Xiaowei Yan
Model Risk Management - Market And CCR Risk, VP at Citi
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolXiaowei Yan is a VP in Model Risk Management at Citi with nine years of hands-on experience building and validating market and counterparty credit risk models across global banks and industry bodies. A Simon Business School MS Finance graduate with a strong quantitative coding background, she publishes Python packages on PyPI and maintains reusable R modules on GitHub, reflecting a developer’s attention to reproducibility. Her practical quant work spans high-frequency statistical arbitrage, multi-factor equity strategies, and automated data pipelines using Python, R and WRDS/Capital IQ data sources. Xiaowei has contributed educational QuantConnect tutorials, translating complex finance concepts into actionable Jupyter notebooks, and brings both regulatory risk analytics experience from ISDA and production model oversight at Citi. Colleagues describe her as a fast learner who blends rigorous statistical methods with pragmatic engineering to deliver auditable, production-ready solutions.
9 years of coding experience
5 years of employment as a software developer
Bachelor of Business Administration (B.B.A.), International Economics, Bachelor of Business Administration (B.B.A.), International Economics at Shanghai University of Finance and EconomicsMaster of Science (MS), Finance, General, Master of Science (MS), Finance, General at William E. Simon School of Businessexchange student, Finance, General, 4.6, exchange student, Finance, General, 4.6 at Université du Québec à Montréal
Chinese, English
Github Skills (7)
html10
finance10
jupyter-notebook10
statistical-models10
modeling10
documentation10
quantitative-finance10
Programming languages (1)
Github contributions (5)
QuantConnect/Tutorials
Jul 2017 - Sep 2017
Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.
Role in this project:
Technical Writer
Technical WriterContributions:97 commits, 31 PRs, 18 pushes in 1 month
Contributions summary:Xiaowei primarily contributed to the repository by creating and updating tutorials. The commits involved the creation of new HTML files and Jupyter Notebook files. These files focused on explaining financial concepts and how to implement them. The contribution included a wide range of financial topics.
jupyter-notebookpythonquantconnect
ShallweXiaowei/To_The_Moon
Jun 2024 - Mar 2025
Contributions:5 pushes, 3 branches in 9 months
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