Weijun Jin

757-***-**** • acpuyg@r.postjobfree.com • cn.linkedin.com/in/weijunjin/

EDUACATION

Williamsburg, VA

Jan 2014 – The College of William and Mary

Jan 2015 Master of Accounting - Dean List / Scholarship

Sep 2000 – Shanghai University of Finance and Economics Shanghai, CHN

Jul 2004 Shanghai Lixin University of Commerce

Bachelor of Management in Accounting

WORK EXPERIENCE

2015 PBMares LLP Norfolk, VA

Individual, Partnership & S Corporation Tax

Perform federal, state & local tax returns for high net worth clients with Pro fx & QuickBooks.

Ensure documentation integrity and tax compliance and troubleshoot discrepancy with communication.

2011-2013 DBS Bank Shanghai, CHN

AVP of Strategic Planning for Treasury & Market (Headcount in Front Desk)

Performed monthly/yearly Treasury & Market performance presentation pack (including Treasury Liquidity

Management and Global Market Trading & Sales) for China Management/Board meeting.

Supported Treasury & market to develop, validate and implement capital management modeling involving

market/credit risk for proactive capital planning, capital allocation and risk adjusted performance based on

evolving regulatory environment.

Quantified Treasury & market economic capital risk with model of linear or copulas based risk aggregation

based on different options of risk appetite constructed on adverse scenario to help management in business

planning.

Analyzed risk diversification level and concentration based on risk correlation and assessed capital

surplus/deficit over the planning horizon with market research and capability development.

Performed various aspects of risk controllership for the bank’s liquidity such as production of banks’s

liquidity stress test, allocation of the drivers of liquidity to businesses, regulatory reporting of liquidity and

funding, establishing controls around liquidity data.

Performed the reporting for the Contingency Funding Planning (CFP) process and supporting Finance with

analysis relating to the CFP (analyzing week to week liquidity, cash forecasting, and contingency changes)

Performed department’s annual budgeting exercise of considerable derivatives in both qualitative and

quantitative metrics and cost allocation based on market regulation, outlook, assumption and challenge.

Developed strong working relationships with Corporate Treasury, Operations, IT, Bank Resource

Management, and other teams across the bank.

2010-2011 Bank of East Asia Shanghai, CHN

Officer of Asset Liability Management and Capital

Performed bank wide CCAR stress test with economic outlook and analyzed CVA risk mitigation

instruments under Basel III. Presented CFO the different result of advanced and standard method.

Initiated FTP platform revolution to better manage interest rate risk and streamline management report.

Interpreted IT for new platform development and involved related parties for UAT validation.

Participated ALCO meeting to record the meeting minutes, recommended hedging strategy and structure for

ALM and advised business of hedging effectiveness test with linear regression.

Performed client’s behavior analysis of saving account with R to maximize NII.

2007-2010 Citibank Shanghai, CHN

Officer of Internal Control

Conducted overall reviews and assessment of systems and control procedures with risk and reward.

Maintained internal control standards, implemented and observed Group Compliance Policy and maintained

awareness of operational risk and minimize the likelihood of it occurring.

Escalated the significant issues of reputation, legal, counterparty, operational and compliance risks.

Preserved work sheet for planning, organizing, conducting and controlling the overall audit as well as

follow-up of audit recommendations. Contributed to the professional development of the internal control

function and reclassified risk profile based on updated group policy.

2005-2007 HSBC Shanghai, CHN

Market Risk Analyst

Performed timely report of liquidity forecast, liquidity coverage ratio, CCAR stress test and product control

and assisted in automation using VBA and ACCESS.

Implemented group risk and ALCO policies to manage market & liquidity risk, set FTP, monitored/reviewed

trading/Value at Risk limit, validated Value at Risk with back test, and performed Value at Risk stress test to

monitor tail risk.

Performed daily valuation of trading portfolio of fixed income and currency with mark curve

Reported daily factor sensitivity analysis to management and traders with the knowledge of changing

economic trends and financing structures and developed hedging strategy for the impact of balance sheet

risk position. Used SQL to produce ad hoc report for management decision making.

ADDITIONAL

Research of close type of Whisky with clustering and weather forecast with decision tree in R

Skill of advanced SAS, R&Rattle, SQL, VBA, Matlab, Python, Algorisms, Approximation, Optimization,

Bisection, Convergence, Monte Carlo Simulation, decision tree, linear& logistic regression, time series, copulas,

Basel, EAD, PD, LGD, CVA, IRC,CRM, VaR, QRM, Murex, Hyperion, People Soft, SAP, Checkpoint, BNA, Pro

fx, GAAP, CPA

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