Jun Feng Liu, FRM, CFA, ACCA

Experience

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  Guotai Junan Securities Co., Ltd

  Jun 2018 - Aug 2018

  Investor Service Assitant

  - Assisted in roadshows, financial product promotion, market analysis, and portfolio management for retail and corporate clients.

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  Essence Securities

  Jul 2019 - Jun 2020

  Credit Research Analyst

  - Independently or jointly authored several in-depth credit analysis reports on real estate companies, along with industry research and credit bond market studies.- Participated in surveys, roadshows, and daily market monitoring activities.

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  Guotai Junan Securities

  Jul 2020 - Sept 2020

  Investment Banking Intern

  - Contributed to bond underwriting projects in Shandong Province, assisting with due diligence and drafting offering documents.

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  East Asia Qianhai Securities

  Sept 2020 - Nov 2020

  Fixed Income Department Intern

  - Participated in multiple bond underwriting projects, preparing bond prospectuses and other supporting documents.

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  IBM

  Jul 2021 - Jul 2023

  Business Transformation Consultant

  1) Implementation of Capital Management for a City Commercial Bank - Collaborated with multiple IT departments to design data processing workflows, mapping source data to the RWA engine. - Calibrated the credit risk RWA engine, tested measurement accuracy, and used SQL to automate portions of the operational risk measurement process.2) Implementation of Capital Management System for a Leading Chinese Commercial Bank - Developed ETL programs to feed source data into an RWA engine. - Configured and validated credit, operational and market risk engine. Show less

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  KPMG China

  Jul 2023 - now

  Risk Management Consultant

  1) RWA Measurement and Reporting Reviewing Project for a Hong Kong Bank - Collaborated with an implementation vendor, the client’s subsidiaries, and related departments to conduct a comprehensive review of capital measurement and credit risk RWA. - Through in-depth analysis, adjusted the risk exposure classification and RWA methods for certain complex products, saving tens of billions of HKD in RWA. Also refined the handling of specific capital instruments, improving compliance. - Drafted business requirement documents for CAR and LVR return, optimizing complex field classifications and enhancing reporting compliance. - Performed UAT testing, identified and resolved inconsistencies in data within and across reports, increasing accuracy.2) Several Funds’ RWA Measurement and Reporting Assurance Project - Collaborated with audit teams, leveraging Python and SQL to compare client RWA calculations against KPMG’s proprietary measurement system. - Analyzed thousands of records across 15 funds within tight deadlines and resolved any measurement discrepancies with clients and stakeholders.3) A-Grade Chinese Bank’s Reporting and Economic Capital Project - Led the data team to analyze business requirements and develop automated SQL scripts for the final 1104 report generation system. - Worked closely with developers to deploy and customize the (EC) engine. Show less