Experience

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  Algorithmics

  May 2006 - Feb 2008

  Financial engineer

  - Conducted risk analysis and modeling projects for global clients (Algo Risk Service - Market Risk).

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  State street

  Mar 2008 - Sept 2009

  Financial engineer

  - Provided functional and financial modeling/Analytics expertise service to institutional clients (Algo Risk Service platform - Market Risk).

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  Cibc world capital markets

  Sept 2009 - Jan 2013

  Financial engineer, independent consultant

  - Risk Strategic Initiative Project (SunGard Risk System Replacement Project) (Credit Risk)- OSFI Enhanced VaR and Stressed VaR Project (Market Risk)

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  Ontario teachers' pension plan

  Jan 2013 - Dec 2015

  Business independent consultant

  - Risk management analysis as well as modeling mapping/pre-validation on the Risk System Replacement (SunGard) project (Market Risk).

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  Cibc

  Dec 2015 - Dec 2016

  Business independent consultant

  Catalyst Decommission Project (for Commodity Products)• Engaged in the migration of commodity system (Catalyst) to the centralized system (xTrader) including the environment readiness check and position analysis.• Responsible for the risk report migration from the old system to the new one.• Responsible for the risk number verification in the regression test.

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  Cibc capital markets

  Dec 2016 - now

  Senior business consultant

  BASEL III CVA• Analyzed the gaps between the existing risk facilities and the regulatory requirements and produced business requirements covering data source and mapping logic. . • Worked with IT Analysts and Developers on the technical build and solutions.• Conducted testing (via developing the test cases and verifying the implementations).• Validated the data mapping logic and risk metrics.• Produced various impact analysis for Risk Manager, QR as well as Trader.• Initiated the desktop solution for SA CVA.FRTB Project (SA & IMA)• In charge of the SA business requirement and the testing of the IT implementation for Delta, Vega, and Curvature across all asset classes.• In charge of the IMA business requirement and the testing of IT implementation for the IMA risk factor definition as well as the calculation of ES and SES.• Responsible for the verification of the risk aggregations in ActivePivot at trade, bucket and TOH level across all asset classes.• Verified RRAO implementation.• Acted as a subject matter expert resource in FRTB project team.XTV Project vs. SunGard Decommission• In charge of the business requirement and testing of risk factor definition and scenario verification in the new CIBC risk valuation engine (XTV) across all asset classes.• Responsible for the risk measure verification of various products in the new CIBC valuation engine (XTV) across all asset classes.• Engaged in the Fixed Income migration from FIS(SunGard) risk system to the new CIBC valuation engine (XTV).• Acted as a subject matter expert resource in XTV project team. Show less