responsible for providing key knowledge and analysis in all analytic aspects of the measurement of structural interest rate risk including retail product optimality including risk factor simulation, product valuation, consumer behavior modeling and all financial engineering deliverables related to the Asset Liability Management project. In addition to supporting the ALM project, also responsible to provide ad-hoc analysis and reporting on quantitative ALM issues, employ or extend existing analytics, and research new modeling methodologies. Provide analysis, interpretation and opinion to support and guide management and client groups, ensuring an understanding and acceptance of the analytical component of the ALM project– Conduct mathematical and analytical research, to determine the risk attributes of new and existing financial products and portfolios– Work closely with the senior test analysts in developing required test plans, test strategies and test cases related to ALM measures and deliverables – As necessary, provide advice to business team and management on matters concerning the application and development of ALM information processing and the associated measurements, including NII forecasting, option sensitivity, customer behavior measures, etc. Ensure that all models meet various regulatory and business requirements – Work closely with other Analytics team members, as well as members of the ALM project team and Model Vetting to ensure that all key analytics deliverables are vetted, validated and signed off. This includes test cases, requirements and program plans – Maintain awareness of the state-of-the-art methodologies in the global financial sector. Evaluate new academic research in the areas of derivatives valuation and risk measurement. – Make recommendations based on the impact, effectiveness and feasibility of proposed valuation and risk measurement models and methodologies.

Create Statistic Model for different business initiative for customer and market researchLead the Post Analysis Process including Data Mining, Statistic Modeling and Financial P&L Reporting and Forecasting Responsible, at a senior level, for analyzing product performance, identifying critical success factors, providing insightful analysis and making recommendations that support improved decision-making for a wide range of strategic initiatives, project investment opportunities, process evaluations and marketing campaigns by constructing statistic model and statistic test to conduct deep dive data analysis

Teaching Advanced Macroeconomics, Labor Economics, Mathematics, Statistics, Intermediate Microeconomics

(1) Providing Credit Valuation Adjustment (CVA) at both counterparty and transaction level to Finance and Front Office(2) Conducting analysis on cost to hedge for different security types including Derivative, Negotiable Paper, Negotiable Certificate of Deposit, Cash Equity and Fixed Deposit(3) Assisting in stress-testing projects(4) Writing Market Review Report for month over month change of FX rate, Equity indexes, Swap rate, Yield Curve, Commodities (crude oil, precious metals and natural gas) by analyzing Macro Economic Environmen(5) Back testing counterparty risk using statistic methodology as the main tool to back test relevant risk factor evolution