• Leading the counterparty credit analysis and financial review for all of GFS’ transactions to ensure risk profiles of the counterparties fit into RGA’s risk appetite and framework• Managing GFS’s Pricing Data Warehouse for all business lines within various geographies to improve the consistency in the pricing model metrics and measurement of all the transactions. Presenting to GFS and RGA leadership bespoke in-depth analysis on region, product line and individual treaty level’s financial results and risk analysis• Developing and maintaining strong relationship with corporate partners to define KRIs to understand and report risk exposures for various business lines to senior management

• Led RGA’s derivative system support team and implemented Findur from test to live environment and enhanced the system functionality to incorporate various business demands• Recognized as derivative SME and participated Derivative Pricing Subcommittee meetings to provide derivative technical expertise to business leads

• Led a team to work with business partners including front office, back office and IT to analyze, design and implement solutions for client business opportunities and stress test them for US Federal Reserve, Canadian OSFI, Ontario and Bank of Canada requirements involving all the risk factors such as interest rate, spreads, credit risk, equity risk, FX and commodity risk• Led the team to manage daily CVA (Credit Valuation Adjustment) pricing and reporting of all OTC derivatives in the trading books and presented the impact of the expect loss on risk adjusted return on economic capital for the entire bank to senior executives and committees on a regular basis• Led the team to build the FVA (Funding Valuation Adjustment) reporting system in a very tight timeline by working closely with front office, back office, IT and other related functions to manage the bank’s costs/benefits (including both assets and liabilities) for all trading derivatives across all the asset classes and ensured that the bank recovered the funding costs • Managed and prioritized various strategic projects to ensure timely execution especially for IPV (Independent Price Verification). These projects typically involved both complex issues and lengthy development periods (between 1 and 3 years) requiring collaboration among various internal and external groups to ensure successful implementation

• Responsible for collaboration with all the business units including front office, model development, pricing, market risk, P&L reporting, internal audit and other functional groups to ensure the model risk governance was monitored and maintained properly• Rebuilt the whole model control team with new strategies and responsibilities and developed the team into analytic and quantitative experts to support special projects as required by Trading Risk Management, Global Middle Office, Trading Operations, derivatives business units and elsewhere across the bank and supported the New Product Approval Process as required by senior management • Led the team to manage the model risk control framework, implemented and improved management process for both valuation and risk models in use across the bank. This included their current usage, change management of models, regression testing, usage testing, model limitation monitoring, enhanced model version control in a rebuilt model inventory system• Created, reviewed and maintained a database of products and their associated valuation and risk models, coordinated the annual attestation of the valuation models to ensure they met the appropriate corporate governance requirements• Ensured all key model risk policies, procedures, processes and controls are properly documented and existed for all the underlying the independent price verification (IPV) production and analytic models. Advised the senior executive team on how to enhance model risk management process and reduced the bank’s exposure to the model risks • Identified and implemented the projects identified as essential to the accuracy, effectiveness or efficiency of the model risk control monitoring processes and the appropriate model risk mitigation

• Managed 3 teams to report and monitor all the pricing and market risks including Sensitivities, P&L attribution and Value At Risk/Back Test/Stress for structured product group, provided ALM recommendations based on market risks across the bank • Provided strategic recommendations to senior executive team of the bank for hedging that would effectively improve the risk/return profile of the asset portfolio• Produced comprehensive risk, pricing and performance analysis on various trading products to front office, back office, finance and senior executive team to measure trading desks’ performance and provided an independent internal view to the senior executive team• Evaluated new derivative pricing methods and models in the industry or required by regulators (Basel II) and proposed to senior management on implementing these new methodologies and models to measure the trading risks more accurately and effectively