Tingting Yang, Cfa, Frm Email & Phone Number

Greater Chicago Area

Market and liquidity risk oversight

Greater Chicago Area

• Utilized QRM (Quantitative Risk Management) framework to measure interest rate risk metrics for economic value of equity, future market value, key rate duration, and EVE/NII sensitivities• Developed and tested new ALM (asset liability management)/FTP (funds transfer pricing) modeling methods and capabilities in response to the continued evolution of the business model and balance sheet; worked with business partners to enhance modeling of current processes and products• Supported data transformations and data input reconciliations for QRM feeds using MR (Management Repository) and SQL Server; produce monthly FTP actual rates; identified ways to enhance data quality and streamline processing of QRM data inputs• Performed analysis and research project for various products

Greater Chicago Area

• Developed and enhanced FTP framework for transfer pricing the Balance Sheet; provided FTP guidance to business lines for making pricing and marketing decisions; worked with business lines to develop attrition/ cash flow curve assumptions• Established and developed FTP funding curve on an ongoing basis; produced monthly FTP actual and forecast process; provided FTP guidance for supporting business line forecasting process; worked closely with Funding/ ALM team on developing FTP analytics; supported annual and mid-cycle Comprehensive Capital Analysis and Review (CCAR) process• Developed relationships and worked closely with business partners to support business line profitability measurement activities; developed reporting and analytics around Treasury P&L• Improved the FTP methodology and developed match funding analytics between the receivables portfolio and the funding portfolio; reviewed FTP results with Treasury management and business lines; supported Treasury Management on ad-hoc analysis

Greater Chicago Area

• Reconciled and researched cash movements to investment managers’ instructions, broker’s positions and custody to ensure all records are accurate; settled daily trades and variation margin of exchange-traded CDS and IRS• Managed reports for internal control and external clients; worked with investment managers, brokers, and internal partners to resolve inquires and problems• Assisted in developing Macro tools to expedite processing and reduce the overall operational risk

Master Of Science, Finance

Bachelor’S Degree, Logistics Management, Finance