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Estella Chu has provided a broad range of risk management services to large financial institutions related to risk governance, limits setting, financial instruments valuation, risk modeling, risk reporting and Basel II/III regulatory compliance services. Estella is specialized in quantitative modeling technical and data validation applicable for market risk, credit risk and counterparty credit risk and led many projects to help client to establish sound risk management and carry out model risk management and related internal audit programs.

Estella has a BE in computer science from Shanghai Jiao Tong University and an MBA in Finance/IT from Indiana University. Her recent areas of focus include ALM, CECL / IFRS 9, credit and prepayment risk, market risk, liquidity risk, operational risk and risk weighted capital models.