Management Vice President

Peter C. Li

** ****** ***** *****, (C) ***-***-

**** / (H) 973-***-****

East Hanover, NJ 07936, USA

*******@*******.***

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Summary:

> Driven, analytical and forward-thinking capital market/

structured credit professional with proven skills and

detailed knowledge covering variety of asset classes,

derivative instruments, securitization vehicles as well

as various forms of structured credit products &

transactions - including ABS, cash synthetic CDO/CLOs,

CDS, MBS & etc.

> Extensive expertise in key aspects of the transaction

life cycle including fundamental credit analysis,

structuring & cash flow modeling, business terms

negotiation, legal documents review, business &

operational due diligence, issuers/ servicers/

collateral managers/ counterparties research &

evaluation as well as portfolio risk management &

monitoring.

Experience:

2009 - Present Independent Financial Consultant

. Engaging in independent review on client's structured

transaction origination platform to identify any

control or risk management issues and make certain of

their adherence to best business practice as well as

relevant regulations.

. Conducted due diligence review on client's structured

credit trades - analyzed and uncovered any abnormal or

inconsistent trade execution, pricing or booking.

. Performed independent expert review and evaluation on

client's structured products investment portfolios -

provided objective opinion on their performance and

projected any expected lost impairment.

2006 - 2008 CHANNEL RE LTD., BERMUDA

Vice President - Structured Credit Transaction

Structuring/ Underwriting & Portfolio Risk

Management

. Served as a key member at the underwriting-risk

committee. Proactively multi-tasked with direct

responsibility for the structuring and evaluation of

complex structured credit products & transactions,

securitization vehicles, credit facilities & etc.

. Identified potential opportunities while assessing key

transaction risks and issues by performing rigorous

quantitative and qualitative analysis as well as due

diligence review.

. Also responsible for the ongoing monitoring and

management of a multi-billion dollar structured credit

portfolio to ensure its compliance with company's

underwriting and risk guidelines while enhancing its

risk return profile.

. Researched and kept abreast of the capital market/

structured credit industry trend and macro outlook

(market/ credit/ regulatory/ legislative/ accounting/

political) while uncovering relative value between and

within different asset classes.

. Led efforts to identify emerging problems on portfolio

transactions and explored risk/ loss mitigation

solutions.

. Monitored both external and internal risk factors as

well as any compliance and triggers breaches on

portfolio transactions. Created and maintained watch-

list credits with deteriorating quality and performance.

. Conducted various portfolio-wide risk and capital

attributions analysis (e.g. risk-return trade-off,

portfolio risk identification, aggregation of risk

exposures, risk capital allocation & loss reservation,

portfolio stress testing & etc.) on regular basis to

support maximizing returns on equity while staying

within defined risk limits.

. Adjusted tactical portfolio asset allocation according

to risk guidelines and market/ credit outlook. This

included reviewing and setting of the internal risk

ratings as well as portfolio parameters for

concentration, correlation, liquidity and asset class

allocations.

. Promoted new product and business initiatives in

esoteric structured credit space - sourced deal

opportunities, analyzed transactions as well as

cultivated client and professional contacts.

. Fostered and built collaborative working relationship

with inside and outside working parties, board members

and business partners.

. Forward thinking and actively involved in the ongoing

development and refinement of the firm's underwriting

and portfolio risk management policies, procedures and

standards.

2003 - 2005 ERNST & YOUNG, LLP, NYC, NY

Senior - Capital Markets & Structured Finance Advisory

Practice

. Participated in advisory engagements by identifying

clients' issues and proactively managed the deliverables

by communicated constantly with clients throughout the

assignments. Anticipated and resolved any potential

issues that might come up to ensure the successful

completion of advisory mandates and possibly winning new

business.

. Scope of work have included facilitating the issuance

and execution of new ABS and CDO transactions,

assessing the fair market value of structured

investment portfolio holdings as well as performing

operational and portfolio assets due diligence review.

. Independently reviewed related deal documents and

performed cash flow waterfall structuring on proposed

new transaction under tight timeline.

. Actively involved in client relationship management and

marketing efforts for the practice.

1996 - 2001 FINANCIAL SECURITY ASSURANCE INC., NYC & SINGAPORE

Assistant Vice President - International Securitization

& Structured Finance Underwriting

. Expatriated to Singapore in year 2000 helping to

spearhead the business expansion efforts in the Asian

regional capital markets.

. Active interaction with issuers/ bankers/ legal

counsels/ rating agencies/ asset managers/ servicers/

counterparties/ regulators from deal inception to

closing.

. Performed credit risk evaluation and deal structuring

among variety of structured credit products and

transactions. Hands-on responsibility included (i)

negotiating and reviewing pricings, terms sheets, ISDA

confirms and related deal documents; (ii) conducting due

diligence review on issuers/ collateral managers/

servicers/ counterparties in order to assess their

business operations, investment strategies, risk

management measures, compliance standards and

infrastructure supports and (iii) created complex

financial models (including Monte Carlo simulation,

static-pool analysis and etc.) using Excel/VB to

evaluate the performance and risk profile of proposed

transactions under various stressed scenarios.

Education &

Prof. Training: Candidate for CAIA (Chartered Alternative Investment

Analyst) Level II

NEW YORK UNIVERSITY - LEONARD N. STERN SCHOOL OF BUSINESS

M.S. (specialized in Statistics-Finance)

Inducted into the Beta Gamma Sigma Honor Society

SIMON FRASER UNIVERSITY, B.C., Canada

B.Sc. (double major in Business Admin. & Computer Science)

Technical Skills: Excel/VB, Access/SQL, Powerpoint, INTEX,

Bloomberg.

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