Jing L. is a dedicated Business Analyst at Bank of America Merrill Lynch, specializing in Prime Brokerage Margin Risk Technology. With a robust foundation in data analysis and statistical modeling, Jing leverages over two years of experience in Python and SQL to drive insights that...
Jing L. is a dedicated Business Analyst at Bank of America Merrill Lynch, specializing in Prime Brokerage Margin Risk Technology. With a robust foundation in data analysis and statistical modeling, Jing leverages over two years of experience in Python and SQL to drive insights that enhance risk management strategies. Currently, Jing plays a pivotal role in the implementation and analysis of the Uncleared Margin Rule (UMR) and the Net Capital Requirement, ensuring compliance and optimizing operational efficiency within the organization.
Jing's expertise extends to the Standardized Initial Margin Model (SIMM), where they contribute to the development of house models that assess and mitigate portfolio risk. By utilizing advanced programming skills in C++, R, and MATLAB, Jing effectively builds and refines quantitative models that support the firm's risk assessment framework. Their proficiency in Excel VBA further enhances data manipulation and reporting processes, allowing for streamlined analysis of complex datasets.
In addition to technical skills, Jing is adept at statistical analysis, which is crucial for interpreting market trends and risk exposures. Their experience with Bloomberg terminals provides them with the tools necessary to analyze financial data in real-time, supporting informed decision-making. As a proactive team member, Jing collaborates with cross-functional teams to ensure that risk management practices align with regulatory requirements and industry standards. With a keen eye for detail and a passion for data-driven solutions, Jing L. continues to make significant contributions to the evolving landscape of financial risk management at Bank of America Merrill Lynch.
