• Created 12 classified valuation benchmarks to support Corp Dev executives’ M&A strategies, driving segment analysis for 430 competitors and increasing accuracy of deal DCF calculation• Automated and standardized Corp Dev team’s M&A valuation presentation materials and analysis toolkit models, saving 70% of valuation working hours and improving flexibility of models

• Performed scenario analysis of $50B in derivatives exposure to determine hedging modeling and risk management planning for portfolio, resulted in $300M decrease of JP Morgan’s potential risk exposure• Drove two Quantitative Impact Studies (QIS) to semi-annually evaluate firm’s financial position and statements, forecasting possible exposure of $150B under four different trend-estimation assumptions • Developed and analyzed three monthly derivatives reports ($200B exposure) for regulators, presented to Managing Directors to support executives’ decision-making on strategy revision for capital management• Managed four projects on data control and trade adjustment to improve system efficiency by coordinating with cross-functional teams and stakeholders, reducing team’s working hours by 40 hours (60%) per month• Led strategic technology enhancements for two derivatives regulatory reports, optimized financial model logic and automated processing, boosting unadjusted data accuracy from 85% to 99%• Coached five junior analysts by initiating three technical training programs and monthly team events, reducing 30% average workloads of team members during JPMC Press Release

• Led analysis of investor reports for 48 deals ($65M) on Commercial Mortgage Backed Securities (CMBS), facilitating clients’ investment decisions by providing financial results and index for securities• Collaborated with reporting and technology departments to optimize database system logic and digitalize investor reporting process, increasing efficiency for a 12-person analyst team by 40%• Resolved over 30 requests and issues from clients and investors on securities payments by researching financial models and interpreting legal policies, with 100% satisfaction in client surveys• Performed collateral tests by reviewing 900 commercial loans’ data with upstream Master Servicers• Examined and ensured 48 investor reports in compliance with indentures every bond payment cycle