[4][5][6][7] Yan worked as a reporter for the Los Angeles Times and The Wall Street Journal[8] in New York, Hong Kong and Beijing before turning to filmmaking.

[6] After writing and directing several short films, Yan also shot a web-series and content for brands such as Armani, Subway, Spotify and The Innocence Project.

[8] Funded by Chinese investors, Yan shot the dark comedy in Shanghai with a bilingual crew then completed the film in New York; director Jia Zhangke executive produced.

[11] In April 2018, Yan was selected to direct the Harley Quinn DC Extended Universe superhero film Birds of Prey, based on the comic of the same name.

[13] As of January 2020[update], Yan is working on directing and producing A24's[14] film adaptation of Sour Heart, a collection of short stories by Jenny Zhang.

Yan will co-write the script alongside Zhang for the autobiographical coming-of-age story about the immigrant experience of a young girl who moved from Shanghai to New York in the 90s.