Ye Yan

Ye Yan is a Quantitative Analytics Senior Associate in the Equity Derivatives and Solutions team at CICC, where optimization of the parameterized volatility surface has led to a 20x increase in calibration efficiency. Previous experience includes a trading internship at CITIC Securities Company Limited, where Ye Yan created the Sugar Volatility Index and achieved a remarkable annualized return of 126.37%. As a Quantitative Analytics Summer Associate at Barclays, dynamic hedging strategies were developed that notably reduced P&L volatility. Ye Yan’s academic background includes a Master of Science in Financial Engineering from Columbia University and a Bachelor of Arts in Finance from Peking University, alongside current studies as a Visiting International Student in Mathematics at Stanford University.