Participated in particular research for CCB.Subjects including EURO-banking industry risk analysis,Effects of Brexit,Exchange rate expectation.Using Bloomberg,Thomson one and other 3rd party data for study.Participated in Internal Model Approach (IMA) for market risk&counterparty risk(CCR) management projects of commercial banks. Responsible for:-Making gap analysis through interviews and documents.- Compose market risk&CCR management policies and procedures.(Under Basel III and CBRC regulations related to market risk )-Compose requirements specification of the market risk&CCR mangement IT system.Including functions,detailed calculation methods.-Build models like present value, theoretical profit and loss,actual profit and loss,Value at Risk,Stress-test,backtesting,sensitivity of bond/irs/fx/option etc.- User acceptance test.Help the clients to test whether the IT system meet the requirement.-Co-develop.Help the development team with the system construction,mainly on explanation of requirements and modify calculation logic.-Do research about CBRC regulations and macro-economic and financial markets. Participated in the valuation of a variety of financial derivatives. Be proficient in choosing and using related pricing models and valuation methods, such as Monte Carlo Simulation, Black-Scholes-Merton Model and Binomial Tree Model. Covered products include fx option, forward, warrants, employee stock option along with equity allocation.Use Bloomberg and Wind to get market data and information.