Eddie Chiu

Experience

• 

  AIA

  Jul 2013 - Dec 2013

  Actuarial Intern, Economic Capital Team

  - Cash flow checking and reconciliation for Economic Capital development- Model coding enhancement, model checking and result analysis- Spreadsheet maintenance and enhancement

• 

  EY

  Aug 2015 - Sept 2021

  - Model development and validation (derivative pricing, VaR/ES, CVA/DVA/PFE, IRRBB, FRTB, SIMM)- Analytics library development (VBA, Java, MATLAB)- Implementation of Basel/HKMA regulations (Basel II market risk, IRRBB, SA-CCR, FRTB)- Implementation of IBOR transition (treasury systems, market risk modeling)- Technical advisory and knowledge transfer (quant modeling, Basel/HKMA regulations, IBOR transition)

  • Manager, Financial Services Risk Management (FSRM)

    Oct 2020 - Sept 2021

  • Senior, Financial Services Risk Management (FSRM)

    Oct 2017 - Sept 2020

  • Staff associate, Financial Services Risk Management (FSRM)

    Jan 2016 - Sept 2017

  • Intern, Financial Services Risk Management (FSRM)

    Aug 2015 - Dec 2015
• 

  IHS Markit

  Sept 2021 - Feb 2022

  Associate Director, Portfolio Valuations

  (IHS Markit has been merged with S&P Global.)

• 

  S&P Global Market Intelligence

  Mar 2022 - now

  Associate Director, Data, Valuations & Analytics

  - Derivatives pricing, risk analysis and initial margin analytics- Model maintenance and enhancement- Bespoke solution design and implementation- Client engagement and support- Presales support and technical advisory- Research and prototyping (quant modeling, machine learning, financial products & markets, regulations)