My resume
Highlights of Qualifications
Ambitious quantitative finance and market research professional with strong track-record of delivering top performance in both banking and IT industry; Recognized as an expert in business decision science and statistical modeling; Experienced in quantitative risk modeling, risk management and data mining in support of trading desk. M.Sc in Financial Risk Management, Henley Business School at University of Reading, UK; M.Sc in Applied Economics with a specialty in Marketing and Econometrical Modeling at University of Alberta; can undertake difficult mandates and meet tight deadlines. Personal qualities include: rigorous, positive, good problem - solver, persistent, adaptable, and result driven; Exceptional interpersonal, client service, liaison, and follow-through skills; other skills include:
Professional Experience
Canadian Western Bank 2009 – Present
Sr. Credit Risk Portfolio Analyst
- Report to VP credit risk management, lead in the development, implementation and validation of an internal risk rating system for credit risk
- Implement various risk valuation and assessment models in the area of credit risk using statistical methods to calibrate model inputs
- Back test valuation methods and support their system implementation
- Co-ordinate the development, preparation and distribution of CRM and branch loan related MIS reports insuring the accuracy thereof and that they meet the needs of the Bank’s senior management and external bodies
- Review external software vendors to determine compatibility with the Bank requirement
- Assist in develop and building internal database in IFRS conversion process
Telus Mobility, Calgary, Alberta 2008 – 2009
Business Analyst II, Campaign Measurement for L&R Program
- Using natural language (SQL, SAS) and relational database skills, developing process and measurement templates for Loyalty & Retention as well as Marketing program measurements
- Assisting Program Managers in developing appropriate program measurements including controls groups.
- Training Program Managers on program measurement process, data sources and self serve applications.
- Providing project management of Loyalty & Retention and Marketing program reporting.
- Managing analysis or program measurements and identification of new Loyalty & Retention and Marketing program opportunities
- Performing regular audits on reporting and data sources, and making recommendations regarding improving data quality and report automation.
Intuit, Edmonton, Alberta 2006 – 2008
Market Research Analyst, Customer Insights
- Identified high-profitability market segments for potential business growth and presented practical marketing strategies to senior management (e.g., Canadian small business accounting software market segmentation study in 2007 )
- Lead in campaign analytics and make recommendations to campaign manager (i.e., worked with financial analyst and retail manager to track tax product sales in store level across Canada to evaluate the pre-post advertising campaign across Canada; developed market mix model to evaluate market dynamics and ROI of alternative marketing campaign)
- Provided technical expertise in experimental discrete choice modeling project for Quick Tax (Desktop & Web) new product lineup in FT07
- Built predictive models and mined enterprise databases to examine the consumer behaviour and product life cycle and make recommendations to the product manager (e.g., Using business intelligence tool (ProClarity) to build the predictive models (e.g., churn model) for direct marketing campaign)
- Designed and analyzed in-product survey data (e.g., QuickTax & QuickBooks), providing annual summary report to Senior Leadership Team (SLT)
- Ad hoc research projects (e.g., assess merchant account service (Credit Card/Debit Card/Cash) across Canada and the United Kingdom; accountant market size in Canada and the United Kingdom)
- Update the internal business intelligence, market research library, and competitive intelligence library.
Industrial Bank Co. Ltd., People’s Republic of China 2001 – 2004
Financial Risk Manager
- Provide monthly/quarterly risk overview in Assets & Liability Management Committee; design primary hedging strategies for the bank
- Lead analytics team for risk management (e.g., Credit risk scorecard Development, Value at Risk, Stress Testing, and Modeling within Base accord framework)
- Ad hoc high risk loan evaluation, e.g., financial modeling, cash flow forecasting
- Collaborated with People’s Bank of China, analyze and forecast the financial market data
China Construction Bank, People’s Republic of China 1997 - 2000
Senior Financial Analyst
- Evaluating and applying financial, economic and statistic data for corporate planning and investment analysis
- building corporate forecast model for business planning, capital adequacy model as per regulatory requirements, and financial model for Merger & Acquisition, securitization, new insurance line of business scenario
- Analyzing economic growth, inflation, interest rate, labor market and link economic drivers closely to the assumptions used in Corporate Forecast Model Analyzing the impact of interest rate, change in yield curve and other factors on corporate spreads for spread management
- Monitored and reported on a daily basis of all risks/exposures and unusual risks/exposures pertinent to the futures and swaps positions of open transactions; provided risk evaluation reports of trade financing and refinancing loan applications
- Networked with management of trade finance division and treasury division
Education
- M.Sc in Financial Risk Management, Henley Business School at University of Reading, UK
- M.Sc in Resource Economics at University of Alberta – 2006, University of Alberta’s Master Scholarship, Mary Louise Imrie Graduate Student Award and Faculty of Graduate Study & Research Travel Grant
- Bachelor of Economics in Accounting and Finance at Zhongnan University of Economics and Finance, Wuhan, People’s Republic of China – 1996. Majored in accounting and graduated with distinction
Professional Development
- SAS Enterprise Miner, People’s Bank of China, Wuhan, China – 2003 SAS Base/Enterprise Miner
- Financial Modeling & Risk Management, People’s Bank of China, Beijing/Shanghai – 2003
- Market Research using SPSS (Basic/Advanced), SPSS, Washing, DC – 2007
- Leadership and Team Building, Intuit, Edmonton – 2007
- Advanced Business Analysis using EXCEL & VBA, Telus Mobility, Calgary – 2008
- Oracle SQL Internal Training, Telus Mobility, Calgary – 2008
- Credit Risk Modeling using SAS – 2009 SAS Institute, San Francisco
- Commercial Lending Training – 2009, RMA
Professional Affiliations
- Member, Canadian Agricultural Economics & Economics Association, 2005 – 2007
- Member, Canadian Marketing Research Association – 2007
Public Presentation & Previous Research
- “Formal Beef Alliances and Alignment Problems in Canada Beef Industry”. 2006 Canadian Agricultural Economics Association Annual Meeting, Montreal, May 2006 (i.e., https://survey.re.ualberta.ca/~fok/ ; My Thesis )
- “Chinese Consumers’ Willingness to Pay for Fee-Based Financial Service: A Choice Experiment in Credit Card Market of Wuhan City”. Journal of China Construction Bank, China Construction Bank, January 2003
- Asian Option Pricing Model Using Monte Carlo Simulation: Electricity Hedging Case
- Fitting a Capital Assets Pricing Model - A Case Study in Chinese Stock Market
- Scorecard using decision tree
- Discrete choice modeling in Credit Card Design
- Predictive Modeling on Probability of Default – Logit Model Using Microsoft Excel and VBA
- Predicting Default Risk Using Merton’s Model – a Case Study in Chinese Stock
