Xu Kong

About Xu Kong

An adaptable, motivated and quick learner and contributor with rich experience and broad transferable skills. Strive to do better than the best by introducing innovative ideas and methods. Aspire to take challenging tasks and make positive impacts in a simple environment.

Experience

1. Trading Portfolio Risk Manager, VP SVP

   Citi

   Feb 2020 — Present · New York, NY, US

   Identify material market risks by monitoring and reviewing VaRs, limit usages, and stress losses over all trading asset classes (Rates, Credit, Securitized Products, FX, Equities, Commodities) & XVA2. Design stress scenarios in Excel (with VBA) and Python to generate stress shocks, evaluate their severity and plausibility3. Built risk-based stress estimate model for Trading, CVA, CVA hedge, and FVA that incorporates both linear and non-linear components; implement in Python and report in Power BI; analyze and attribute stress losses4. Perform ad hoc analysis on XVA top netting sets and counterparties; Evaluate Prime Brokerage counterparty credit risk and net stressed exposure including collaterals under various narratives5. Main point of contact for IT projects6. Prepare slides and present to senior managers; collaborate closely with Front Office, 1st line risk, quants, Finance, and other teams

Education

• Fudan University

  Master of Philosophy (M.Phil.), Computer Science and Technology

• University of Rochester

  Master of Science (M.S.), Finance

• Zhejiang University

  Bachelor of Engineering (B.Eng.), Computer Science and Technology

Skills

• Salesforce.com
• Statistics
• Equity Research
• C++
• Corporate Finance
• Valuation
• Vba
• Powerdesigner
• Capital Budgeting
• C
• Fixed Income
• Sql
• Visio
• Portfolio Management
• Bloomberg
• Banking
• Risk Management
• Data Analysis
• Capital Iq
• Microsoft Word
• Financial Institutions
• Financial Modeling
• Quantitative Analytics
• Powerpoint
• Microsoft Excel
• Risk Solver
• Product Control
• Matlab
• Financial Analysis
• Java