Ching-Hwa Eu
Assistant Vice President @Deutsche Bank
London, GB
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MOBILE NUMBERS
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WORK HISTORY
Mar 2016 — Present
Assistant Vice President @Deutsche Bank
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Model Risk Management: Model validation of the front office pricing library, especially for interest rates and FX. • Tests of market and stress scenarios (e.g. CCAR/RiBB) • Calibration testing • Validation of reserves calculations • Independent implementation testing in C++ • Documentation of the tests for Fed/ECB audit
SKILLS
Investment BankingMarket RiskFinancePortfolio ManagementQuantitative FinanceBankingFixed IncomeInterest Rate DerivativesFinancial ModelingFx OptionsDerivativesOptionsRisk ManagementCapital Markets
ABOUT CHING-HWA EU
Experienced CFA and GARP FRM certified quant with a demonstrated history of working in…
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