At Agricultural Bank of China, I monitor market risk limits and support Basel III reporting for FRTB and SA-CCR. I also developed a bond maturity monitoring tool in Excel VBA and automated risk data processes using Python and VBA.
Previously, I optimized risk evaluation workflows at Korean Reinsurance Company and implemented FRTB standardised approach calculations at Société Générale. My research and project work includes a real-time LPPL dashboard and a QMJ factor model presented at the Shinhan AI Idea Competition.
