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Can Cui

Can Cui

Asset Liability Management/ALM Analyst

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location of Can CuiXicheng Qu, Beijing, China

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  • Timeline

  • About me

    Manager at Deloitte China

  • Education

    • Cornell University

      2011 - 2012
      Master's degree Statistics 4.0

      Relevant courses:Database and SAS Advanced (SQL), Statistical Method, Applied Statistical Analysis (SAS), Financial Engineering, Fixed Income and Interest Rate Derivative, Monte Carlo Simulation, Financial Engineering with Stochastic Calculus.

    • Southwestern University of Finance and Economics

      2007 - 2011
      BA Financial Statistics 90

      Activities and Societies: Secretary, Negotiation Society, SWUFE (9/2008-6/2009), Secretary, Student Union, School of Statistics (9/2007-6/2009) Key Member, Wind Music Band (Flute) (2/2008-6/2009) Relevant courses: Mathematical Statistics, Probability, Econometrics, Time Series Experiment, Multivariate Analysis, Operations Research, Intermediate Microeconomics, Macroeconomic Analysis, Investments, Accounting Principles (Managerial Accounting), Insurance & Risk Management ,Actuarial science.

  • Experience

    • Regions Financial Corporation

      Aug 2012 - Oct 2014
      Asset Liability Management/ALM Analyst

      • Develop the loan balance projection statistical model for CCAR and Capital Planning purposes; Develop deposit rate model to forecast the deposit rate for IBC, MM, and Saving accounts for the next economic cycle• Run interest rate stress testing and forecast yield curve in management view and analyze its impact on NII and EVE• Develop reports and presentation materials that effectively communicate financial performances, risks, and strategy recommendations on ALCO, CCAR and Board Meeting.• Provide support for subjects such as basis risk, interest rate risk analysis, Capital Planning, etc. Show less

    • Deloitte China

      Oct 2014 - now
      Manager

      • Build up the PPNR framework for a G-SIFI in China, with a focus on PPNR modeling and stress test• Develop the Recovery and Resolution Plan for a G-SIFIs in China, with leading the recovery plan and capital &liquidity stress testing modules• Develop the dynamic warning models on industry level and early warning tools for single-customers in Early Warning System for Citic Bank

  • Licenses & Certifications

    • FRM Charter

      Jun 2012