Min Liu Email and Phone Number
Seasoned financial risk and structured product professional with more than 10 year progressive consulting and industry experience at leading financial consulting firms(big 4), international financial institutions; Successful track record for implementing high-profile projects to maximize organizational efficiency by establishing and developing effective teams, pro-actively driving strategy, managing risks and maximizing clients’ rewards•Treasury risk and operation management for various leading financial institutions. Drafted the company's investment policy and put in place an automated reporting system to measure investment portfolio performance across asset managers and to monitor policy compliance in real-time. •Liquidity risk oversight, Funding cost benchmark and local currency products in emerging markets•MBS, ABS, CDO, RMBS and CMBS securitization, transaction management, cash flow reverse engineering, pricing, surveillance, portfolio market risk, asset-liability management, servicer and counterparty risk•Empirical financial engineering experience (structured finance products reverse engineering, credit risk data mining, derivatives and fixed income pricing, Value-at-Risk analysis, etc)•Proficiency in Excel VBA programming, Intex, SAS, Bloomberg, Reuters and Summit
Treliant Risk Management Solutions, Llc
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Manager, Asset Liability ManagementNational Rural Utilities Cooperative Finance Corporation 2021 - PresentUnited States• Conduct financial analysis to support CFC Treasury's debt issuance, funding programs, and derivatives portfolio oversight• Monitor CFC's asset liability management (ALM) and conducted ALCO compliance reviews• Develop new counterparty risk limit setting model and automate CCRS risk dashboard• Streamline macroeconomic risk analysis through automated dashboard creation and ALCO reporting utilizing VBA, advanced data queries, and Bloomberg/rating agency APIs• Oversaw daily loan rate-setting process and loan pricing model to ensure accurate cost of funds transfer.
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Data And Financial Risk AdvisorTreliant Risk Management Solutions, Llc Jan 2018 - PresentWashington Dc-Baltimore Area• Conduct data quality and financial risk assessment and monitor review for various Anti Financial Crime cases• Perform data mining & manipulation, data analytics and model validation for various Anti Money Laundry (AML) and sanctions (OFAC) screening engagements
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Financial Risk ConsultancyInter-American Development Bank Apr 2013 - May 2017• Developed and executed quantitative models for calculating and monitoring bank credit limit and prepared reports and commentaries on key drivers of Bank credit risk limit calculation and exposures for the Asset Liability Committee (ALCO); • Led ongoing risk management support to multiple projects teams, during project set-up and quarterly reporting cycles• Applied the current RMT Market Surveillance Tool to monitor relevant economic, financial and market information and forward-looking indicators on a periodic basis to further enhance risk awareness -
Treasury Management And Risk ConsultancyWorld Bank Group Dec 2010 - Apr 2013Washington Dc-Baltimore Area• Automated and enhanced the risk monitoring and reporting processes of the derivatives/structured products portfolio by using SQL, Bloomberg API or VBA macro to gather data from in-house database, streams from 3rdparty data vendors, and various other sources, and integrated into weekly risk reports• Performed default, prepayment and severity assumptions analysis for IFC ABS/MBS securities and prepared weekly IFC structured products risk analysis report for senior management• Created, maintained and executed VBA macro embedded Daily World Bank Fixed Income pricing template to identify and resolve pricing and analytic anomalies and enhance pricing efficiencies• Monitored the compliance of IFC liquidity portfolio risk limits and investment eligibility criteria; monitored market risk factor and security specific risk exposure data as necessary to provide quality assurance -
Manager, Treasury And Capital Market Financial RiskErnst & Young Global Consulting Services Jul 2007 - Jun 2010Washington Dc-Baltimore Area• Trained and managed a cross-functional team of 8, supervised monthly Freddie Mac and Ginnie Mae mortgage backed security transactions and maintained relationships with all transaction parties• Demonstrated a thorough understanding of various agency and non-agency ABS/MBS/CDO/CMBS structured financial instruments, Offering Circular legal language, tax related structuring rule and various issuers’ disclosure convention. Stayed informed of the structuring trend and various sponsors’ flavors• Created a reverse-engineering template to model various agency REMICs structures including: Sequential Pay/Pass-Through, PAC/TAC/Schedule, SPP/AS/NAS, NSJ, Strips and GMC, and recalculate WAL & DEC Table, Price Yields, Effective Range, Accretion Directed Range and legal Final Maturity Date to ensure the accuracy and completeness of Offering Circular disclosure
Min Liu Education Details
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Master Of Business Administration (Mba)
Frequently Asked Questions about Min Liu
What company does Min Liu work for?
Min Liu works for Treliant Risk Management Solutions, Llc
What is Min Liu's role at the current company?
Min Liu's current role is Financial professional with 20+ years' experience in treasury, risk, structured finance, and capital markets. Expertise in debt issuance, system enhancement, and financial modeling. MBA, CFA..
What schools did Min Liu attend?
Min Liu attended University Of Maryland - Robert H. Smith School Of Business.
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