YUXUAN (VINSON) LI
350 S Miami Ave, Miami, FL 33130 · +1 (404) 395-2326 · vinson.li@hotmail.com
PROFESSIONAL EXPERIENCE
Dec. 2012 - Present
Bayview Asset Management, Miami, FL
Financial Analyst
Provide analytic and modeling support to Bayview’s servicing acquisition and whole loan acquisition business.
Responsibilities include a variety of pricing analysis, modeling, reporting and programming tasks
Develop proprietary prepayment and credit models for agency residential mortgage-backed securities; Analyze and price US Agency MBS and Credit-Risk-Sharing Bonds
Conduct statistical analysis using SAS for multi-million loan level data on SQL database
Research fundamental factors and policy changes affecting the mortgage industry
Bayview Asset Management, LLC is minority-owned by affiliates of the Blackstone Group, L.P. (NYSE:BX).
Bayview currently has $6.8 billion in assets under management and manages a series of strategies focused on credit-sensitive residential and commercial mortgage whole loans, asset-backed securities (ABS), mortgage servicing rights (MSR), and other mortgage-related assets.
Angel Oak Capital, Atlanta, GA
Asset Management Intern
Jun. – Dec. 2012
Focused on Non-agency MBS, conducted scenario analysis based on different Voluntary Prepayment Rate,
Conditional Default Rate and Recovery Rate
Constructed a regression model to quantify credit risk; predicted default probability based on borrowers’ credit score, LTV ratio, geographic location, etc; determined risk factors for Prepayment Rate and Recovery Rate
Georgia Institute of Technology, Atlanta, GA
Research Assistant
Fall 2011
Researched over all current open-end Mutual Funds focused in China Emerging Market
Modeled a fund-rating system, which bridged the gap of minimum fund age requirement by Morning Star, to predict the Mutual Funds performances using regression and time series analysis on their
