• Lead a global quant team in implementation and maintenance of counterparty methodologies for potential future exposures, stress exposures, initial margins, covering a wide range of products including OTC derivatives, client cleared and listed derivatives, prime brokerage, repo-style transactions, as well as wealth management margin lending products. • Manage the initiatives and processes to comply with regulatory requirements including Basel IMM, Resolution recovery planning, CCAR, SIMM. Lead the counterparty risk methodology related communications with regulators. • Lead the efforts to address the daily business requirements including analyzing complex transactions/portfolios, approving new products, estimating capital impact and investigation of daily production risk numbers. • Provide second line defense for front office models such as PB margin/stress testing methodology benchmarking, CCP IM attributions. • Drive innovative projects to improve the risk management, such as dynamic margin framework for wealth management, MPOR methodology for QFC liquidation cost estimation. • Build a strong team and develop talents. Recruited and trained a team of more than 10 people globally and promoted team member to various levels (associate, VP, ED).

• Responsible for credit risk analysis for complex/structured transactions including structured repo on ABS, equities, exotic EM, FX, credit, commodities, insurance related products such as VA hedging, XXX/A-XXX transactions, and longevity swaps.• Support calculation of initial margins/haircut for transactions with various counterparties including FIs, hedge funds and EM counterparties. • Responsible for testing and validation of credit exposure simulation methodologies, prime brokerage margin methodology and portfolio stress test methodology.• Responsible for holistic risk analysis including risk exposure, RWA/capital impact analysis, profitability analysis such as RoRWA, RoE, cost of funding, cost

Established CVA/DVA calculation frame work for Swiss Re financial products group, including building infrastructure and implementation of exposure simulation engine and risk measurement.Validate Swiss Re risk and pricing models for various products including insurance-related products, emission products, security lending/REPO margin methodology, pricing model for variance swap, fund derivatives.

• Support CVA trading desk, including calculation of credit charge/CVA, analyzing hedging strategies and perform daily PnL calculations.• Develop CVA methodologies for Monoline CDS during the crisis period.• Implementation of risk analytics libraries for CVA pricing including Monte Carlo simulation of risk scenarios, risk aggregation and risk measurement

• Implementation of a jump diffusion structural CDO model to price bespoke CDOtranches.• Developed trading risk monitor tool for VaR/Stress calculation.