Yutong Huang

Comerica Bank

• Design and configured entire report to suit business requirement, testing entire solution in both Dev and QA environment using SQL and help assist client move to Prod environment and successfully file out regulatory report.

Apex

• Design, develop, test, and implement of broker dealer solution 15c3-3, help map client data client to Axiom solution and optimize performance of large database using SQL
• Testing, debugging and present results to client both in Dev and QA environment.

Capital One Bank

• Design, develop, test, and implement FRY14Q, FFIEC 101
• Help client maintain regulatory report filling and design event logger upon client's request and need
• FDIC 370 and FR2052a Client training
• Design training use cases for new joiners
• Held training sessions with both internal new joiners and client, and demo for both functionality of ControllerView solutions and domain knowledge for FDIC 370 and FR2052s, recorded training videos for functionality training.

FDIC 370 and FR2052a Client training

• Design, develop, test and impalement of FFIEC 031, FFIEC 041, FR2644, and FR2900
• Design and configured entire report to suit business requirement, testing entire solution in both Dev and QA environment using SQL and help assist client move to Prod environment and successfully file out regulatory report.
• Managed multiple implementation projects concurrently, maintaining strict deadlines without compromising quality or scope.

• Worked closely with Risk PM to develop new model specs per specific client requests, e.g
• Credit Spread VaR, FVA & LVA initiation
• Verified collateralized CCR exposure modeling and XVA profiles w/ Wrong Way Risk methodology, via Brownian Bridge approach
• Participated in FO Risk projects dev e.g
• Tent shifts sensitivities for non-parametric Vol generators, took charge of model validation
• Validated Market Risk Service (ERS) reports e.g
• Sim PL, Hypothetical PL, Cross-Asset PL, BackTesting and Scenario analytics on cross-asset basis (FI, Credit, Equity, Commodity, FX, Structured), applying Historical Simulation and Monte Carlo VaR methodologies
• Conduct risk analytical outputs, such as CVA and DVA price measures for interest rate derivatives using historical and Monte Carlo simulations
• In charge of maintenance of ERS and XVA modules automation, validating automation results using CATT tools
• Develop and testing integration from on-prem software to cloud solutions
• Writing end to end testcases using RESTApi.

• Work closely with PM team on collateral functionality such as post collateral process, margin call amount calculation, calculate concentration limit amount
• Owner of testing whole tri-party process, integrating functionality test with Postman
• Testing and automate integration with Calypso and Arcadia software, to generate and receiving third party messages
• Develop and testing integration from on-prem software to cloud solutions
• Writing end to end testcases using RESTApi.

• In charge of customize and testing Structure Flow product, design detailed testing plan, regression testing plan
• Design automation plan to enhance testing time and add automation testcases to on-prem calypso solutions
• Involving in early-stage development of Hedge Accounting functionality, collaborate with product manager to test, demo to client with test case scenarios designed by myself.

• Design test plan for live P&L, accrued P&L and calypso workstation modules, run functionality test and model validations for new front office feature release and draft complete testing documentation for most front office functionality
• Design regression test smoke test plan and run regression test and smoke test for every major releases.