Jiang Liu Email & Phone Number

Toronto, Ontario, Canada

Toronto, Canada Area

Responsible for overseeing the Risk Management team in identifying, assessing, and reporting on banking book interest risk, liquidity risk, as well as other non-financial risks inherent in the Bank's businesses.

Toronto, Canada Area

Responsible for reviewing extensive data flows in the Automated Liquidity Reporting Engine (ALRE) to ensure data integrity for multiple streams of global regulatory liquidity reporting.• Managed daily ALRE data validation and adjustment to ensure timeliness and accuracy ofvarious liquidity reporting streams, including LCR, NCCF, H4, MAS, and FR2052A;• Partnered with IT to implement ongoing ALRE enhancements and resolve production issues;• Worked effectively with multiple functions across the organization to evaluate new businessinitiatives and manage potential implications on liquidity reporting proactively;• Represented Group Treasury in helping the Bank draft the guideline for enterprise risk datareconciliation to govern major risk data streams;• Championed the creation of accounting monographs for inter-company collateral trades to allow for more accurate segment liquidity reporting and enhanced collateral management;• Established a rigorous and transparent data review process to enable the Bank’s liquidity data tomeet the Basel risk data aggregation and risk reporting (RDAAR) standard.

Toronto, Canada Area

Responsible for enterprise risk capital aggregation and Economic Capital (“EC”) attribution; provided ECplanning, forecast, and ICAAP analysis to support the Bank’s capital management decisions.• Managed EC attribution for 100+ business units to enable effective RAROC performancemeasurement and capital optimization;• Provided OSFI with comparative analysis of the Bank’s regulatory capital vs. economic capital;• Played a pivotal role in the annual ICAAP by coordinating ICAAP work steams, participating instress testing, and taking final documents through management review;• Supported senior management with actionable insights on capital demand and supply, allowingthem to make informed risk-based capital decisions;• Collaborated with risk management on the continued enhancement of capital methodologies;• Participate in discussions with Finance and Risk executives about the regulatory requirementchanges, their implications on capital management, and necessary action plans;• Worked closely with IT to complete the automation of EC analytical and reporting processes.

Toronto, Canada Area

Responsible for assessing credit risk capital for commercial lending portfolio; completed gap analysisbetween Basel II requirements and the Bank’s internal Economic Capital.• Conducted scenario analyses to identify critical drivers for credit capital for commercial loans;• Performed QIS-3 study to prepare the Bank for upcoming credit capital impact from Basel II;• Participated actively in the enterprise-wide wholesale credit risk capital stress testing

Toronto, Canada Area

Played a vital role in the successful end-to-end implementation of the SunGard Adaptiv system toreplace a legacy system for enhanced intra-day counterparty credit risk monitoring.• Created business requirement defining essential product attributes for OTC derivatives;• Developed comprehensive UAT cases; led the UAT of risk calculations in the new system;• Drafted Trial Run & Simulation Run Plan as the roadmap for system migration & integration;• Provided extensive user training on the new system for traders in Toronto and London

Toronto, Canada Area

• Provided strong research and analytical support to the Chief Economist of the Bank• Contributed to reports and periodic publications issued by the department

Toronto, Canada Area

• Played a key role in IPC's M&A activities, including the strategic alliance between IPC and AFP Financial Holdings (ING Canada) and the acquisition of KPLV Financial Group and Avalon Financial Services• Administrated the Senior Associate Shares Program (the “SASP”) to purchase the book of business from top-performing financial planners in exchange for IPC shares

Master Of Arts (M.A.), Economics

Bachelor Of Arts (B.A.), International Banking & Finance