Canada
I am an experienced Market Risk Management Manager and CFA with deep expertise in liquidity and interest rate risk (8 years in bank, 6 years in risk management). With a BBA in Information Systems, a minor in Finance, and a top-ranking Computer Programming Diploma, bridging finance and technology. At Shanghai Commercial Bank, I streamlined processes, cutting task durations by 80% through automation, and led a $1 million system migration project. In addition, my programming skills span from front/back-end development to cloud services and database management, making me a versatile and multidisciplinary professional.
• Managed Interest Rate Risk by overseeing NII and EVE limits and analyzing the implications of interest rate gap changes, stress testing results and report to senior management • Saved senior management approximately 1 week of time each month with summarized risk reports and insights for their ALCO and Risk Committee presentations • 3 years of experience in leading a team to complete a $1 million IRRBB system migration project • Collaborated with various departments on the transition of LIBOR to SOFR by assessing the impacts on the risk management systems
• Expertly handled Liquidity Risk by calculating LCR and NSFR for regulatory adherence, performing liquidity stress tests and optimizing asset arrangements with Treasury. • Streamlined reporting process, resulting in significant time saving for senior management and achieving an 80% efficiency boost through VBA automation.
• Monitored market risk metrics such as positions, stop loss, and VaR; ensured timely generation of daily and monthly stress test reports.
(1) Excelled in client communications, answering inquiries specifically on FX Structure Products, ensuring timely payment arrangements, and aiding in clarifying outstanding information for the Treasury front office. (2) Played a pivotal role in the confirmation, deal checking, and system reconciliation processes for FX Options and related structured products. (3) Collaborated closely with the IT department, leading to the successful execution of UAT and system testing.
• Managed and generated statistical reports for senior management and external regulatory party • Successfully automated the report generation using VBA and achieving an 50% efficiency boost
• Assisted in application vetting process of the government SME Financing Guarantee Scheme