Wei L. Email & Phone Number

Taipei City, Taiwan

- Building a treasury solution with a clean architecture and domain-driven design, utilizing .NET Core C# for the backend and Vue.js for the frontend.- Conducting system analysis for the convertible bond auction module within the treasury system.- Plan and implement Market Data module in treasury system.- Plan and implement CBAS trade module in treasury system.- Conducting business and system analysis for the IFRS 9 project, specifically for the Bond System.- Introducing DevOps methodologies. (Git, Redmine, Azure DevOps)

Taipei City, Taiwan

Business analyst in treasury team- IFRS 9 implementation project(impairment, amortization)- Numerix enhancement project.

Taiwan

build a mini treasury solution for TRF/Pivot fx derivatives:- using Excel VBA for trade capture, and store data in PostgreSQL.- calling NumeriX CrossAsset for pricing and scenarios testing.- incorporate trade ticket and pricing result into Kondor system which does not support derivative like TRF using decomposition to fit option cash flows.Involed projects:- introducing Murex to subsitute Kondor: - Curve Building, Market Data and Referencing Data, linked to Reuters data source - Generators: Set DayCountBasis, Day Rolling, Convntions, Market configuration for Cash Flow generating in Murex. - help back office to verify interest calculations. - help font office to design TRF trade capture. - help IT to fetch data for compliance and reporting.- introducing NumeriX to pricing exotic financial derivatives: - modeling FX(TRF, DKO), IR(DCI, IRI) derivatives under Numerix Cross Asset. - cross check counterparts' MtM report for model calibration. - integrate with EOD process to fit trade workflow.- Enhancement of EOM process routines:- daily MtM for financial products and derivatives.- limit control and alert for all FX/IR position.- Basel III reporting.- back testing, scenarios testing.- reconciliation in accounting for position and P/L.- middle office workflow enhancement: cron jobs and batch reports (using VBA/Ruby language)

Taiwan

- Global Transfer Pricing Service.- Provide transfer pricing report: electronics machinery industry, banking, and wholesalers.- I develop benchmark system to run analysis and generate report by team using Excel VBA and PostgreSQL.

Bachelor'S Degree, Economics

the award of outstanding student for the academic achievement in 2004-05 school year. was granted the outstanding achievement award.

Associate'S Degree, International Business