- Edinburgh Chinese Medicine and AcupunctureBooking system design and developmentDIGITAL & ITJuly 2024 - July 2024Design and develop a Java system for a Chinese medicine store, functions including- user interface- able to add new client's basic information to the system- able to add new appointment to the system, include information like diagnosis, medicine, payment etc- able to modify existing client's information and history appointment- provide monthly statistics
- Bank of Communications Co., Ltd.Senior Asset and Liability Management Manager, Team LeaderFebruary 2018 - October 2021 (3 years and 8 months)Hong Kong- Communicate with regulator and auditor about the bank's practice- Lead IBOR transform project- Construct the standardized IRRBB framework and model- Review and enhance existing liquidity policy- Establish ICAAP framework- Setup FTP(fund transfer pricing) methodology- System enhancement, including daily LCR and NSFR system
- PwC Hong Kong and Mainland ChinaRisk Consultant, ManagerMay 2015 - October 2017 (2 years and 5 months)Hong Kong- Implement model assessment to evaluate the process and methodology of securities valuation for a leading securities firm.- Validate CVA and DVA models and provide enhancement opinions for a leading local bank.- Provide comments and suggestions on a recovery plan for a major local bank- Valuate and analysis on various structure products, including TRF, EKI feature derivatives.- Participate in CCAR model development and documentation for a multinational bank- Leading the quantitative team to participate in FRTB implementation and model development for a leading Chinese bank.- Leading the quantitative team to participate in new OTC margin rules impact anlaysis for a leading Chinese bank and central clearing party.
- Master of ScienceUniversity of Warwick - Warwick Business School2011MSc, Financial Mathematics
- Bachelor of ScienceThe Chinese University of Hong Kong2007BSc, Risk Management Science Program