Experience

• 

  Natural capitalism solutions

  Jan 2017 - Jan 2017

  Intern
• 

  University of colorado boulder

  Jan 2018 - Jan 2018

  Research assistant

  Research Topic: Invertible Random MatricesResearch Skills:  Use MATLAB to build random Bernoulli sparse matrices and to observe and analyze their pattern. We found rows and columns of inverse matrices that are all zeros except for at least one entry. Apply probability theory and Taylor Series to analyze and explain the probability of the observed pattern, which approaches to 1. Use Latex to write out the summary for our project and use it as an outline for our presentation. Through this experience I noticed the importance to apply technical tools to mathematical researches. Voir moins

• 

  Guangfa security co., ltd.

  Jan 2019 - Nov 2019

  Intern

  Internship skills: Update funds’ net worth with Excel. This has made me be more precise about numbers.  Use Wind, a financial statistical tool, to conduct data and graphs. We use these data and graphs to make seasonal reports. Manage Wechat official account i.e. posting ABS weekly articles and updating new products’ information and advertisement. Recently, we turned Qian Li bond to one-year publicly offered fund as the first one turning collective investment product to public offered fund in the south-western area in mainland China. I became more familiar with securities’ structure and components, and new regulation rules under China Security Regulatory Commission. Make Institute Investor Weekly, updating indexes, news, and commentary from famous economists. “News hunting” makes me acknowledge what is happening with our daily life and what matters the most to the whole global economy. Voir moins

• 

  China everbright bank

  Jan 2020 - Nov 2022

  Junior risk assistant

  • Daily monitoring on market risk and monthly monitoring on FX exposure.• Weekly monitoring on key regulatory indicators and limits such as capital adequacy ratio, leverage ratio, LCR, large exposure and so on. • Monthly reports to the Head Office, including country risk monitoring, RWA reports, large exposure reports, industry concentration reports, etc.• Quarterly ECL calculation.• Stress tests, like IRRBB, based on regulatory requirement.• ICAAP/ILAAP report and Pillar III report, including CVaR calculation, stressed credit risk, market risk, and operational risk exposure calculation, capital projection etc.• Credit limit monitoring on daily basis.• Credit Review on low-risk business.• Risk-related policy updates, such as Risk Appetite Framework, ECL calculation manual, ICAAP/ILAAP policy, etc.• Translation work during the Board of Director meetings. Voir moins

• 

  Nomura

  Jan 2022 - now

  • Executing of daily financial risk controls and monthly stress testing.• Reporting of the risk profile to the senior management and escalating of risk appetite breaches and/ or operational events.• Supporting the preparation of risk assessments for Due Diligence. • Preparing Risk Management Committee materials and presenting in the RMC.• Performing credit analysis and climate-related scorecards of funds and banks.• Contributing to the ICAAP & ILAAP report.• Reviewing and supporting the preparation of ISDA & CSA.• Drafting user manuals and procedures.• Performing the climate risk assessment. Voir moins

  • Senior Risk Officer

    Jan 2024 - now

  • Risk Officer

    Jan 2022 - Jan 2024