Lin Wu Email & Phone Number

Lexington, KY, US

Lexington, Kentucky Area

Responsibility:- Debt Capital Market: syndicated loan, trade financing, securitization and other opportunities; lender / bank relations; rating agency relations; debt compliance etc.- Global banking, cash operations, short term and medium term cash forecast (6 weeks and 1-2 years)- Optimize the balance sheet and cash cycle to improve working capital.

Stamford, CT

Financial risk management of $300B+ debt and derivatives portfolio (include IR and currency risk), determined and executed liability management actions to restructure GE Capital's debt; identify and quantify the risk metrics on the balance sheets; advised the businesses on hedging the risk in the transactions

Stamford, CT

• Responsible for delivering competitive cost of fund to businesses, forecasting and stress testing cost of fund and NII for CCAR. Partnered with businesses to report FX exposure and to hedge the exposure effectively.
• Managed and transformed FX exposure reporting team: streamlined data process to decrease the cycle by two weeks, improved data transparency, quality and control, increased analytical capacity, and implemented new model.
• Created new and… Show more Responsible for delivering competitive cost of fund to businesses, forecasting and stress testing cost of fund and NII for CCAR. Partnered with businesses to report FX exposure and to hedge.
• Created new and simplified models to forecast interest expenses/COF for planning and stress testing across all Capital businesses: improved data consistency and quality, reduced cycle time by a few days to consolidate.
• Improved existing FTP framework by educating businesses and senior management on issues and implemented new methodologies including floating match funding and structural adder to help businesses pricing the new deals..
• Mentored interns and management trainees to increase company engagement in college recruiting Show less

New York, New York

• Managed weekly liquidity report under the new liquidity requirement
• Created new liquidity report based on new regulatory requirement and automated and systemized the production reports

New York, NY

• Improved the metrics for funding framework, debt portfolio and issuance plan. Modeled and valuated debt and derivatives including structured notes and hedging effectiveness.
• Developed the statistical models to measure liquidity risks on the contingent commitments and acquisition facilities and optimized the loan collaterals for different facilities
• Increased the data accuracy and automated the process for daily treasury investment report of liquidity pool (~$40bn) to optimize the… Show more Improved the metrics for funding framework, debt portfolio and issuance.
• Increased the data accuracy and automated the process for daily treasury investment report of liquidity pool (~$40bn) to optimize the investment return while minimizing the liquidity riskCapital transfer pricing, FX.

Greater New York City Area

• I managed the Firm’s Capital Transfer Pricing Models and communicated allocation methodologies to traders and businesses. I determined the capital rates based on the Firm’s Funding Framework and scenario analysis..
• Identified the activities and advised hedging… Show more I managed the Firm’s Capital Transfer Pricing Models and communicated allocation methodologies to traders and businesses. I determined the capital rates based on.
• Identified the activities and advised hedging strategies for structured transactions and EM currencies to reduce the hedging costs without incurring additional risk
• Re-engineered the CTA estimate/reporting process and reduced cycle time for report to senior management by 2 weeks
• Mitigated Firm’s FX risks with strategic hedges on Non-USD compensation, NPE and Net Income
• Educated and advised controllers to hedge timely and properly to reduce transactional FX risk.

Newark, NJ

• Responsible for weekly risk report for ERMC. Modeled and valuated derivatives such as IRS, options, generation assets, and full requirement contracts that incorporated the extreme volatility and non-log normality of.
• Developed market risk management framework from scratch including VaR, Stress Testing, Stop Loss tools using s-plus programming
• Improved price data inputs and quantitative models to increase the reliability of outputs used to monitor and measure… Show more Responsible for weekly risk report for ERMC. Modeled and valuated derivatives such as.
• Improved price data inputs and quantitative models to increase the reliability of outputs used to monitor and measure traders’ performance Show less

Mba, Finance

Ma, Economics

Treasurer and Chair for Chinese Students Association

Bachelor'S Degree, Economics