• Developed and documented an index fund mapping regression analytical model, to streamline and enhance clients’ portfolio management by maintaining similar net asset value returns, contributing to 10+ index fund portfolios falling to the ground.• Integrated clients' financial data to perform portfolio-level analysis using multiple accounting metrics, resulting in comprehensive reports with visualizations.• Collaborated with senior manager to develop a martingale test tool, ensuring stochastic interest rates and asset returns data comply with Deloitte’s Economic Scenario Generator (XSG) model requirements.• Conducted client's net returns projections on equity and fixed-income funds using financial models, calibration and stochastic scenarios from XSG model, ensuring the projected returns accurately reflect real-world market dynamics.

• Web scraped financial data and credit history from 25 publicly listed companies, standardized and integrated the data into the bank's database, for enhancing risk assessment capabilities.• Collaborated with corporate banking team in producing comprehensive credit risk reports, resulting in well-informed loan decisions for both new and existing corporate clients.• Executed issuance of 3 performance guarantees, tracing contracts compliance and performance in collaboration with Credit/Lending and Legal departments, resulting in $13.8M premium for the bank.