-Modified existing tools to calculate PnL of SOFR based products ahead of LIBOR cessation -Participated in regulatory exam and audit reviews and addressed their requests and concerns-Led and managed a team to accomplish department goals while enhancing development and motivation

-Oversaw the upgrade of local Risk Management Model system. Introduced new quantitative techniques for Historical VaR estimation -Conducted adequacy assessment of Contingency Funding Plan and annual company-wide drill-Reviewed and challenged methodology and assumptions of internal liquidity stress test model

-Supervised daily/monthly risk reporting activities and verified data accuracy. Introduced automation to streamline processes and enhance operational efficiency. Expanded the system to support new products-Implemented tools to monitor trading and hedging activities in compliance with US (Volcker Rule) and international regulations-Prepared and presented liquidity risk and interest rate risk situation to Asset and Liability Committee members and senior management

-Expanded database repository and reports to facilitate monthly monitoring and analysis of bank's $10 billion credit portfolio -Created ALM model to project future cash flow obligations and liquidity buffer under different scenarios-Developed Monte Carlo simulation model of bank loans and binomial distribution model of CLOs to stress test VaR and economic capital