• Led project to upgrade Risk Management Model platform in New York branch. Introduced new quantitative techniques for Historical VaR estimation • Conducted adequacy assessment of Contingency Funding Plan and identified improvements.• Designed and calibrated methodology and assumptions of liquidity stress test model.

Supervise 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 delivered liquidity risk and interest rate risk presentations 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.

• Coded company software tools by optimizing the underlying algorithm, increasing efficiency by over 60%, and enhanced user functionality. The tool is now distributed company-wide for data analysis use.• Developed test cases and scenarios according to government requirements.• Analyzed root causes of data anomalies. Increased subsequent performance rates by 30%.• Implemented scripting software to create automated test setups for overnight functional tests and regression tests.• Saved department $100K on manpower and time by redesigning and reusing logic relay circuit on outdated power control board, instead of developing an entire new board.

•Assembled and functionally tested OnStar modules for on time customer delivery and product validation testing.

•Performed environmental and electromagnetic compatibility tests on Bluetooth phone modules•Analyzed design validation test results and design FMEA and recommended improvements.