Li Ding Email & Phone Number

北京

• 参与主导搭建中信产业基金衍生品业务；负责二级市场的期权和互换相关策略、交易、运营业务开展

Greater New York City Area

• Provided real time trade analysis of covering all different asset class including FX, IR, commodities, Equity and Credit.
• Reviewed portfolio structure and risk exposure and presenting methodology and risk drivers to business partners. Conducted counterparty assessment which is a deep dive analysis on a particular counterparty including.

Regulatory related landscape building

• Worked closely with the credit related trading desk on the Front Office Integration project to leverage Front Office expertise by incorporating validated simulation models including CDX, single name CDS, and CDO.
• Conducted on a regular basis, the actual backtesting compared the simulation result, including VaR and IRC against the actual P&L for Citi’s trading book and major business portfolios, and the hypothetical backtesting.
• Work directly with credit officers to evaluate counterparty risk exposure measurement model and advise them on credit limit setting and monitoring, and use of credit risk management tools.

Plainsboro

• Analyzed and monitored risk exposure, VaR, and RWA for trading businesses. Highlighted desk’s major risk exposures, explained P&L based on positioning and market moves, and presented to senior management.
• Built solid relationships with front office, working closely with the desk to evaluate risk exposure and potential P&L impact of new trades. Advised traders on hedging strategies to reduce VaR usage.
• Identified top risks for the portfolio, conducted stress testing and scenario analysis based on presumed adverse market move, and provided commentary on significant portfolio losses.
• Worked closely with front office quant on product valuation, booking, and P&L in trading and risk systems. Produced regular studies and back-testing results to justify validity of pricing model.

Shanghai

• Conducted fundamental research including detailed financial modeling, capital structure and financial statements analyses and projections with a focus on the internet and advertising sectors within the Chinese market.
• Utilized SQL queries to extract EPS, enterprise multiple, and trade level data of various companies from databases such as Bloomberg. Built on analyses by comparing stocks’ multiple to industry group of firms to.
• Worked directly with portfolio manager to estimate intrinsic value of equities using different valuation models such as discounted cash flow model and multiplier model in Chinese market.
• Utilized VBA to automate various weekly investment performance and benchmark reports.

Shanghai, China

• Reviewed and verified clients’ credit worthiness, size of debt burden, frequency of borrowing, and length of commitment to prepare loan applications for underwriting submittal.
• Assisted in following up inquiries related to the daily transaction of loans, FX, and accounts set-ups.
• Developed and implemented an application using Excel for the purpose of tracking loans and traded products’ guarantee information and then testing the eligibility of the guarantee under the requirements of Citibank.

Master Of Science (M.S.), Financial Statistics And Risk Management

Bachelor Of Applied Science (Basc), Financial Mathematics

Bachelor Of Applied Science (Basc), Electrical Engineering

Education record