Lina Kim L

Lina Kim

Singapore

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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.

Education:

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

Experience:

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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