Young S Yang

age ~50

from Upper Saddle River, NJ

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Also known as:

Yang S Young
Young J Yang
Young W Yang
Young Young
Sim Lang Young
Jong Yang Young
Yang Tang
Ying Tang
Yang Yeng

Connected to:

Young Yang Phones & Addresses

Upper Saddle River, NJ
New York, NY
Jersey City, NJ
6515 Kennedy Blvd E APT 4M, West New York, NJ 07093
103 Avenue I, Brooklyn, NY 11230 • (718)2537253
Lakeville, MN
Northfield, MN
Minneapolis, MN

Work

Company:

Dtcc
Dec 2007
Position:

Vice preident/executive director, head of fixed income quantitative analytics

Education

School / High School:

University of Toronto- Toronto, ON
1994
Specialities:

Ph.D in Applied Mathematics

Skills

Option pricing • risk neutral pricing • curve construction • multi-curve and OIS discounting • 1-&2- factor Hull-White • BDT • Quadratic and Quasi Gaussian models (e.g... • Libor market models • local and stochastic volatility models (... • SABR) • numerical impl. esp. binomial/trinomial ... • historical simulation and filtered histo... • expected shortfall • back and stress test • fat tail and tail risk management • full revaluation and sensitivity approac... • risk reporting • margin and guaranty fund • BASEL II.5 and BASEL III;Econometric met... • maximum likelihood method • filter • kernel smoothing • co-integration and GARCH etc.; Fixed inc... • TIPS • treasury floating rate notes • agency TBAs • treasury futures • Eurodollar futures • GCF repo index futures • interest rate swaps • and options on interest rate futures • mortgage rate and prepayment model; J... • C++ • R • Matlab • SQL etc.; Quantitative analytics team... • intensive experience working with regula... • external/internal model validation and a...

Ranks

Licence:

New York - Delinquent
Date:

1986

Medicine Doctors

Young Jin Yang

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Specialties:

Pediatrics

Work:

Healthy Steps Pediatrics
3911 Mary Eliza Trce NW STE 200, Marietta, GA 30064
(678)3843480 (phone), (678)3843481 (fax)

Languages:

English
Korean
Spanish

Description:

Ms. Yang works in Marietta, GA and specializes in Pediatrics.

Lawyers & Attorneys

Young June Yang - Lawyer

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Address:

Kim & Chang
(237)031060x (Office)

Licenses:

New York - Delinquent 1986

Education:

Univ. of Michigan
Degree - LLM
Seoul National Univ
Degree - LLB

Name / Title

Company / Classification

Phones & Addresses

Young Yang
Owner

T J Autobody
T J Glass Odyssey Inc
Automobile Repairing & Service

13520 105 Ave, Surrey, BC V3T 1Z6
(604)5816313, (604)5831158

Young Yang
Owner

New Star Limousine Service
Local Passenger Transportation

209 Main St, West Fort Lee, NJ 07024

Young Yang
Owner

Mercer's Shoe Repair
Shoe Repair/Shoeshine Parlor

295 Mercer St, New York, NY 10003

Young Yang
Owner

T J Autobody
Automobile Repairing & Service

(604)5816313, (604)5831158

Young Yang
Principal

Henry & William Corporation
Nonclassifiable Establishments

277 Prospect Ave, Hackensack, NJ 07601

Young Yang
Principal

Yang Young Inc
Business Services at Non-Commercial Site · Mortgage Banker/Correspondent

277 Prospect Ave, Hackensack, NJ 07601

Young A Yang
President

YOUNG A INC

Young Kyu Yang

ZIPNY, INC

112 N 6 St 5, Brooklyn, NY 11211

Resumes

Young Yang New York, NY

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Work:

DTCC

Dec 2007 to 2000
Vice Preident/Executive Director, Head of Fixed Income Quantitative Analytics Standard & Poor's
New York, NY
Mar 2006 to Dec 2007
Director, Credit Market Service IBM Global Services
Toronto, ON
May 2005 to Nov 2005
Solutions Architect (consultant) Ness Technologies
Vancouver, BC
Dec 2004 to Apr 2005
Senior Technical Project Manager(consultant) Wysdom Inc
Toronto, ON
Oct 2002 to Oct 2004
Development Manager/Senior Architect Konverge
Toronto, ON
Oct 1999 to Sep 2002
Senior Consultant

Education:

University of Toronto
Toronto, ON
1994 to 1998
Ph.D in Applied Mathematics Peking University
1991 to 1994
M.Sc in Applied Mathematics Jilin University
Changchun, China
1987 to 1991
B.Sc in Applied Mathematics

Skills:

Option pricing, risk neutral pricing, curve construction, multi-curve and OIS discounting, 1-&2- factor Hull-White, BDT, Quadratic and Quasi Gaussian models (e.g. Cheyette), Libor market models, local and stochastic volatility models (e.g. Heston, SABR), numerical impl. esp. binomial/trinomial tree and Monte Carlo simulation; Parametric, historical simulation and filtered historical simulation VaR, expected shortfall, back and stress test, fat tail and tail risk management, full revaluation and sensitivity approaches, risk reporting, margin and guaranty fund, BASEL II.5 and BASEL III;Econometric methods such as linear/logistic regression, maximum likelihood method, filter, kernel smoothing, co-integration and GARCH etc.; Fixed income valuation and risk management for plain vanilla instruments such as treasury and agency bonds, TIPS, treasury floating rate notes, agency TBAs, treasury futures, Eurodollar futures, GCF repo index futures, interest rate swaps, and options on interest rate futures, mortgage rate and prepayment model; Java, C++, R, Matlab, SQL etc.; Quantitative analytics team management and leadership, intensive experience working with regulatory agencies, external/internal model validation and auditing teams