Lucy Li

Experience

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  Other working Experience

  May 1995 - Feb 2005

  Software Engineer

  > Researcher/Teaching Assistant - University of Toronto 2003- 2005> Software Engineer - EnReach Software Canada Inc. Toronto 2000- 2002> System Analyst - WanGuo Software Co., IBM Joint Venture, China 1999- 2000 > Project Team Lead/ Lead Developer- Bank of China 1995- 1999

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  BMO

  Feb 2005 - now

  1.Oversight for risks in China Capital Markets, covering both onshore and offshore market including FX spot, FX derivatives and money market instruments; authorizing and approving market risk limit excess and counterparty credit risk violations on a daily basis; calculating regulatory capital; oversight of structural market risk as a 2nd line of defense; assisting internal and external auditing activities and CBRC’s (China Banking Regulator Commission) on-site inspections.2.Assisted the Chief Risk Officer (CRO) on building China risk infrastructure; localized the loan loss provision model; engaged in managing all risk activities, including market risk, credit risk and operational risk. Show less

  • Director, Data &Analytics, Capital Markets

    Mar 2025 - now

  • Director and Product Owner, Data Ingestion, Market Risk

    Jul 2022 - Feb 2025

  • Director, Market Risk Counterparty Credit Risk Capital

    May 2017 - Jun 2022

  • Director, Market Risk Capital & Regulatory Relations, Market Risk

    Jul 2014 - Apr 2017

  • Director, Risk Infrastructure & Integrated Services, Market Risk

    Mar 2012 - Jun 2014

  • Senior Market Risk Manager, Risk Oversight, BMO ChinaCo

    May 2010 - Feb 2012

  • Manager, VaR Infrastructure, Market Risk

    Jun 2007 - May 2010

  • Team Lead, VaR Production Support, Technology &Operations

    Feb 2005 - May 2007