Yu Jie (Irene) WANG, CFA

Experience

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  Industrial and Commercial Bank of China

  Jun 2013 - Aug 2013

  Corporate Finance Intern

  • Resource management skill: Managed 4 corporate loan applications by assessing risk rating, credit history, collateral evaluation and investigation; • Risk analysis skill: Drafted risk analysis report for a major hydroelectric power generation company.

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  Accenture

  Jul 2015 - Nov 2015

  Summer Intern

  • B platform design project: analyzed business process for a global leading online asset exchange company, Co-designed online and offline process for financial product trading, independently drafted Business Requirement Description for the payment tracking module; • Supported communication work, served clients with useful suggestions, participated daily meeting and took meeting minutes; • Assisted with data analysis and industry research for new business opportunities.

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  BOCI

  Dec 2015 - Apr 2016

  Product Management Intern

  • Assisted the structured product team to design, develop and implement various structured product such as asset-linked note, equity swap, exchangeable bond and other structured finance products; • Provided product solutions such as ABS and structured finance to different clients such as mutual funds and insurance company, drafted contracts and other paperwork; • Conducted research on exhibition industry and drafted proposal for an industry fund

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  熵一资产管理(上海)有限公司

  Apr 2016 - Oct 2020

  Risk Manager

  1. Led the risk reporting system project-- Phase 1: Deployed an outsourced risk management system(IMAGINE) covering the firm’s Chinese and offshore accounts within two months. Then optimized the data maintenance using R and system-embedded Javascript, and automized the procedures on the inhouse server with the help of IT team; generated daily risk reports and monthly ad hoc analysis for portfolio managers about the positions’ exposure, performance and risk limits; -- Phase 2: In 2019, led the inhouse risk management system project: wrote PRD for IT team to develop the firm’s risk database, and upgraded the risk report to a Tableau version within 3 months;2. Led Pre-trade compliance projects on four Trading system -- Four system includes Tradingscreen, Bloomberg, Quantdo and an inhouse trading system-- Coded, tested, reviewed and monitored the pre-trade compliance rules and risk limits functions across different trading system in accordance with exchange/firm/fund/account level compliance policies. 3. Risk management for different investment strategies-- Reviewed and back-tested strategies provided by portfolio managers, designed risk monitors based on strategy’s falsifiable evidence and data, monitored the risk limits; -- Analyzed event risks, gave stress test, and simulated profit and loss under different risk reducing strategies; made Monte Carlo simulation and risk evaluation on new instruments such as exotic options strategies; Gave ad hoc performance reports on the strategy; Show less