Chia-Ling Hsu
Chia-Ling Hsu is a Principal of Rutter Associates. She joined Rutter Associates in 2006. Ms. Hsu received her M.S. in Operations Research concentrating in Financial Engineering at Columbia University in 2005. Her master’s independent project at Columbia University was to apply and implement the Brace-Gatarek-Musiela model, known as the lognormal forward-LIBOR model, to price inflation-linked derivatives. Ms. Hsu obtained both a B.B.A. and M.B.A. in Finance from National Taiwan University. At Rutter Associates, Ms. Hsu has provided independent valuation for risk management, trading, litigation and accounting purposes. These projects have involved various derivatives, including plain vanilla and complex credit, interest rate, equity and FX derivatives. She has also performed substantial modeling and valuation of cash and synthetic structured credit products, such as CLO, CDO of Corporate, RMBS, and ABS. In addition, Ms. Hsu has been involved in projects validating clients’ internal credit rating models and analyzing clients’ trading strategies. She has also worked on projects relating to U.S. bank regulators’ CCAR (Comprehensive Capital Analysis and Review) and financial market benchmarks including LIBOR and ISDAFIX. She has developed a VaR demonstration model and provided scenario analysis of sample portfolios for regulator review. Ms. Hsu has been a speaker at the International Association of Credit Portfolio Managers (IACPM) Education Seminar in New York, Washington, Madrid, London, and Philadelphia, demonstrating the value of credit portfolio management using a simulation exercise. She has also been a lecturer teaching risk management for a large U.S. bank and one of the largest Chinese banks. She is a CFA Charterholder and a Certified FRM holder.