Guotai Junan Securities Co., Ltd>   David Zhu, CFA, FRM
David Zhu, CFA, FRM
David Zhu, CFA, FRM is a senior securities and banking industry professional with 23.4 years of experience in risk management, capital markets, and financial risk. He has extensive knowledge of equities, FX, fixed income, credit derivatives, and commodities businesses. David has expertise in quantitative pricing and risk capital models, market/credit risk measurement, completeness, reporting, value at risk methodology, credit value adjustment, stress testing, economic capital/ICAAP, Basel I, II, IIa, III Rules, comprehensive capital analysis and review. He is also an advisor to internal audit senior management for risk-related audits. .Read More

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Angela Work Summary

Number of Companies worked For
6
Average duration at company ( Year )
4
Number of job Positions
6

About David Zhu, CFA, FRM

Senior securities and banking industry professional with career experience in Risk Quant, Market Risk Management and Internal Audit. Possess extensive knowledge of the equities, FX, Fixed Income, Credit derivatives and Commodities businesses with risk management, quantitative, financial and management skills. Areas of contribution and expertise include; analysis of quantitative pricing and risk capital models; market/credit risk measurement, completeness and reporting; Value at Risk (VaR) methodology and backtesting, Pricing and Risk Model validation process, Credit Value Adjustment (CVA) calculation and hedging process, Stress Testing and Economic Capital/ICAAP; Basel I, II, IIa, III Rules; Comprehensive Capital Analysis and Review (CCAR) and Dodd Frank. Advisor to Internal Audit senior management for: audit planning, execution, conclusions and reporting on risk related audits. .Read More

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