Nov 2021 – Jan 2024 · 2 yrs 2 mos

• Lead a team of 4 people responsible for regulatory reporting under MAS637 Capital Adequacy production (Credit, Market, and Operational Risk) Basel 3 framework.
• Collaborate with technology and users in analyzing downstream and upstream issues/requirements in relation to Basel 4 transition.
• Ensure production SLA, KPIs are met, and to identify production inefficiencies for continuous improvements. Throughout the first year in my tenure, I managed to develop automation for data adjustment and review utilizing Python and PL-SQL which improved SLA completion and result accuracy.

Mar 2019 – Nov 2021 · 2 yrs 8 mos

• Counterparty credit risk modelling (CCR), especially in PFE (Potential Future Exposure) system migration project. Scope includes financial instrument model mapping, PFE, master agreement, collateral modelling, and ETL to exposure limit monitoring system.
• Involved in SIMM initial margin project as part of Unclear Margin Rule initiative. Scope includes sensitivities modelling and counterparty margin reconciliation testing.
• Throughout my tenure, as part of PFE migration project, I managed to develop Python check scripting to ensure completeness of PFE Exposure at different granularities sent to limit monitoring system.

Jul 2016 – Dec 2018 · 2 yrs 5 mos · Singapore

• Monitored trading strategies and helped in executing daily trade and hedge for equity, fixed income, currencies, and its derivatives.
• Assessed live trading for risk, intraday production issues, and worked with relevant team to resolve the issues.

Jun 2015 – Jul 2016 · 1 yr 1 mo · Toronto, Canada Area

• Quantitative analysis of daily market risk and P&L measurement outputs (VaR, backtest, RNIV (Risk not in VaR), P&L attribution, and stress test). Ensured outputs are timely, accurate, and defensible to various stakeholders.
• Communicated monthly risk profile report to both senior director and Federal Reserve System as part of business continuity review.

Jan 2015 – Jun 2015 · 5 mos · Toronto, Canada Area

• Lead a team of 6 people to establish risk and P&L attribution reporting for US MTM (Mark to Market) Credit, Fixed Income Rates, Equity, and Structured Product businesses within 3 months.
• In the process, managed to deploy a new risk reporting infrastructure (leveraging vendor Java based API, SQL Server, and VBA) to shorten the report cycle time by 50%.

Jan 2014 – Apr 2014 · 3 mos · Canada

• Implemented default migration credit risk-pricing framework for a portfolio consists of fix income hedging instrument as part of TD Insurance economic capital reserve assessment.
• Performed risk aggregation and attribution using various VaR (Value at Risk) approaches i.e., Standalone VaR, Marginal VaR.

Aug 2010 – Jul 2013 · 2 yrs 11 mos · Singapore

• Monitored, analyzed, and drove customers’ products yield continuous improvement focusing on defect density. Involved in the setup of new baseline technology (0.18 um to 0.14 um device) and managed to achieve both 5% yield improvement and loading utilization of 60% from customer.