Hongxiang (Charles) Xu, Ph.D, Cfa, Frm, Cqf Email & Phone Number

美国

• Performed model risk management activities on validating economic, credit and market risk models, including house price forecast, interest rate modeling, credit default and loss forecasting, regulatory/internal capital modeling and prepayment modeling, etc.• Managed self and regulator-identified issue remediation activities; Coordinated the model team and external consultants to successfully conclude one FHFA Targeted Exam• Supported the assessment of model use and business impact by participating in business-oriented projects, including Dodd-Frank Stress Test reporting and capital planning, etc.

Washington Dc-Baltimore Area

San Francisco Bay Area

• Long/short S&P 500, Nasdaq 100, Russell 2000, Crude Oil, Gold and Treasury bond futures, as well as major FX pairs• Option trading on US-listed stocks, ETFs and futures options

San Ramon, Ca

• Reviewed US investment project proposals and managed project financing• Led the company-level financial model study for US project return analysis; Collaborated with financial institutions to incorporate financing terms• Engaged with banks and other financial institutions to develop project financing opportunities

Hong Kong

• Initiated company’s overseas investment on solar power plant projects, including the USA, Japan,Australia and other regions• Conducted country-level research on target markets, including legal regulations and policies, macro economy, finance and tax policies; proposed and drafted overseas investment strategies and plans for GCL• Coordinated and managed the internal review of acquisitions of over 700MW solar energy projects in the USA and Japan through financial modeling

San Francisco Bay Area

• Assisted the Director of Structured Finance Department for project finance models• Proposed the interest rate forecast model and made estimations for refinancing risk evaluation

Singapore

• Responsible for the research and modeling of the global fixed income model using swap and bond yield data by extending established academic models and tailoring them to the APAC region; drafted the research report• Studied and developed the global FX model for the APAC region using macroeconomic data and statistic models, carried out-of-sample forecast and back testing• Designed the daily China FX fixing model by studying the time series patterns of the fixing series; applied regime switching techniques to model selection• Carried out regional research projects on Singapore Nominal Effective Exchange Rate (S$NEER) and local bond mispricing model, etc.

Hong Kong

• Conducted global macroeconomic research for a startup hedge fund with about 300 Mn USD asset under management and reported directly to the Chief Investment Officer• Studied key market events, forecasted financial indicators of major markets, including EU, USA, China and Japan, and recommended asset allocations under different scenarios• Worked on the research project of FOMC announcements and QE tapering and their impact on major markets and emerging market asset prices• Carried out equity research on several particular stocks and research on two commodity classes

Hong Kong

• Provided comparable companies comparison analysis of real estate sector in Asia Pacific through reading over 50 research reports and building valuation and projection models• Worked as a team member of a financial institution IPO and two real estate companies IPOs• Contributed to Citi’s winning of IPOs of two real estate companies, both with size of over one billion USD, through making presentation books and comparable companies comparison analysis

Nanjing, Jiangsu, China

• Performed industry and corporate analysis through reading prospectus, searching online, checking legal documents and performing financial analysis• Analyzed a tire company and an expressway company through credit analysis and financial projection models• Supported the department to make approximately one million RMB loans to two automobile companies by research on the automobile industry and companies

Doctor Of Philosophy (Phd), Economics

Activities and Societies: Proseminar on International and Development Economics & Asset Pricing Research Interest: Asset Pricing.

Master'S Degree, Economics

Math courses studied: Real Analysis (PhD), Probability Limit Theories (PhD), Algebra, Topology, Analysis, Probability, Statistics.

Bachelor'S Degree, Economics

Minor, Law

Education record