Suhyun LEE

Experience

• 

  LG Electronics

  Mar 2001 - Oct 2003

  Business Management Analyst

  1. Analyzed monthly sales, profitability and cost structures by division and region2. As a member of disputes settlement task force team with Australia and EU, came up with feasible strategies with lawyers and led to settle a dispute 3. Develop a strategy to mitigate the international trade risks for various divisions

• 

  Woori Investment & Securities

  Jan 2006 - Sept 2011

  1. Developed a middle office system for pricing and market risk management as a project leader • Analyzed and designed a business processes and the functional specifications • Responsible for task scheduling, progress tracking, status reporting, and issues and risk management • Product Coverage: Equity-Linked Securities, Equity Option, FX Swap, FX Option, CRS, IRS• Pricing Models: Monte-Carlo Simulation, Black-Sholes model, FDM (Finite Difference Method) • Market Risk Methodologies: Historical VaR, Back testing and Stress Testing2. Deployed company-wide product control procedures • Analyzed and explained the differences of PnL as per internal and regulatory purpose respectively• Control and manage pricing models and variables, including Vol surface, related to PnL changes3. Responsible for derivatives operation and risk reports to Korean Financial Supervisory Service (FSS) Show less Market Risk Manager in Risk Management Team Jan 2006 ~ Dec 20081. Improved SunGard market risk management system based on regulation and internal requirements evolvement in areas of: • VaR methodologies change to historical VaR from quadratic VaR guided by FSS• Performed UAT tests on new products or models and back testing for model validity• Came up with and deployed VaR-based Greeks Limit methodologies • Intra-day limit management to see if traders meet their limits within the trading hours 2. Evaluated, monitored and analyzed market, credit, liquidity risk daily3. Performed market risk control including limit setting and review, investigation of limit breaches, analysis of risk profiles, NPA (New Product Approval) review and design of new risk reports and risk analysis tools for new products or models4. Reviewed ISDA & CSA and term sheets of 5+ million USD new trades from a risk regulation perspective 5. Reported risk exposures and stress test to CRO and financial supervisory authority (FSS) Show less

  • Business Analyst and Quant in Financial Engineering Team

    Jan 2009 - Sept 2011

  • Market Risk Manager in Risk Management Team

    Jan 2006 - Dec 2008