Seasoned financial risk management professional with over 5 years of experience in Asset-Liability Management (ALM), liquidity risk, and anti-money laundering. Specializing in implementing advanced analytical techniques and machine learning algorithms to enhance risk assessment and portfolio optimization.At Ping'An OneConnect Technology, I led business consulting solutions for Chiyu Banking Corporation Ltd., focusing on regulatory compliance and innovative risk management strategies. My expertise lies in modeling customer behavior, implementing sophisticated risk measurement techniques, and designing stress testing frameworks for key financial indicators.Previously, I contributed to ALM operations at Ningbo Commercial Bank and spearheaded anti-money laundering initiatives at China Merchants Bank. My approach combines technical proficiency in Python with strong analytical and communication skills, enabling me to translate complex financial concepts into actionable insights for stakeholders.Passionate about leveraging technology to drive financial innovation, I'm always eager to tackle new challenges in risk management and regulatory compliance. Let's connect to explore how we can advance the field of financial risk management together.Key strengths:- Advanced financial modeling and risk analysis- Machine learning application in finance- Regulatory compliance (HKMA/Basel)- Python programming for data analysis- Strategic problem-solving and team leadership
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Alm Consulting Manager In Chiyu Banking Corporation Ltd.Ping’An Oneconnect Technology Apr 2022 - Jul 2024Hong Kong Sar• Led business consulting solutions and raw data back-tracing• Communicated with bank’s manager in team’s ideas and project progress • Provided returns’ completion instructions on HKMA/Basel regulatory requirements for LCR, NSFR, LMR monitoringKey Achievements in Liquidity risk management and IRRBB:• Modeled customer behavior and cashflow using liquidity metrics algorithms• Implemented the MTM of derivative contracts calculating methods for the purpose of Counterparty Credit Risk modeling• Implemented risk measurement strategies for bond embedded options• Created market-oriented risk scenarios for banking portfolio optimization• Designed stress testing frameworks for Liquidity indicators(LCR, and NSFR) monitoring, NII and EVE impacts assessment
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Alm SpecialistNingbo Commercial Bank Jul 2020 - Aug 2021Ningbo, Zhejiang, China• Filled-out returns to meet regulatory requirement, covering LCR, NSFR, LMR, stress testing both for Liquidity and IRRBB, liquidity metrics and contingency funding plan• Managed money reserves, conducted cashflow prediction, and manipulated surplus cash investments• Analyze financial data to identify trends and make recommendations for improving the bank’s financial performance• Refined FTP mechanism using market-oriented curves and factors adjustmentKey Contributions:• Implemented advanced ALM stress testing and analysis• Provided insights for bond portfolio optimization
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Anti-Money Laundering And Fraud Prevention ClerkChina Merchants Bank, Xiamen Branch Jul 2015 - Aug 2017Xiamen, Fujian, China- Led AML and fraud risk monitoring initiatives- Conducted account cashflow analysis and prediction for risk assessment- Conducted due diligence on suspective accounts- Performed internal audits and vulnerability assessmentsKey Achievements:- Implemented machine learning methodologies of customer classification and portrait modeling for behavioral analysis, so that to improve the risk assessment accuracy
Steven Shi Education Details
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Policy Statistics In Political Science
Frequently Asked Questions about Steven Shi
What is Steven Shi's role at the current company?
Steven Shi's current role is Banking ALM Consulting Manager.
What schools did Steven Shi attend?
Steven Shi attended Xiamen University.
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1adidas.com
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Steven Shi
Chaoyang District -
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4rocketmail.com, fticonsulting.com, intl-risk.com, thinkbrg.com
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Steven Shi
Haidian District
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