Ryan Peng

Ryan Peng Email and Phone Number

Vice President of Asset Liability and Capital Management @ HSBC
Taiwan
Ryan Peng's Location
Taiwan, United States
About Ryan Peng

I received the Ph.D. degree in computer science from National Taiwan University in 2015. I majored in machine learning, data mining and the applications in finance, and had gained a lot of academic research experience over ten years. I am also familiar with the fields in financial engineering, especially in derivative pricing. In recent years, I have been strengthening the ability of risk management and asset liability management for being a qualified data analyst and risk analyst in finance industry.

Ryan Peng's Current Company Details
HSBC

Hsbc

View
Vice President of Asset Liability and Capital Management
Taiwan
Website:
hsbc.com
Employees:
186860
Ryan Peng Work Experience Details
  • Hsbc
    Vice President Of Asset Liability And Capital Management
    Hsbc
    Taiwan
    View
  • Hsbc
    Vice President Of Asset Liability & Capital Management
    Hsbc Dec 2020 - Present
    London, Gb
    1. Oversee the regulatory LCR and NSFR reporting2. Oversee the liquidity premium and recharge processes in funds transfer pricing3. Drive the internal liquidity adequacy assessment process (ILAAP) 4. Maintain the liquidity contingency plan (LCP) and run annual LCP fire drill5. Develop automatic data warehouse and reporting frameworks to streamline the BAU process
    View
  • Ctbc Bank Co., Ltd.
    Financial Engineer
    Ctbc Bank Co., Ltd. Feb 2019 - Dec 2020
    Nangang Dist., Taipei City, Tw
    Developer of treasury trading system1. Development of derivative pricing and related features2. Development team lead
    View
  • Kamakura Corporation
    Senior Consultant
    Kamakura Corporation Oct 2016 - Feb 2019
    Honolulu, Hawaii, Us
    1. Consulting services for ASPAC region, including business and technical sides2. Implementation of ALM and Basel III projects
    View
  • Taishin International Bank
    Assistant Manager, Risk Management Division
    Taishin International Bank Aug 2014 - Oct 2016
    Us
    Developer of market risk management system1. Derivative pricing and VaR calculations2. System maintenanceBusiness analyst of structured product trading system1. Requirement interview and analysis2. System architecture design3. SIT/UAT and project progress management
    View
  • Fubon Financial Holdings
    It Specialist
    Fubon Financial Holdings Sep 2012 - Aug 2014
    Taipei City, Tw
    Developer of warrant market making system1. Fast Greeks calculation by using in-memory data grid technology2. Research of complex event processing (CEP) technology for hedging purpose3. Risk control module developmentSystem analyst of treasury and risk management system1. Requirement interview and analysis2. Pricing model development, including fair value and Greeks calculations
    View
  • Academia Sinica
    Research Assistant
    Academia Sinica Feb 2005 - Sep 2012
    Application-oriented researches on financial engineering and data mining1. Financial time series forecasting2. Author disambiguation from citations in digital libraries3. Cloud-based framework with applications to derivative pricing4. Credit risk modeling and credit rating mechanism
    View

Ryan Peng Education Details

  • National Taiwan University
    National Taiwan University
    Computer Science
  • National Taiwan University Of Science And Technology
    National Taiwan University Of Science And Technology
    Computer Science

Frequently Asked Questions about Ryan Peng

What company does Ryan Peng work for?

Ryan Peng works for Hsbc

What is Ryan Peng's role at the current company?

Ryan Peng's current role is Vice President of Asset Liability and Capital Management.

What schools did Ryan Peng attend?

Ryan Peng attended National Taiwan University, National Taiwan University Of Science And Technology.

Who are Ryan Peng's colleagues?

Ryan Peng's colleagues are Vivek Singh, Cesar Juan Maramarco, Joe Burden, Vicky Yung, Vignesha Sambandamoorthy, Suresh Yadav, Thejish Kritik V.

Free Chrome Extension

Find emails, phones & company data instantly

Find verified emails from LinkedIn profiles
Get direct phone numbers & mobile contacts
Access company data & employee information
Works directly on LinkedIn - no copy/paste needed
Get Chrome Extension - Free

Aero Online

Your AI prospecting assistant

Download 750 million emails and 100 million phone numbers

Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.