Qiang has been active in the financial services sector since 2013. He performs risk analysis of complex and large fund portfolios to support portfolio managers to make investment decisions. He has particular expertise in modelling VaR, stress scenarios and quantifying fund exposures for different types of risks (Interest Rate Risk, Spread Risk, FX Risk, Equity Risk, Basis Risk, Volatility Risk, Liquidity Risk, etc).
Prior to joining KB Associates, Qiang was a Market Risk Manager at State Street GX Analytics. He was responsible for valuation and validating large portfolios including various derivatives, financial products, different kinds of instruments and exposures.
Qiang holds a Master of Science in Computing Engineering from Dublin Institution of Technology and a Postgraduate Higher Diploma in Statistics from Trinity College Dublin. He also holds a Bachelor of Civil Engineering from TongJi University in China. He is a Certified Financial Risk Manager (FRM) by the Global Association of Risk Professionals. He is also a Chartered Financial Analyst (CFA) Charterholder.