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 rate derivatives, mortgage servicing rights, and mortgage pipeline• 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 Institution (LFI) Rating System, SR 12-7 Guidance on Stress Testing, and OCC Heightened Standards. Coordinate with executives, control function leadership, and compliance subject matter experts to assess the effectiveness of risk governance frameworks• 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 enterprise risk governance• 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, valuation, CCAR stress testing, and Treasury/Finance. Validation scope covers all aspect of SR 11-7/OCC 2011-12 in conjunction with enterprise model risk management policy• 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 issues; consult with model owners on the design of effective model operational controls• 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