Hong Kong SAR
I’m working as a Senior Risk Management Officer main job duites are funds and proprietary trading market risk monitoring. In this role I dig in the company’s data base, analyse relevant data making risk report and present to senior management. I’m truly passionate about my work. While I enjoy all aspects of my job, I think my favorite part of my work is playing the detective. As I digging deep into the data base, the story start to form and that’s always the fun part. I'm a certified FRM since May 2017. Currently registered for Level III CFA. I’m always interested in hearing from former colleagues, managers, or just interesting creative folk, so feel free to contact me if you’d like to connect.
● Worked with Fund Manager and Proprietary Trading to implement investment limits and assess investment strategy. ● Produced and built data base to optimize regular and ad hoc risk reports such as VaR report and attribution to senior management and headquarter. ● TOMS and PRTU for investment strategy and return attribution analysis in monthly and ad hoc basis. ● CMGR rules setting. ● New products risk assessment for hedge funds, 3rd party financial products etc. ● Modified and reviewed margin financing, trading limit policy etc. ● Performed Margin financing monitoring.
● Worked with Fund Manager and Proprietary Trading to implement trading limits and assess investment strategy. ● New products risk assessment for private equity funds, hedge funds etc. ● Produced daily risk and ad hoc risk report includes fund performance reports, VaR reports and liquidity assessment to senior management. ● Developed database to optimize loan and asset book monitoring. ● Assist credit risk assessment on loan.
• Client trade monitoring and analysis. • Daily key risk indicator report includes large trade size, client’s margin level, non-netting exposure, price delay etc. • Anti-money laundering. Monitoring abnormal transaction. • Market risk monitoring; optimize margin level and intraday margin call. • Data mining with MySQL and PostgreSql. • White label setup. • Customer service.
• Products incubation. Product development includes licences, business model, platform and software initiation, system testing, operation flow, customer service and handover. • Key performance indicator, risk indictor and PNL detail report in a daily basis. • White label setup. • Customer service.
• Attend classes held by insurance sale agents for sales technique and product knowledge. • Cold calls. • Road show. • Customer service.
• Indices and equity preferment indictor report in a daily base. • Equity valuation. (DDM, EV/EBITDA) • Meeting with sell-side and listed companies. • Daily internal meeting for market news update and operation issues.