Doris Li Email & Phone Number

Sydney, Nsw, Au

Sydney, New South Wales, Australia

Sydney, New South Wales, Australia

• Providing independently, timely and accurate measurement, monitoring, analysis and reporting of non-traded market risk (Liquidity Risk and Interest Rate Risk in Banking Book) associated with Suncorp Bank Activities against internal and regulatory policy limits.• Source, validate and reconcile core asset, liability, capital, derivatives and rate data to measure non-traded market risk.• Performing analysis on Daily Liquidity reports (High Quality Liquidity Asset, Liquidity Coverage Ratio, Net stable Funding ratio, etc.) and Monthly ALM (Asset Liability Management), FTP (Funds Transfer Pricing) reports to provide high quality insightful commentary.• Analysing risk exposures, trends, cash flow movements and investigate variances and exceptions and resolve issues that arise in day-to-day activities by applying knowledge of banking products, accounting concepts, financial risk, fixed income, interest rate derivatives, and FX derivatives, Securitisation products.• Facilitating regulatory compliance by timely producing required analysis and graphs of monthly BALCO (Bank Asset & Liability Committee) submissions of interest rate risk in the Banking Book.• Enhance, recommend, and maintain risk measurement models, data, and systems (QRM) used in the production of IRRBB (Non-Traded Market Risk), Liquidity reporting and FTP processing. Ensuring governance is adhered to.• Cooperating with IT to improve the quality of reporting data.• Report preparing: Monthly ARF210.5 Daily Liquidity Report (APRA Firedrill), ARF922 Covid 19 Liquidity return; Quarterly ARF210.1 LCR, ARF210.6 NSFR, ARF117 Repricing analysis.

Sydney, New South Wales, Australia

• Primary client: IKEA• Independently deal with invoicing and campaign budgeting without mistake.• Build and troubleshoot bi-weekly and monthly reports on Google Data Studio.• Conduct data analysis independently to gain in-depth campaign performance insights.• Deliver post campaign analysis.

Master'S Degree, Master Of Banking And Finance, Distinction

2020 Awarded the Department of Applied Finance prize for AFIN8006 - Risk Management and Derivatives 2019 Mentor – University Peer.

Bachelor Of Ecnomics, Finance And Financial Management Services, 80.8