Chun Wing Lam Email & Phone Number

San Jose, Ca, Us

Santa Clara, California, United States

San Antonio, Texas Area

Perform quantitative analytics used in portfolio management and strategic planning• Perform live advance prepayment fee and daily advance prepayment fee indication calculations;• Conduct testing and analysis using Polypaths and Quantitative Risk Management;• Conduct daily short term and monthly long term income forecast;• Conduct daily liquidity reporting for various scenarios and facilitate weekly reporting to regulator;• Perform weekly funding summary analysis and compare with FHLB system and other FHLBs;• Provide periodic macro-economic overviews on employment, housing, and regulatory; and• Evaluate and make recommendations on callable debt and perform portfolio analysis as needed.Identify, analyze, measure and report on collateral risk within the Bank’s member exposures.• Develop and automate reports, and ensure regulations are adhered by procedures and processes;• Ensure business activities are in line with Strategic Business Plans; and• Manage departmental internal controls and regulatory issues.

Atlanta

Report and monitor risk for different trading products in Regions Capital Markets.• Develop and produce Value-at-Risk reports for the monitoring and surveillance of Volcker limits;• Develop and produce reporting of trading product (e.g. interest rate swaps, caps, floors, corridors,FX options, forwards, synthetic forwards, etc) credit risk exposures;• Assist in the maintenance and governance of policies within Market & Liquidity Risk ManagementTeam (MLRMT);• Create processes to improve quality control of risk system outputs and reporting;• Facilitate limit setting process and assist in documenting details for the appropriateness of limits• Work with Trading and other team members within MLRMT to implement documentation andpolicies around trading and hedging strategies, and other desk-level procedures; and• Investigate queries from Model Validation Team and document findings to ensure the soundness ofoutputs from risk system.

Assist the chair professor of Accounting, Finance, and Insurance & Risk Management Department• Tutor two statistics courses and grade assignments, quizzes and examinations; and• Demonstrate statistical concepts using SPSS and Microsoft Excel.

Indiana State University

I received scholarship from ISU and worked as a Graduate Assistant for Professor Steven Lamb, chair professor of Accounting, Finance and Insurance & Risk Management Department of the Donald W. Scott College of Business. My duties included analyzing research data, grading assignments, holding tutoring class, and performing administrative work. The courses that I was responsible for were MBA 612 (Quantitative Problem Solving) and BUS 305 (Business Statistics II).

Engage in various projects and trainings for different risk departments• Familiarize guidelines posted by Federal Deposit Insurance Corporation (FDIC) to learn about thedesired ratios FDIC used in CAMELS risk scores calculations;• Use Bloomberg and SNL Financial to collect data and perform calculation for each member;• Apply the model using data of banks which failed after 2004 and compare their scores; and• Familiarize FHLBI’s Risk Management Policy to perform unsecured counterparties credit analysis

Hong Kong

I worked as an Assistant Investigator in the ICAC in Hong Kong, an organization that possesses its specific authority for investigating corruption or corruption-related offences. This unique experience trained me to be a detail-minded, independent yet good team player and greatly enhanced my soft skills for dealing with a lot of people with different backgrounds.

Hong Kong

I worked as an Executive Trainee in the Bank of Communications (BComm), a member of the Hang Seng Index listed in Hong Kong. I was exposed to a variety of frontline positions and a few departments in the back office. Also, I was selected to participate in the Lehman Brothers Issues Review Team under Retail Banking Department during the financial crisis in 2008-2009. My roles were to review different credit linked notes in connection with Lehman Brothers that had already been sold via BComm; handle customer complaints; analyze each complaint case separately; calculate settlement rate and seek approval; and coordinate with frontline colleagues to facilitate settlement processes with customers.

Master Of Business Administration (Mba)

Master Of Science - Ms, Statistics

Bachelor Of Engineering (Beng), Mechanical Engineering