Yan Liu is a quantitative risk professional with significant experience in model validation and risk management. Currently serving as a Quantitative Risk Associate at the National Futures Association since May 2019, Yan Liu previously held the role of Senior Quantitative Advisory Consultant at EY, where responsibilities included designing testing plans and conducting independent model validations for international banks. Yan Liu's technical expertise encompasses automation using VBA, data processing with R, and programming in Python. Prior experience includes an internship at the Depository Trust & Clearing Corporation focused on Value-at-Risk models, along with roles in mathematics tutoring and tax preparation. Yan Liu holds a Master’s degree in Financial Engineering from Baruch College and a Bachelor's degree in Accounting with a minor in Mathematics from the same institution.
Location
New York, United States
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