product support experience and practical risk governance to complex capital-market challenges.
6 years of coding experience
6 years of employment as a software developer
Exchange Program - Gustavson Business School, Business/Commerce, Exchange Program - Gustavson Business School, Business/Commerce at University of Victoria
Master's degree, Quantitative Finance, Master's degree, Quantitative Finance at Fordham Gabelli School of Business
Bachelor of Business Administration (BBA), Finance, Bachelor of Business Administration (BBA), Finance at City University of Hong Kong
English, Chinese, Chinese