衍生品及交易对手风险管理

• Jul 2022 - Present

Counterparty Risk Valuation and Advisory AVP

• Jan 2019 - Jul 2022

Analyze credit exposure of trades or the whole portfolio before FO and credit risk managers approve the trades and decide on Initial Margin, Haircut or to size PSE contribution/limit. Calculate credit exposure for trades that can’t be supported by risk models. Analyze credit exposure of trades or the whole portfolio before FO and credit risk managers approve the trades and decide on Initial Margin, Haircut or to size PSE contribution/limit. Calculate credit exposure for trades that can’t be supported by risk models.

Quantitative Advisory Senior Consultant

• Mar 2017 - Jan 2019

Performed independent valuation and review on various types of derivatives traded by banks and corporates in China and other countries, including interest rate swaps, cross currency swaps, FX forwards, floating rate notes, FX options, Commodity options, Employee Stock Options, fixed coupon bonds with options, preferred shares, structured notes, contingent consideration etc. Participated as a key member in the pricing and trading system implementation project to price European options, American options, digital options, barrier options and other exotic options that are subject to foreign exchange, commodities and precious metals. Mainly responsible for market data requirements, pricing model validation and other financial engineering support. Acted as a core member in an IFRS 9 consulting project. The project covered the classification, valuation, impairment and hedge accounting of financial instruments. Mainly in charge of data processing, model construction, and technical support for the valuation of bills, WMPs, non-standard bond assets, bonds, ABS, equity of non-listed companies. Participated in several asset securitization projects. The projects covered future cash flows forecasting of both the asset pool and different trenches of ABS, stress testing and reporting to the exchange. Participated in the hedge accounting consulting project. Mainly responsible for the fair value measurement of financial derivatives such as forward and futures, the designation of hedging relationship, the validity test and the output of accounting documents. Show less

Derivatives Valuation Center Summer Intern

• Jun 2016 - Aug 2016

Conducted pricing model construction of employee stock options (ESOs), preferred shares, real options, convertible bonds and callable bonds with structural contract terms using Monte Carlo and Binomial Tree models in Excel (VBA) Conducted pricing model construction of employee stock options (ESOs), preferred shares, real options, convertible bonds and callable bonds with structural contract terms using Monte Carlo and Binomial Tree models in Excel (VBA)

Institutional Sales Intern

• Dec 2014 - Apr 2015

Updated IPO pricing data to stock analysts as well as institutional customers with information released by CSRC. Maintained relationships with institutional investors by emailing research reports and invitation letters. Assisted on road show arrangement to mutual funds, insurance companies and asset management companies Updated IPO pricing data to stock analysts as well as institutional customers with information released by CSRC. Maintained relationships with institutional investors by emailing research reports and invitation letters. Assisted on road show arrangement to mutual funds, insurance companies and asset management companies

Investment Banking Intern

• Nov 2014 - Dec 2014

Facilitated the process of dealing with bulk orders, data entry, and filing copied orders during Convertible Bond deals. Facilitated the process of dealing with bulk orders, data entry, and filing copied orders during Convertible Bond deals.

Securities Research Intern

• Sep 2014 - Nov 2014

Participated in seminars on China’s computer industry and assisted in coordinating the investor meeting for the OpenPOWER foundation. Assisted in organizing the road show for the refinancing of Tibet Urban Development and Investment Co., Ltd. Participated in assessing DJI-Innovations, an aerial equipment company. Participated in seminars on China’s computer industry and assisted in coordinating the investor meeting for the OpenPOWER foundation. Assisted in organizing the road show for the refinancing of Tibet Urban Development and Investment Co., Ltd. Participated in assessing DJI-Innovations, an aerial equipment company.

Investment Banking Intern

• Jul 2014 - Aug 2014

Assisted some paper work in Investment Banking Department.Searched for industry data and analyze them. Helped design the scheme of state-owned shares transformation of China's state-owned companies in the process of IPO. Attended strategy conference of Research Department in Consumer industry. Assisted some paper work in Investment Banking Department.Searched for industry data and analyze them. Helped design the scheme of state-owned shares transformation of China's state-owned companies in the process of IPO. Attended strategy conference of Research Department in Consumer industry.