Yi Z.
About Yi Z.
Yi Z. serves as the Senior Vice President of Global Risk Analytics at HSBC, where he has worked since 2014. He specializes in evaluating complex financial products and has led significant regional exercises related to the Fundamental Review of Trading Books (FRTB).
Work at HSBC
Yi Z. has held the position of Senior Vice President in Global Risk Analytics at HSBC since 2014. In this role, Yi Z. serves as the local subject matter expert for the Fundamental Review of Trading Books (FRTB) at HSBC USA. The position involves overseeing and leading regional exercises related to FRTB, specifically from QIS-3 to QIS-14, focusing on HSBC USA's Trading Book Portfolio. Yi Z.'s responsibilities include addressing practical issues associated with market risk capital.
Education and Expertise
Yi Z. specializes in the evaluation of complex financial products, which includes Collateralized Loan Obligations (CLOs), Collateralized Debt Obligations (CDOs), and Index Options. This expertise is critical in managing market risk capital and involves making informed decisions about risk factors and analyzing Value at Risk (VAR) back-testing breaches.
Background
With nearly a decade of experience at HSBC, Yi Z. has developed a strong background in risk analytics, particularly in the context of trading books. The role in Greater New York City Area has allowed Yi Z. to engage deeply with regulatory frameworks and market practices, contributing to the organization's compliance and risk management strategies.
Achievements
Yi Z. has presented at several professional conferences, including ISDA, Risk.net, and GFMI, focusing on the Fundamental Review of Trading Books (FRTB). These presentations highlight Yi Z.'s commitment to sharing knowledge and insights within the financial risk management community.