Jianwei Su
Financial Engineering MS | Passed CFA Level I | FRM Candidate | Python, SQL | Transitioning into Asset Liability Management (ALM) | Interest Rate & Liquidity Risk
- Role
- Risk Management Analyst at Intelliimpact
- Location
- Richmond, TX, US
- LinkedIn followers
- 500 followers
About Jianwei Su
I hold a Master’s in Financial Engineering from the University of Illinois Urbana-Champaign and a Bachelor’s in Mathematics from Northeastern University. Having passed CFA Level I and currently preparing for FRM Level I, I bring a strong quantitative foundation with skills in Python, SQL, and risk modeling.My experience includes developing VaR and stress testing models, with practical exposure to scenario analysis and portfolio risk assessment. I am now transitioning into Asset Liability Management (ALM), focusing on interest rate risk, liquidity risk, duration gap, and funds transfer pricing.I am motivated to apply my quantitative background and ALM knowledge to support balance sheet management, strengthen risk measurement, and contribute to long-term financial stability.
Experience
Risk Management Analyst
Jan 2024 — Present · Richmond, TX, US
Developed Value at Risk (VaR) and Marginal VaR models using Python to quantify both portfolio-level and asset-level risk in a multi-asset settingImplemented Historical, Variance-Covariance, and Monte Carlo simulations to compute 1-day and 10-day VaR under multiple volatility assumptionsConducted basic backtesting by comparing forecasted VaR with realized returns to monitor violation frequency and assess model behavior
Education
Northeastern University
Bachelor's degree, Mathematics
University of Illinois Urbana-Champaign
Master's degree, Financial Engineering
Find verified contacts for anyone on LinkedIn
Unifers gives sales teams verified emails and direct dials, enriched profiles, and outreach that lands in the inbox.
Free plan included · No credit card required
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.