施小龙 Email and Phone Number

Main duties:1. Market risk management (Equity): daily monitoring investment position, investment style and performance attribution analysis, portfolio risk management, investment plan review.2. Model management: VaR model, equity risk valuation model, stress test model, liquidity risk model.3. Basel-like regulatory report management: regulatory report monitoring, regulatory stress test, other regulatory reports.4. ERM: establishment and maintenance of risk management IT systems, liquidity risk monitoring, operational risk tools establishment, new business risk assessment, risk culture (presentations, journals, etc.).Key projects:1. Risk management IT systems: Kingstar System, Hengtai System, Consolidated Supervision System.2. Innovative risk management research: Asset allocation (published), Cross-market advanced risk indicator (successful cases), cycle and style risk indicators (successful cases).

Projects Summary:1. Risk management project for a top reinsurance group: risk appetite, risk management system, Chinese Solvency II (CROSS), investment risk management.2. Risk management & internal control project for a top-level insurance group: actuarial audit, internal audit; combining operational risk, compliance and internal audit infrastructure.3. Risk management project for a No.1 insurance group: stress test, risk appetite, investment risk management, Chinese Solvency II (CROSS), asset liability management.4. Asset liability management project for a newly established subordinate insurance entity of a top financial group: asset liability management, asset allocation (portfolio management).

1. Chinses Solvency II (CROSS), regulatory reports.2. Establishment of risk management IT systems.3. Risk monitoring: market risk, credit risk, operational risk.4. Trainee program: rotating among different business units.