Project Manager Management

Gavin Peng

#***--**** ********

Parkway, St. Louis, MO 63117, USA

Mobile: 314 - 800 - 8498 *****.****@****.***

PROFILE

. Double master's degrees in finance (HEC Montreal) and in computer science

(MIS), SAS Certified Advanced and Base Programmers for SAS 9, Java

Certified Programmer, bilingual in English and French.

. 6+ years of experience as a dedicated and highly reliable Reporting and

Analytics Manager at leading financial organizations in the United States

and Canada.

. 2+ years of experience as Quantitative Analyst at consulting firms

working with insurance and investment companies.

. 8+ years of experience as Project Manager, Business Analyst, and

Programmer in information technology department within energy

corporation.

. Solid experience with risks, VaR, P&L, credit cards, fixed income,

derivatives, quantitative and financial modelling; advanced programming

skills in Excel / VBA, SAS/EG, SPSS, Matlab, Access /SQL; experience with

OOP Java and C++; in-depth knowledge of Basel II and hedging strategies.

. Exceptional computer skills in relational databases, such as Oracle,

Sybase, MS SQL server and Access, Windows, Unix, Murex, Bloomberg, and

Thomson-Reuters.

. Possess solid management skills, a strong team player, with well

developed problem-solving, excellent quantitative, analytical and

decision making skills.

PROFESSIONAL EXPERIENCE

U.S. Bank, St. Louis, MO

Consultant-SAS/SQL Developer, Retail Risk Reporting and Analytics

Nov 2013 - Present

. Design and Develop Retail Risk Reporting and Analytics Systems

using Oracle Data Warehouse, TOAD/SQL, Excel, VBA and SAS SAS Add-in for

MS Office, SAS/EG; create, update, enhance and automate reporting and

analytics within RPS (Retail Payment Solutions) for collections and

recovery, work on U.S. bank core project-collections and recovery.

MBNA

Consultant, Business Support Analysis

Oct 2013 - Nov 2013

. Using SQL, MS Access, Excel, Visual Basic for Application (VBA) and SAS

to create, update, enhance and automate strategies, analytics, value

Matrix, and P&L forecasting for client, account, and portfolio

acquisitions in the MBNA Finance Profitability Department.

SCOTIABANK, Toronto, Canada

Jan 2011 - 2013

Manager, Risk Analysis and P&L Reporting

. Designed and developed tools and applications for over 20 risk and P&L

reporting files, such as credit and equity derivatives, structured

products, fixed income, and other asset types using Excel, VBA, SAS and

SQL / Access; generated and distributed various reports using Excel and

VBA Macros.

. Led a team to prepare, reconcile, compile, review and analyze risk and

P&L reports on a daily, weekly, monthly and YTD (Year To Day) basis,

including MIS, P&L and risk attribution/decomposition.

. Enhanced and automated MIS, P&L and risk reporting processes which

significantly improved efficiencies and accuracies within the Bank.

. Automated a cash interest funding file using Excel / VBA Macro, which

reduced processing time from 3 hours manually on a daily basis to

seconds. In addition, created a YTD P&L file, simplifying operations and

reducing processing time by 70%.

. Conducted structured products, credit, equity and rates derivatives

pricing/valuation and supported front office trading desks in New York

and Toronto to ensure MIS, risk and P&L accuracy and on-time delivery.

. Initiated, designed, implemented and executed numerous projects related

to MIS, risk and P&L analysis which played a key role in reporting

process enhancement and automation.

CANADIAN IMPERIAL BANK OF COMMERCE-CIBC, Toronto, Canada

2010 - 2011

Consultant /PnL Balance Sheet and Risk Reporting (Contract)

. Produced daily risk, IPV and PnL reports for Front Office, Finance and

Risk Management; supported FX and equity derivative desks and Product

Control group.

. Worked closely with CIBC traders and marketers to resolve booking issues

and amendments so that financial transactions could be completed within a

timely and accurate manner.

. Provided key support to CIBC back office staff to quickly resolve booking

or parameter discrepancies regarding rates, cash settlements,

confirmations, fails, etc.

BANK OF MONTREAL, Toronto, Canada 2009

Specialist, Banking Operations (Contract)

. Worked on Fixed Income Securities, Derivatives and Product Accounting

Interface, from front office through middle to back office G/L, risk and

PnL analysis, valuation, reconciliation, settlement, requirement,

specifications and STP (Straight-Through Process).

METLIFE GROUP, Tampa, USA 2006 - 2008

Quantitative Risk Analyst / Manager

. Conducted key risk analysis in the Derivatives Analytics Group within the

Investment Finance Division which included FAS 133 / IAS 39, Rates and

Derivatives, Swaps, Caps, Floors, FX, Options, Forwards, and Futures.

. Prepared fixed income, structured products, and derivatives risk and P&L

calculations, reporting and decomposition/attribution analysis, as well

as derivatives hedge accounting and hedge strategy using PeopleSoft GL.

Conducted Derivatives Reporting Data Base (DRDB) programming using

Microsoft Access / SQL server, Excel, SAS, VBA and Macros.

. Developed financial models using Excel, VBA, SQL, Access, and C++ and

Matlab.

. Applied Murex, Bloomberg and Pyramid risk analytics systems to value

Fixed Income/Swaps/derivatives and to calculate VaR and risk greeks.

. Tested hedge effectiveness/ineffectiveness using Murex, Pyramid Portfolio

Risk Analytics software and developed FAS 133 derivatives hedging

modules.

CP INFOTECH INCORPORATION, Vancouver, Canada 2001 - 2002

Quantitative Analyst

. Performed quantitative analysis for a Japanese based insurance company to

develop a WBO-Web Based Office using Java and SQL technology.

. Vetted risk models, designed database structures, conducted stress and

back testing, ensuring minimal risk.

. Participated in risk measurement and management processes such as VaR

calculation and asset/liability management.

100WORLD INCORPORATION, Vancouver, Canada 2000 - 2001

Quantitative Analyst

. Designed and implemented an investment management system for a financial

services German company using C++ and SQL.

. Participated in the software development life cycle (SDLC) of derivatives

pricing models and designed algorithms for fixed income and derivative

pricing models.

. Implemented pricing modeling and utilized numerical simulation in

derivatives valuation.

CHINA NATIONAL PETROLEUM CORPORATION -CNPC, Beijing, China 1992 - 2000

Programmer/Business Analyst/Manager

. As team lead/project manager, engaged in quantitative analysis, designed

and developed management information systems (MIS) and decision

supporting systems (DSS) for Company and their clients using C/C++,

Fortran and databases.

. Supported energy trading from the IT side, created financial models for

simulation, pricing and valuation.

. Adapted operation research, such as linear programming in transportation

and resources management, which reduced costs by 16%.

. Built financial modeling for company, utilized optimization and

simulation technology in the financial service system, and improved

service effectiveness.

EDUCATION AND PROFESSIONAL

DEVELOPMENT

SAS Institute Global Certifications (Base and Advanced), 2013

Sun Certified Java Programmer (SCJP), 2000

Microsoft Certified Systems Engineer, 2000

Master of Science in Administration (M.Sc.) in Financial

Engineering/Finance, University of Montreal (HEC),2006

Master of Science in Computer Science, National University of Defense

Technology, China, 1992

Bachelor of Engineering in Computer Science, National University of Defense

Technology, China, 1989

French Language Program, College de Bois-de-Boulogne, Montreal, 2003

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