Tin Kong
Vice President @ Brookfield Reinsurance Group
- Role
- Vice President - Head of Investment Risk at Brookfield
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Tin Kong
Seasoned quantitative professional with client facing and global team management experiences, specialize in analytics and model developments.
Experience
Vice President - Head of Investment Risk
Jan 2022 — Present · New York, NY, US
Head up the investment risk team overseeing the asset portfolio of Brookfield Reinsurance Group covering fixed-incomes and credit alternatives including direct lending funds, private credit CLO, mortgage loans (Infrastructure/Renewable, Real Estate), esoteric ABS, etc.• Establish risk management framework for credit exposure and Asset-Liability management to quantify, monitor and mitigate risks, in conjunction with the asset allocation strategies.• Assess the risk on capital adequacy ratio in various capital regimes (RBC, BSCR, LICAT) under different jurisdictions (US-NAIC, Cayman-CIMA, Bermuda-BMA, Canada-OSFI) for current portfolios and new acquisitions.
Education
The University of Georgia
MS, Statistics
2006 — 2009
The University of Georgia
PhD, Applied Mathematics, Dissertation: Stochastic Control and Optimization of Assets Trading
2005 — 2010
Skills
- R
- Vba
- Quantitative Finance
- Matlab
- Sas
- C++
- Risk Analysis
- Sql
- Credit Risk
- Unix
- Stochastic Calculus
- Quantitative Modeling
- Risk Management
- Quantitative Analysis
- Statistics
- Mathematics
- Sql Server
- Statistical Arbitrage
- Market Risk
- Economic Capital
- Var
- Monte Carlo Simulation
- Quantitative Analytics
- Credit
- Financial Engineering
- Credit Derivatives
- Risk Analytics
- Portfolio Management
- Time Series Analysis
- Risk Modeling
- Financial Risk
- Derivatives
- Options
- Valuation
- Equities
- Fixed Income
- Solvency Ii
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