張嘉云 Email & Phone Number

Taiwan

台灣 臺北市

台灣 台北市

• Developed and implemented model risk management process• Formulated and maintained model validation and valuation reserve guidelines• Monitored, reviewed, and reported on model risk related matters on a regular basis• Conducted model validation and risk analysis on new pricing models and new requirements• Participated in LIBOR transition projects and provided supportive solutions

Taipei, Taiwan

• Supervised and assisted overseas entities on ALM risk management including FTP mechanisms and local regulatory requirements (LCR/NSFR/IRRBB)• Implemented product assessment process for funding and gapping tools• Reviewed and maintained HQ ALM related policies and procedures

Taipei, Taiwan

• Provided day-to-day support to the Division Head, covering market risk management, asset liability management, counterparty credit risk management and PB/WM risk management• Assisted the Division Head in carrying out Division level responsibilities providing operational, planning, managerial and coordination support to all aspects of the work of the Division, such as budgeting, annual plan, risk agenda review, and team-building activity

Taipei, Taiwan

• Conducted market risk control over HQ trading desk covering exotic IR and FXproducts• Ensured proper management over market data• Collaborated with front office to identify and assess risks related to their activities• Engaged in Basel 2.5 market risk capital charge reporting and performed analysis

• Ensured adequate control over the market risk positions• Acted as product controller for structured rate products• Conducted IFRS reporting related to financial products• Participated in the acquisition of the Chinese Bank and the local incorporation in Taiwan and monitored the capital market’s position transfer

• Prepared market risk & regulatory reports and conducted limit control• Performed analysis on revaluation and market risk movement

• Provided OTC derivatives quotes and conducted roadshow to potential customers• Designed convertible bond business trading management system• Facilitated P&L/position reconciliation process with middle office and back office

Master'S Degree

Bachelor Of Science (Bs)