Catherine Chen

Background

About Catherine Chen

Seasoned expert from Front-end sales and marketing, asset management, to back-end risk and consulting field - CFA, MFin, AI (in progress at MIT program)- Enthusiastic practitioner on AI - Developed 1st generation machine learning model of MBS/securitization to price, risk transfer, hedge for bank's AFS/HTM on balance sheet - Experienced investment analysis at Financial model (DCF, LBO), industry analysis and due diligence - Data scientist: such as Random Forest, Deep Learning, Neural Network, Reinforcement, Clustering, Link Analysis, Association analysis, Delinquency Forecast, Price Sensitivity, Segmentation, Migration Analysis, Time series, Simulation - Proficiency at statistical / quantitative application in finance: AIRB (PD, LGD and EAD) model, Acquisition and Behavioral model, Asset Mix and Optimization, Monte Carlo Simulation, Multi-factor Model for Alpha generation, Pricing Model, Optionality Model, Trading Cost Model, Trading Strategy and Backtesting (eg Algorithm trading, Neutral strategy, Pair trading, Statistical arbitrage, Systematic trading, Event-driven, Index re-balance)- Comprehensive exposure to risk management, such as credit risk, market risk, operational risk, climate risk, interest rate risk, concentration risk - Statistical, quantitative and financial background - Advanced computer skills: Python, Azure OpenAI, Gemini, AWS, Bloomberg, Microsoft Office, VBA, SQL,SAS, R, Matlab - In-depth understanding of Emerging country (especially Hong Kong and China)- Knowledge for Risk Management, Economic Capital, Stress test, Investible asset class, hedge strategies, liquidity management, FTP, balance sheet management, BASEL accord, CCAR, OSFI