Responsible for day to day activities including pricing strategy, inventory management, food distribution, import/export operations, investment and risk management.

Supported President/CRO in risk and investment management of a multi-billion hedge fund with focus on multi-strategy. Responsible for risk oversight, asset allocation, manager selection, portfolio performance as well as adding value to the portfolio managers' and analysts' investment process. Risk oversight is conducted on a current and time-series basis including: (1) Portfolio Market Risk Management, (2) Trading Teams' Portfolio and Performance Evaluation, (3) Trading Limits Compliance, (4) Model Evaluations, and (5) Credit and Counterparty Risk. The value-added analysis will include identifying hedging strategies, finding new trade ideas, and evaluating existing and potential new investment teams.

Regional risk manager for North East Asia region. Deputy Manager for the IRD market risk team. Oversee the BAU "Business As Usual" department to ensure the risk reporting and control procedures are properly carry-out and managed. Products include: Deliverable Forwards, Non- Deliverable Forwards, Cross Currency Swaps, Interest Rate Swaps, Interest Rate Swaption (European & Bermudan), and OTC Options. Other responsibilities include establish policies and procedures for risk controls; inform key risk positions to senior managements; review and approve reserve; and review and approve models changes in coordination with global risk team.

Establish policies and procedures for the identification, quantification, control and recommended sanctioning of markets risks in trading. Evaluate risk and recommend risk control measures for new business products or proposed changes to products. Inform management of key risk positions and work with desk management to develop appropriate course of action in addressing areas of concern. Develop and enhance risk measurement methodologies to raise quality and meet changing user requirements. Coordinate with Product Control on issues pertaining to pricing and reserves, as appropriate.

Responsible for servicing and developing existing and new clients in risk management advisory services (in the area of equities, currencies, energy, and interest rates) for Pacific Rim clients including utilities, financial institutions, multinational corporations, insurance companies, and fund managers. In addition to risk management advisory, help define opportunities, devise strategies, and implement IT solutions for mid-size companies and corporate. Using intranets and extranets to help customers to communicate with their existing customers in a more efficient manner. Above all, assisted in developing and planning business strategy in the telecommunications industries.

Working closely with salespersons, traders and strategists on a daily basis to providing quantitative and strategic support including modelling and validating derivative pricing models (such as FX/Equity/Interest Rate vanilla and exotic derivative products), suggesting hedging/trading strategies, conducting risk analysis (include the modelling, measurement and analysis of market and credit risks associated with various underlying instruments, related derivatives and investment products), and performing mark-to-market and performance analysis.

1) Responsible for corporate finance derivatives with an emphasis on interest rate, equity, electricity, and tax-related transactions. 2) Responsible for the development of curriculum and educational software on equity, interest rate, and foreign exchange derivatives in the School of Financial Products.

Responsible for evaluating and implementing risk management, conducting research on risk methodology, and running various educational seminars for world-wide clients. Managed development of various interest rate and FX calculators for transactions such as Caps & Floors, Swaps, Swaptions, Forwards, Exotic Options, and Hybrid Products using Visual Basic (“VB”). Worked closely with technical analysts to conduct research on various forecasting projects such as identification of reversal signals and breakout points of G-7 and Asian currencies. Frequent speaker on various risk management topics in seminars and workshops. The primary topics included Swaps, Options, and Market Risk Measurement. Edited the chapters on “A Primer on Options” and “A Taxonomy of Option-Pricing Models” in the widely distributed book Managing Financial Risk by Charles Smithson.