Xi He

> Validated IFRS9 PD, LGD, EAD models for retail portfolios. > Investigated default rate for wholesale rating and PD model. > Coordinated external consultants onboarding and their data science platform configuration. > Conducted sensitivity analysis of retail LGD models to see whether the models are sensitive to macro economic scenarios.

> Independently drafted ESG research report for insurance sector. > Assisted in ESG topic research for chemical, medicine, financial industries. > Assisted in ESG rating model’s input data preparing and reporting.

> Made documentation to explain reserve valuation model and projection model. > Assisted in input data preparation of solvency stress testing. > Used VBA to copy and paste excel tables to PowerPoint and set their size and location. > Applied R to automate the generating and formatting of quarterly reserve result tables.

"Uncovering Diversity Alpha" -- applied econometric method to discover how diversity impact financial performance and equity return

Cost of Net-Zero Transition; Economic Impact of Carbon Neutral

Reserve evaluation; Solvency measurement; Reporting; Data analysis.

Data cleaning; Reporting.

Data cleaning; Data visualization.