Clement Zhao
London,ON
Summary
Results-driven Risk Manager (FRM certified) equipped with proven management skills and tracked-experience in banking and insurance industry. Knowledgeable skillset includes liquidity/ IRRBB/ FTP/ model validation and stress testing. Integrated with strong data analytics skills (Google Advanced Data analytics Certified) programming skills in Python, SAS, excel VBA and business intelligence tools in Power BI, Tableau.
Overview
11
11
years of professional experience
1
1
Certification
Work History
Manager
Industrial and Commerce Bank of China (Asia), HK
2023.02 - 2024.03
- Leaded a risk team within the AML and monitored liquidity risk and interest rate risk for bank's portfolio performance
- Established risk appetite and risk scenarios such as bank-wide stress test, SDST stress test, NII & EVE stress test, climate stress test, reverse stress test etc. required by local authorities and internal management
- Integrated back-end reporting systems with the frond-end trading systems, and automate the calculation of risk indicators
- Monitored the FTP across different product lines and departments to make sure the FTP is within a profitable and competitive range
- Validated embedded option models for treasury products
Senior Associate
EY Advisory, HK
2017.08 - 2021.08
- Leaded a team to perform ETL for bank's legacy database and automated dataflow using Alteryx to improve the efficiency of data usage and accuracy of reportings
- Leaded a project management team on IBOR transition, duties include but not limited to: 1) milestone progress monitoring, 2) regulatory supporting on guidelines from governance body such as: FSB, ECB, BOE, HKMA, ISDA, LSTA, 3) solutions regarding products' interest conversion from LIBOR/HIBOR to RFR
- Assessed and rectified Bank's liquidity calculation template and policy regarding HKMA's review report
- Developed cashflow models for products with embedded options such as Loan with early redemption option, Fixed deposit with early withdraw option and security with call/put options followed the IRRBB guidance
- Reviewed and assessed Capital requirement for Security and Futures brokers to fulfill the SFC Obligation
Product Analyst
AIA, China
2013.05 - 2017.05
- Prepared launch of new products, updated promotion strategy for existing product
- Gathered data and prepared presentation to senior management, includes budget calculation, evaluation of agency channel performance, evaluation of wholesale channel performance
- Supported underwriting team to analyze the P&L for medical products/ Life products
Education
Master of Science - Finnancial Technology
Hong Kong University
Hong Kong05.2023
Master of Science - Actuarial Science
Master of Science: Actuarial And Investment
Hong Kong05.2013
Post-Baccaleurate Diploma - Statistcis
University of Iowa
USA01.2010
Skills
- Team Leadership
- Time Management
- Verbal and written communication
- Complex Problem-Solving
- Project Management
- Performance Tracking and Evaluation
- Administration and Reporting
It Programming Skills
Python, SAS, Excel VBA, R
Certification
FRM (Financial risk manager), Google advanced Data analytics
Business Intelligence
Power BI, Tableau, Altyrex
Languages
English
Full Professional
Chinese (Cantonese)
Professional Working
Chinese (Mandarin)
Native or Bilingual
Domain Knowledge
Liquidity risk, IRRBB risk, model validation, Project management
Timeline
Manager
Industrial and Commerce Bank of China (Asia), HK
2023.02 - 2024.03
Senior Associate
EY Advisory, HK
2017.08 - 2021.08
Product Analyst
AIA, China
2013.05 - 2017.05
Master of Science - Finnancial Technology
Hong Kong University
Master of Science - Actuarial Science
Master of Science: Actuarial And Investment
Post-Baccaleurate Diploma - Statistcis
University of Iowa
FRM (Financial risk manager), Google advanced Data analytics
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