Andy Yuan

Achieved 70% runtime reduction on a scalable ETL pipeline using Polars’ lazy parsing and parallelization on columnar fixed income trading data, enabling 3x faster delivery of PnL and IPV datasets for 6 control analysts and over 50 trading desks.

Increased accuracy of PnL, risk, and liquidity by 15% using a Tableau dashboard which highlighted trade-level data anomalies, enabling correction of 100+ errors before posting.
Optimized risk threshold calibration across 30+ risk models, aligning breach frequency with expected VaR confidence levels by conducting financial time series analysis and statistical modeling in Tableau and Python.

Delivered daily portfolio and client insights 1 hour earlier, equipping teams with the right data to improve sales functions by using SQL and VBA to streamline 5 data workflows producing exploratory reports for asset flow and distribution analysis.
Architected a data pipeline algorithm to automate regional assignments for over 30,000 private wealth clients, saving over 200 hours annually.

Delivered daily portfolio and client insights 1 hour earlier by streamlining 5 data workflows with SQL and VBA to support exploratory reporting for asset flow and distribution analysis. Automated regional assignments for 30,000+ private wealth clients, cutting manual processing and reporting needs by 90% and saving 200+ hours annually while supporting 100+ new sales relationships via fund flow rec

Grade: 3.9

Activities and societies: Foodies’ Club, Tea Club, Japanese Students’ Association, Statistical Undergraduate Association

Grade: 3.9/4.0

Activities and societies: 2x Western Gold Medal; 3x Dean’s Honor List; clubs included Foodies’ Club, Tea Club, Japanese Students’ Association, and Statistical Undergraduate Association.

Earned an Honours Bachelor of Management and Organizational Studies with a double major in Applied Statistics and Accounting. Graduated with a GPA of 3.9/4.0, including multiple academic awards.