Iris Shi Email & Phone Number

New York, New York, US

New York, NY, US

• Manage CVA/FVA credit charges for various lines of businesses within the Investment Bank, counterparties sectors includes financial, pharmaceutical, technology, energy and others.
• Perform monthly external reporting and reporting metrics to provide visibility into CVA/FVA trends and regularly tracking its activities.
• Analyze impacts of CVA/FVA to Credit Portfolio’s daily profit and loss on derivatives, including futures, forwards, swaps, options and etc.
• Enhance existing work streams and relationships with trading desks, legal documentations, operations, IT support and others.
• Initiate and implement various projects ranging from standard reporting enhancements to global strategic programs.
• Identify and correct system shortcomings by providing input to technology team during design, build-out, and testing.

• Perform daily Repo and High Yield P&L and Balance Sheet reconciliation.
• Resolve daily breaks between source system and general ledger.
• Prepare monthly performance commentary and reports to trading desks and senior managers.
• Perform monthly P&L and Balance Sheet close on both the Repo and High Yield desks.
• Participate in project testing and respond to ad hoc requests.

• Perform daily CVA P&L and Balance Sheet reconciliation and substantiation.
• Prepare consolidated P&L and invoiced billing files used on the weekly call between FO and CVA MO.
• Create procedure documents for various functions within the CVA team.
• Perform daily billing functions on trades facing the multiple lines of business.
• Communicate and interact with trading desk, line of businesses, IT and other areas.

Charlotte, NC, US

• Prepare P&L and Balance Sheet reports on a daily basis for the Index and Canada businesses.
• Perform daily position and P&L reconciliations across various systems and resolve breaks in a timely manner.
• Responsible for month-end GL close. Ensure P&L, Funding and Balance Sheet are all in line with expectations and raise any major discrepancies.
• Participate in monthly business performance review with the trading desk and business managers.
• Prepare documents for SOX testing and review business performance with auditors on a regular basis.
• Create Mark to Market report using IDC as benchmark, analyze and escalate any marking issues.

• Create and book both vanilla and exotic derivative instruments.
• Perform daily position and P&L reconciliations across all relevant systems, CVA reconciliation, sign-off and reporting.
• Act as Middle Office business representative on New Product initiatives and Implementation teams.
• Work closely with the Front Office (Marketers and Traders), as well as various Operating Departments throughout the firm, including CFO and Financial Control, both regionally and globally ensuring efficient daily.
• Perform P&L analysis on bonds, vanilla swaps (Libor & BMA), Interest Rate swaps, MMD rate locks, futures, tender option bonds, draw-down bonds as well as other structured deals.
• Prepare and provide daily and monthly P&L and risk report to traders on the Secondary & Proprietary desk. Collect desk level sign-off.

Jersey City, New Jersey, US

• Process daily unmatched trades, including research, phone verification and data entry.
• Develop and review Business Objects query models, support financial analysis transactions prepared by Regional Managers and Divisional Directors.
• Liaison to A.G. Edwards, Edward Jones, First Clearing, Smith Barney, Morgan Stanley, Merrill Lynch, Raymond James and UBS Financials, communicate daily with traders, branch managers to resolve unmatched mutual fund and.
• Ensure proper distribution of commission to broker dealers and maintain database accuracy.