Leon Hao Li

647-***-**** adcu39@r.postjobfree.com *24 Wellesley Street East, Toronto, ON M4X1G2

HIGHLIGHT OF QUALIFICATIONS

• Completed FRM Level II + CFA Level II Candidate

• Internship experience in integrated risk management, including Market Risk, Liquidity risk & Credit Risk

• Hands-on experience in credit risk modelling, credit reports, scorecard development, data visualization for Capital Markets, Python for CRM, Monte Carlo simulation and business documentations

• Solid knowledge of banking products (e.g. Derivatives, FX, Equity, Interest Rate, Option, Swap), regulatory requirements (e.g. IFRS9, IRRBB, Basel 3) and risk management methodologies (VaR, Stresstesting, Backtesting)

• Proficient at Excel,VBA, SQL, Python & Tableau

• Driven, responsible, detailed and result-oriented; quick learner, problem solver and team player with excellent communication and interpersonal skills; can work well under pressure and with competing priorities PROFESSIONAL EXPERIENCE

Risk Analyst (Intern), Industrial and Commercial Bank of China, Canada (Toronto) 02/2020 - Present

• Consolidated multi-dimensional banking reports into a master sheet and produced Liquidity Adequacy Ratio (LAR) reporting with Excel/VBA

• Developed and analyzed assumptions for liquidity stress testing scenarios based on the OSFI requirements

• Re-allocated the assets of the banking book under distinct stress testing scenarios for regulatory requirements

• Documented the process of Liquidity Risk Management Forum and prepared various risk committee materials

• Validated and visualized daily FX exposure position to measure FX market risk and enhance market risk processes

• Participated in designing IRRBB model to measure, monitor and control banking book positions (e.g. repricing risk, basis risk, optionality risk and concentration risk) Junior Business Analyst (Coop), the People Insurance Company of China Ltd, China 05/2015 - 08/2015

• Extracted, transformed and loaded (ETL) data from CRM database with SQL and prepared data analytics reports and dashboards with Excel/ VBA

• Defined business requirements and documented standard of procedure (SOP) regarding loss and compensation plans

• Investigated potential frauds, analyzed risk/loss evidences according to insurance policies and products, conducted on- site investigations and negotiated with auto repair shops, saving claim costs by 15% EDUCATION AND TRAINING

Bachelor of Commerce, Rotman Commerce, University of Toronto, Canada 09/2014 - 08/2019

• Major: Economics

Completed FRM Level II + CFA Level II Candidate 12/2019 Data Analytics Bootcamp for Capital Markets, WeCloud Data Inc., Toronto 09/2019 - 12/2019 Project 1: Market Campaign for Customer Acquisition (CA)

• Extracted, cleaned and manipulated client data and established data frame by developing SQL queries

• Performed statistical analysis and validated A/B test through Python to determine effective CA method, interpreted data insights by developing dashboards, graphs and charts to visualize post campaign results via Tableau Project 2: CRM Home Loan

• Manipulated the home loan historical data from various databases with SQL and Python to establish structured data frame for predicting repaying loan capability of each application

• Designed credit risk model with Python to predict PD; validated the model with ROC curve and ML confusion matrix EXTRACURRICULAR ACTIVITIES

• Team Lead, UNIC Case Competition, University of Toronto 03/2019

• Tutor, Uni-TnT, Toronto; created tutoring plans, recruited peer tutors and delivered training 01/2019 - 04/2019

• Volunteered with organizing financial salons and career boot camps, Toronto

• Interests: Singing, tennis, bodybuilding; Languages: Bilingual – English, Mandarin REFERENCES AVAILABLE UPON REQUEST

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