Yueming Cheng
- Role
- Market Risk Reporting Sr Analyst -- AVP at Citi
- Location
- Buffalo, NY, US
- LinkedIn followers
- 500 followers
About Yueming Cheng
Market Risk | Credit Risk | Risk Reporting | VaR, SVaR | Stress Testing | Fixed Income |…
Experience
Market Risk Reporting Sr Analyst -- AVP
Jun 2021 — Present
Risk Data Analytics, Reporting and Technology Market Risk Metrics SME: Own market risk metrics of concentration portfolios, including Monte Carlo VaR, Historical VaR and stressed PnL. Monitor trading limit utilization of multi asset classes (Equity, Corporate Credit, FX products, Derivatives), stress scenario and risk appetite. Deliver real time variance analysis of key risk metrics to senior management, Front Office and Bank regulation. Regulatory Backtesting: Perform risk…
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