Xiaona Tian serves as a Vice President at Barclays Investment Bank, where she plays a pivotal role in Quantitative Traded Risk Model Validation. With a robust background in financial modeling and risk management, Xiaona leverages her expertise in advanced quantitative techniques to ensure the integrity...
Xiaona Tian serves as a Vice President at Barclays Investment Bank, where she plays a pivotal role in Quantitative Traded Risk Model Validation. With a robust background in financial modeling and risk management, Xiaona leverages her expertise in advanced quantitative techniques to ensure the integrity and accuracy of risk models used across the bank's trading operations. Her proficiency in programming languages such as Python, R, and VBA, combined with her knowledge of statistical analysis tools like MATLAB and SAS, enables her to develop and validate complex models that assess market risk and derivatives pricing.
At Barclays, Xiaona is actively involved in key projects that focus on enhancing the bank's compliance with regulatory frameworks such as Basel III and CCAR. She utilizes her deep understanding of risk metrics, including Value at Risk (VaR), Expected Shortfall (ES), and Counterparty Valuation Adjustment (CVA), to conduct thorough stress testing and risk assessments. Her work not only supports the bank's strategic objectives but also contributes to the overall stability of the financial system.
Xiaona's expertise extends to derivatives pricing methodologies, including the Black-Scholes and Hull-White models, which are critical for evaluating the pricing and risk of interest rate derivatives. Her commitment to continuous improvement is evident in her application of Monte Carlo simulations to enhance model performance and reliability. As a leader, Xiaona excels in fostering collaboration within her team, demonstrating strong interpersonal skills and public speaking abilities that facilitate effective communication of complex quantitative concepts to stakeholders. Through her innovative approach and analytical acumen, Xiaona Tian is a key asset to Barclays Investment Bank, driving forward the bank's risk management capabilities in an ever-evolving financial landscape.
