Lucy Li Email and Phone Number

Market Risk data transformation using Agile approach. Identify opportunities for data consolidation/optimization between Market Risk and Counterparty Credit Risk applications and implement solutions embedded with automated data quality check and rectification along the data lineage.

Manage operations and implementation of methodology enhancements used for quantifying derivative and SFT counterparty risk capital to ensure accuracy and reliability of capital measures.

Manage regulatory and audit exam, play as the BUCO for Market Risk responsible for overall compliance for Market Risk, responsible for regulatory communications, internal controls, including internal independent reviews.

Designed and implemented the market risk limit standardization and limit monitoring (Phase I); led a team responsible for Market Risk business process management including policy and standards, financial analysis and budgeting, etc; Market Risk Compliance activity and initiatives; change management; process and documentation management

1.Oversight for risks in China Capital Markets, covering both onshore and offshore market including FX spot, FX derivatives and money market instruments; authorizing and approving market risk limit excess and counterparty credit risk violations on a daily basis; calculating regulatory capital; oversight of structural market risk as a 2nd line of defense; assisting internal and external auditing activities and CBRC’s (China Banking Regulator Commission) on-site inspections.2.Assisted the Chief Risk Officer (CRO) on building China risk infrastructure; localized the loan loss provision model; engaged in managing all risk activities, including market risk, credit risk and operational risk.

Led a team of 5, responsible for managing VaR measurement enhancement projects, identifying unexpected issues, and executing routine maintenance activities that lead to successful risk capture and measurement, including model implementation, model calibration, regulatory requirement assessment and implementation.

VaR Production Support, root cause analysis on risk metrics changes, and solution implementation.

> Researcher/Teaching Assistant - University of Toronto 2003- 2005> Software Engineer - EnReach Software Canada Inc. Toronto 2000- 2002> System Analyst - WanGuo Software Co., IBM Joint Venture, China 1999- 2000 > Project Team Lead/ Lead Developer- Bank of China 1995- 1999