Liang Li

1. Risk Management for the DFS entities 2. IFRS 9 Credit Risk Impairment Modelling and Calculation 3. Enhancing the methods of Forecasting Recalibration 4. Development of Risk parameters (PD & LGD) for risk provisioning with SAS

- Assist in Quarterly Solvency Capital Requirement (SCR) calculation with Solvency II Standard and Internal Model incl. movement analysis, report preparation, result explanation and stress test calculation. - Support risk capital movement analysis and group risk reporting for the whole Allianz group in quarter's closing.

- Implemented a detailed empirical analysis using utility function and statistical forecasting approaches for stock returns. - Evaluated the forecast outcomes in terms of statistical and economic performance measure by using R. - Drawn on Bayes rules as theoretically optimal decisions for a portfolio of investment. - Preprocessed and reorganized the data from Oxford-Man Institute of Quantitative Finance by R and Python.

My job focus on an improvement of an experimental platform for conducting market experiments, and integrating data and physiological information with JAVA & MatLab to check the impact on bidding behavior.

I worked as a teacher in Kaplan Higher Education. My job was to give lectures of Mathematics and Statistics (e.g. GCE A-level in U.K.or SAT in U.S.) to local and international students.

I am a master graduate and currently looking for a full time position. Experienced in Statistical Data Analysis and Statistical Modeling as well as Risk Controls. Strong operations professional with a Master’s Degree focused in Economics and Statistics from Karlsruhe Institute of Technology (KIT).