Credit Risk Analyst
Project Managemento Initiated and pushed forward a two-year data quality overhaul effort for the newly-onboarded Exchanges and Clearing House Counterparties in the credit system• Collaborated with credit, information technology, legal, and operation teams globally to reconciledata feeds with books and records, clean up trade and collateral data feeds, and identify data quality issues• Analyze technical and compliance requirements to implement strategic fixes for data issues… Show more Project Managemento Initiated and pushed forward a two-year data quality overhaul effort for the newly-onboarded Exchanges and Clearing House Counterparties in the credit system• Collaborated with credit, information technology, legal, and operation teams globally to reconciledata feeds with books and records, clean up trade and collateral data feeds, and identify data quality issues• Analyze technical and compliance requirements to implement strategic fixes for data issues, reducing daily unaccounted exposure by $14bn (out of $50bn total Clearing House exposure)o Oversaw the construction and maintenance of the Clearing House section of the credit database for risk reporting to Federal Reserve Board• Liaised with stakeholders including business, credit, and engineering to analyze business requirements and optimize resource allocation in data infrastructure construction• Designed and optimized data flow and aggregation logic to maximize output accuracy and efficiency • Developed and implemented test cases to validate data logic application • Maintained and enhanced database functions to meet increasing analytical and reporting needs Data Analysis and Process Enhancemento Led a global team of 15 in monitoring and validating the bank’s daily $250bn credit risk exposure of traded products and loans • Implemented and improved quality control through methodology documentation, procedure standardization, and process automation • Reviewed, summarized and communicated risk issues and fix progresses, including limit breaches and system enhancements, to cross functional stakeholders o Automated five of the firm’s key regulatory credit risk reports through SQL and VBA implementation • Streamlined the reports’ quality assurance process, and eliminated instances of resubmission due to data error• Coordinate the firm’s responses to regulators’ questions on risk exposures in these reports Show less
