• Developed data-driven modules of the cloud-based digital rock application for permeability predictions in a rock.

• Conducted data preprocessing of 3D micro-CT rock images, including data augmentation and image features extraction from over 13,000 images with Python and OpenCV.

• Built regression models in Python and containerized the models in docker on AWS to predict permeability of rock samples, which achieved a 80% accuracy rate by MAPE.

• Computed and monitored the firmwide market risk capital and credit risk capital to measure risk and RAROC

• Integrated all trading and financing positions, risk factors in respect of market risk, credit risk and operational risk at group level to implement enterprise-wide risk management

• Evaluated the expected credit loss and impairments for margin financing business under IFRS 9

• Constructed an integrated scoring system to identify high-risky listed stocks. Rejected suspicious deals with accuracy rate of 96% and avoided around $10M loss per deal.

• Developed IFRS9 models to forecast expected credit loss for financial assets with around $6B risk exposure. Was in charge of code development by R, firmwide framework implementation and risk reporting.