Jane Sun

About Jane Sun

Advised leading global banks in the areas of market risk and counterparty credit risk management, Credit Valuation Adjustment (CVA), stress testing, implementation of Basel II, II.5 and regulatory capital and CCAR reporting- FRM holder. Passed CFA level Strong quantitative, analytical and communication skills.

Experience

1. Senior Manager in Financial Service Risk Management Practice

   EY

   Jan 2010 — Present · New York, NY, US

   Assisted a top U.S. bank in documenting its current process and controls over the CCAR reporting template (FR Y-14A/14Q) submission, including high level process flows, existing controls over calculators or End User Computing (EUC) tools, governance (high level roles and responsibilities) and business process (review, approvals, segregation of duties, etc)- Assisted a leading global bank in the implementation of Basel counterparty credit risk capital requirements, covering both default risk capital and CVA risk capital. The assistance included analyzing business requirements, identifying data sources and processes, developing functional requirement documents, and performing testing to assess the implementation - Assisted a leading global bank in performing model validation for the bank’s regulatory VaR, Stressed VaR, Incremental Risk Charge (IRC) and Comprehensive Risk Measure (CRM) models under Basel II.5 market risk regulatory capital framework - Assisted one of the largest U.S. banks in enhancing its counterparty credit risk analytics models for Rates and FX, including scenario generation and derivatives pricing models for exposure (e,g, potential future exposure, expected exposure) and CVA calculation - Assisted a large U.S. bank in designing its future state market risk stress testing framework based on regulatory guidelines and leading industry practices, including developing stress scenarios, updating policy and procedures and drafting business requirements

Education

• Columbia University - Columbia Business School

  Master of Business Administration (MBA)

  2014 — 2016

• Shanghai Jiao Tong University

  Master, Quantitative Financial Engineering

  2006 — 2009

• Ecole centrale de Lyon

  Diplomat of General Engineer, General engineering

  2004 — 2006

• Shanghai Jiao Tong University

  Bachelor, Mathematics

  2002 — 2004