Alex Zhao
Toronto
Overview
7
7
years of professional experience
Work History
Manager, IFRS9, Enterprise Stress Testing
Bank Of Nova Scotia
07.2022 - Current
- Perform industry stress testing exercises over 30+ industries/subsidiaries, discuss with industry experts to reconcile portfolio scope and determine instantaneous shocks on company financials
- Involve in the design and implementation of Retail Challenger model, a macro-consistent micro-simulated model for domestic retail portfolio to address potential risks, vulnerabilities and product interactions
- Support OSFI MST 2023 Schedule 10 enhancement, support Enterprise-Wide Stress Testing (EWST) / OSFI Macroeconomic Stress Testing (MST) / Earnings at Risk (EaR)
- Collaborate with Internal Rating Mgmt team to upgrade internal rating models used in stress testing process
- Develop new Forward Looking Information (FLI) traditional and challenger models by working with MVA
- Analyze and extract data from databases, cooperate with database migration and provide feedbacks
- Design Power BI dashboard for scenario comparison and stress test result analysis
Quantitative Analyst
Canada Life
01.2022 - 03.2022
- Design machine learning approaches for mortality modelling to explore pension plan pricing benefits
- Perform data cleaning, EDA, model selection, and backtesting
- Utilize H2O.ai for automated machine learning model training
Accounting Analyst
Aoyuan International Investment Group
09.2020 - 12.2020
- Manage monthly payment processes, monthly & semi-annual reporting
- Prepare monthly payment, bank reconciliations, and establish Covid expense projections
- Maintain sales tracking workbook to audit multilateral due diligence
Interim Solution Analyst, Wealth Management
Royal Bank Of Canada
09.2018 - 12.2018
- Design, develop, test, and implement digital entry automation embedded in BTS Pooled using VBScript, improve input correctness and efficiency
- Support weekly reporting needs for Mutual Fund, GIC, Account groups, andinterim data processing via Access & SQL, shorten delivery time
Education
Master of Financial Risk Management - Finance, Risk Management
Rotman School of Management, University of Toronto
Toronto, ON06.2022
Bachelor of Computing And Financial Management - Finance, Computer Science
University of Waterloo
Waterloo, ON06.2021
Skills
- MobaXterm for Git Management
- SQL Query Development
- Python, R Programming
- Data Visualization Tools
Timeline
Manager, IFRS9, Enterprise Stress Testing
Bank Of Nova Scotia
07.2022 - Current
Quantitative Analyst
Canada Life
01.2022 - 03.2022
Accounting Analyst
Aoyuan International Investment Group
09.2020 - 12.2020
Interim Solution Analyst, Wealth Management
Royal Bank Of Canada
09.2018 - 12.2018
Master of Financial Risk Management - Finance, Risk Management
Rotman School of Management, University of Toronto
Bachelor of Computing And Financial Management - Finance, Computer Science
University of Waterloo
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