Feng Lu Email & Phone Number

Minneapolis, MN, US

• Lead the Asset Liability Management (ALM) function to manage the bank-wide interest rate risk, and present earning forecasts and risk issues to ALCO and senior management
• Perform the Net Interest Income (NII) simulation and Economic Value of Equity (EVE) analyses under various stress testing scenarios, and compare to peer groups and industry standards
• Manage the ALM system to meet the business and regulatory requirements; develop product models and behavioral assumptions related to investment securities, loans, mortgages, deposits, wholesale borrowings, interest.
• Analyze proposed balance sheet and off-balance sheet strategies to determine the impact on interest rate risk and profitability

Chiyoda-ku, Tokyo, JP

• Design and execute the enhancing strategy for the full integration of risk identification inventory, risk appetite, risk frameworks, policies and procedures, and testing/monitoring/reporting
• Manage the annual enterprise-wide Risk Governance Assessment and Enterprise Stress Testing Program, in compliance to regulatory requirements from FRB Enhanced Prudential Standards (EPS), SR 19-3 Large Financial.
• Lead the change and innovative initiatives of Governance, Risk Management, and Compliance (GRC) system platforms to integrate all the foundational risk processes and improve process efficiency and quality for.
• Execute remediation activities in relation to regulatory, audit and management self-identified issues
• Provide input on data analytics for critical reporting components of material risk areas underpinning the risk governance framework

Chiyoda-ku, Tokyo, JP

• Lead teams of validators and consultants to validate internal and vendor models in current expected credit losses (CECL), asset liability management (ALM), funds transfer pricing (FTP), market/liquidity risk.
• Assist in the development, maintenance and implementation of the Model Risk Management Program
• Manage the resolution of model validation findings with model owners, recommend management action plans, and track remediation progress; monitor model performance on an ongoing basis to identify emerging model risk.
• Contribute to FRB and OCC exams by preparing materials regarding the results of statistical analysis for regulators, and presenting to various bank examiners
• Participate in the data science projects of customer segmentation and attrition analysis

New York, NY, US

• Specialized in quantitative model validation in areas of conceptual soundness, data inputs, processing component, outcomes analysis, model governance and controls
• Manage the Comprehensive Capital Analysis and Review (CCAR) model validation of valuation and loss estimation of structure product models
• Serve as the model validation lead for ALM model, CCAR pre-provision net revenue (PPNR), credit risk and deposit models
• Perform CCAR process benchmarking with recommendations; enhance documentation of CCAR processes and models
• Assist audit programs in areas of interest rate risk, model risk management, regulatory and management reporting
• Other responsibilities range from fixed-income asset valuation, capital planning, hedging strategy, liquidity analysis, funds transfer pricing, to retail and wholesale bank data analytics

Raleigh, North Carolina, US

• Develop models for ALM, valuation and credit analysis of loan and MBS portfolios and portfolios of potential acquisitions
• Coordinate with business units to produce monthly forecast, annual strategic planning and budget
• Manage a project to improve the efficiency of the financial forecast process by reducing the lead time by 50%
• Build a risk-based profitability model for loan and deposit pricing
• Create auto-generated loan and deposit portfolio KPI reports for senior management and board of directors
• Optimize the data management for financial reporting and risk analysis through a centralized database

Los Angeles, California, US

• Perform strategic planning and analyze financial trends and drivers of the banking industry
• Engage in loan portfolio valuation, security investment analysis, capital planning, risk analysis, project evaluation and management.
• Prepare annual budget and monthly financial forecast. Coordinate with department leads to collect data
• Generate reports and presentations for senior management and board of directors

Los Angeles, CA, US

• Equity research for uncovered and undervalued micro- and small-cap businesses and recommend them to institutional investors.
• Perform extensive market research to determine industry-specific growth rates, size, performance ratios, and trends.
• Prepare financial analysis for covered small-cap stocks, including company valuations, financial modeling, and peer group comparisons.

El Segundo, CA, US

Los Angeles, CA, US

• Student-led investment fund with $700K asset under management.
• Active involvement in accounting based and momentum investment strategies.
• Implemented a closed-form investment strategy based on an academic paper using excel model with VBA.
• Utilized Capital IQ, Compustat, CRSP and I/B/E/S.

Los Angeles, CA, US

• Advised an Australian media technology company on U.S. market entry. Developed an investment quality strategic business plan for the client to attract Venture Capital and Angel funding.
• Executed comprehensive primary and secondary research including over 100 interviews.
• Primarily responsible for financial analysis with projection and valuation model.

Mba, Finance

Bs, Computer Engineering And Computer Science