Wenlong Jia, Cfa, Frm Email & Phone Number

Canada

Toronto, Ontario, Canada

200 Bloor East, Toronto, On

200 Bloor East, Toronto, On.

• Validated Counterparty Credit Risk Measurement Model Potential Future Exposure (PFE) application; focused on the implementation of risk curves in calculation of PFE.• Validated Internal Liquidity Stress Model for retail banking book, which measured the Manulife-Bank’s liquidity coverage to ensure that the Bank was able to meet all payment obligations during a material liquidity disruption.• Validated interest rate single curve and multi-curve construction models, such as FX, LIBOR, Cross Currency Swap and OIS related curves, which were constructed as discounting curves or forward projection curves, using replication test, re-pricing test, stress test, etc. and compared the constructed curves with the benchmark curves in Bloomberg.• Validated the Interest Rate Swap (IRS) pricing and valuation model in GGY AXIS system with given the interest rate scenarios and the corresponding yield spreads assumptions.• Validated a scenario generator that simulated Treasury yield curve scenarios, which were used in calculating interest rate risk for economic capital (EC) and earnings at risk (EAR) over a given time period. A CIR-typed model form was selected for each rate on the curve and Principal Component Analysis (PCA) was performed to extract risk factors to explain the interest rate term structure movements.• Validated an analytic tool that was used to accelerate the computation process by clustering and interpolation techniques in quarterly reserve valuation for hedging purpose. • Helped with the documentation work on writing some replication methodology.

Helped undergraduates:- Explained some abstract and complicated definitions, theorems, lemmas to them- Helped them with the complex processes of analysis on solving problems- Assisted them with coding problems, which includes problems of algorithms and debuggingProctored exams ensuring adherence to university's policy and procedures

London, Canada

• Helped with assets assessment and recorded gathered data in Excel• Assisted them with some statistical analysis

Categorized and collated the bank slips in preparation for counting accurately compensationsHelped with categorizing and collating the vouchers developed for checking correct premium

Master Of Science (M.Sc.), Statistics, Financial Modelling

Activities and Societies: Badminton Club, Power Hour Group.

Bachelor Of Science (B.Sc.), Statistics, 85%

Activities and Societies: Student Union, Volunteer Association of Yanhe Star