Chufan (Jennifer) Zhang
Toronto,Ontario
Summary
Financial Mathematics Master degree graduate with a Bachelor of Science (Honors) degree in Mathematics and Economics and working towards FRM designation. Primarily tasked on the Basel III regulatory project for the bank by developing business processes and solutions across the CVA workstreams. Interest and passion to solve financial problems by doing research and formatting models based on data collection via R and Python.
Overview
6
6
years of professional experience
Work History
Business Analyst, Market Risk Solutions, CMRM
Canadian Imperial Bank of Commerce
Toronto, ON
11.2021 - Current
- Currently, reporting to the Senior Director of the Market Risk Solutions team, developing business processes and solutions across the Credit Valuation Adjustment (CVA) workstreams to meet regulatory requirements.
- Responsible for the ongoing monitoring of regulatory capital charges and ensure exposure is reviewed by relevant risk managers;
- Analyzing and sizing the business impact evaluation of systematic changes or stakeholder requests;
- Preparing monthly key risk indicator reports to analyze trends and to senior management and leadership team;
- Applying market risk related knowledge to assess front office-initiated requests through technical systems analysis, identifying business requirements and engaging relevant stakeholders for results;
- Ownership of the production/UAT environment by managing stakeholder requirements, investigating technical issues and user acceptance testing;
- Providing business support and coordination between internal and external stakeholders including: Trading Floor Risk Managers, Technical Stakeholders, Front-office, and External Auditors.
Market Risk Analyst
BMO Financial Group
Toronto, Ontario
05.2021 - 09.2021
- Developing and operationalizing processes to identify, report and mitigate overall risk exposures within the business using Python, SQL, and Excel VBA
- Maintaining risk models on a regular basis in order to provide up-to-date and accurate reports on risk measures
- Building Power BI reports and visualizations to effectively communicate data-driven insights to users for a variety of audiences.
Risk Assurance (Technology) Experienced Associate
PwC
Toronto, Ontario
09.2018 - 07.2020
- Assisting clients to optimize their control activities, organizational strategy, and policies and procedures
- Conducting transaction testing, performing assessments, and leveraging various technology controls (e.g., databases, operating systems, data warehouses, and reporting tools) to help clients achieve operational efficiency
- Helping clients assess their internal business governance, risk, and controls processes and eliminate relevant risks.
Education
Master of Financial Mathematics -
McMaster University
08.2021
Bachelor of Science (Honours) with Internship -
Queen's University
12.2017
Professional Skills
- Strong statistical analysis and programming skills in statistical modeling language including python, Matlab, and R demonstrated through the projects and assignments in Statistics of financial data and computational finance courses
- Solid understanding of the financial market concepts and financial data analysis skills using Excel and python shown by the projects and assignments in finance and risk management
- Outstanding interpersonal and management skills demonstrated by managing the Basel III CVA project as the main business contact
Timeline
Business Analyst, Market Risk Solutions, CMRM
Canadian Imperial Bank of Commerce
11.2021 - Current
Market Risk Analyst
BMO Financial Group
05.2021 - 09.2021
Risk Assurance (Technology) Experienced Associate
PwC
09.2018 - 07.2020
Master of Financial Mathematics -
McMaster University
Bachelor of Science (Honours) with Internship -
Queen's University
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