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Yang is a New York-based senior manager in the Financial Services Risk Management Practice at Ernst & Young LLP. He has over six years of experience in the financial services industry serving banking and capital markets organizations in the areas of model development, model implementation, model validation and model risk audit.
Yang received his PhD in Mathematics from the University of Wisconsin-Madison. His educational background and experience are primarily focused on algebraic combinatorics, representation theory, special functions, partial differential equation, differential geometry, stochastic analysis and financial engineering. Yang is good at applying analytical, algebraic, combinatorial, geometrical, topological and statistical tools in the context of finance. He specializes in market risk, credit risk, derivative pricing, climate risk, crypto risk, and related regulatory modeling, as well as CCAR/stress testing modeling.
How Yang is building a better working world
I am building a better working world by helping organizations identify model issues, conduct related model enhancements, and develop new reliable models for emerging regulatory and business requirements and market challenges.