Estella Chu
Senior Quantitative Analyst
San Francisco, CA
Estella Chu has provided a broad range of risk management services to large financial institutions relating to risk governance, limits setting, financial instruments valuation, risk modeling, risk reporting, and Basel II/III regulatory compliance services. She specializes in quantitative modeling technical and data validation applicable to market risk, credit risk, and counterparty credit risk and led many projects to help clients establish sound risk management and carry out model risk management and related internal audit programs. Her recent areas of focus include ALM, CECL / IFRS 9, credit, prepayment risk, market risk, liquidity risk, operational risk, and risk-weighted capital models.
Practice Areas
Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk, Liquidity Risk, Risk-Weighted Capital
Education
M.B.A. in finance and IT from Indiana University
B.A. in computer science from Shanghai Jiao Tong University