Lina Kim L

Lina Kim


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engineering Freelancer

About me:

I am based on Singapore and an experienced professional who has been working in Market Risk especially handling Structured products (interest rates and credit derivatives) and Credit trading over 10years.


Ewha Womans University, Seoul, Korea Mar. 2004~Feb.2009
B.A – Double degrees in Business Administration  & Finance and Economics (GPA: 3.69 4.50)

Certified Quantitative Finance (CQF)
 Completed in January 2020
 Final Project: Pricing basket CDS of American banks using copula


ING Bank N.V., Singapore
Market Risk Manager & Product Controller
VP for Non-Linear and Structured Rates Trading (April.2021 ~ Current)
 Products
Callable/ Non-callable Note Issuances, Range Accrual Swaps, Swaptions, FX Spot and Forward, CCS for hedge purpose.
 Business Strategy
Mainly focused on note issuance deals from clients based in Asia and high volume trading focused on Korea and China

Risk Manager for Non-Linear and Structured Credit Trading (Feb.2019 ~ Mar.2021)
 Products
Structured CLN, Corporate bonds/loans, CDS (Standard, Fixed recovery, Index), Callable notes, IRS and CCS for hedge purpose, FX Spot and Forward.
 Business Strategy
Mainly focused on customized structured deals from clients based in Asia

Risk Manager for Credit Trading Desk (Sep. 2014 ~Feb.2019)
 Products
Corporate bonds/loans, CDS (Standard, Fixed recovery), FX Spot and Forward
 Business Strategy
High volume trading focused on China, Korea, Indonesia and Philippines

- Reviewing and approving of one-off and limit request
- Monitoring of all limits according to LCS and timely reporting and escalating of excesses
- Verifying HVaR, SVaR and Backtesting result
- Performing price testing and FV & AVA reserve calculation
- In charge of structured desk for ECB and Sox Audits
- Participating and provide regional’s requirements for Global FIFM Risk projects
- Participating and UAT new system implementations related to MRMPC
- Daily P&L / Risk report with appropriate attribution
- Reconciliation of assigned General Ledger accounts

ING Bank N.V., Seoul, Korea (May. 2012 ~ Aug. 2014)
Product Controller (Treasury, Rates & FX)
- Daily P&L report production and analysis on movements in P&L and Position
- Analyzed market data and parameters used for risk and P&L control
- Performed Independent Price Testing
- Reserves calculation and adequate review.
- Reviewed backtesting result to submit to head office and local regulator

Deutsche Securities Korea, Seoul, Korea (Apr.2010~May.2011 / Nov. 2011 ~ Apr. 2012)
Product Controller (Equity Derivatives & Arbitrage strategy)
- Worked as a project team to set up new business in DSK
- Daily trading PL, Greeks and FX exposure reporting
- Month-end PL Close (Reserve & Funding)
- Book opening and closing for new business
- Participated in projects for head office system adoption

Deutsche Bank group, Hong Kong (May.2011~ Nov.2011)
Assistant of Project Manager & Internal controller
- Participated in FX position clearing project
- Resolved disputed account ownerships in control accounts

Credit Agricole CIB, Seoul, Korea (Apr.2009~ Apr.2010)
Local Regulatory Reporting & Internal Accounting Controller
Report BOK reserve, FX position and FX B/S

Internship, Korea Development Bank, Seoul, Korea Mar. 2009
Winter Internship, Industrial Bank of Korea, Seoul, Korea Jan.2009~Feb. 2009

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