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Bryan Chan

Bryan Chan

Quantitative Analyst

Accounting / Finance

Singapore

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About Bryan Chan:

Quantitative Analyst who have experience in risk management, pricing and machine learning.

Experience

Counterparty Risk Manager (Barclays New York)  -  Feb 2023 – current
• Quantitative risk management include Initial Margin/Exposure computation using Monte-Carlo & in-house tool
• Backtesting of portfolio margin against P&L with Python coding
• Understand Quantitative Library/risk model, its limitations, risk factors, proper utilization and improvement


CME Group, New York, Pricing & valuation analyst -  March 2022 – Jan 2023
• Commodity futures price daily settlement, data collection/cleaning & Python tools improvement
• Implement Futures Price model tool (two factors) in Python to enhance analytic/visualization capability
 

United Overseas Bank, Singapore - May 2017 – Feb 2021
Manager (Associate), Counterparty Credit Risk
• Testing/verification of Counterparty Credit Risk of FX/IR/Fixed-income/derivative products for risk exposures
calculation, resolve limits breaches, trade reconciliation & VBA coding for automation.
• Backtesting of PFE (Potential Future Exposure) model using historical data with coding
• Understand the derivative pricing, risk factors, PFE methodology and its MATLAB codes

Education

Stevens Institute of Technology, US - December 2021
Master of Science in Financial Engineering


University of Nottingham, UK - January 2017
Master of Business Administration (MBA) in Finance

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