Gabriel Ryan, FRM

VP of Engineering

Singapore, Singapore, Singapore15 yrs 1 mo experience

Most Likely To SwitchAI ML Practitioner

Key Highlights

Expert in credit risk and regulatory modeling.
Proven track record in risk management across financial services.
Strong analytical skills with advanced data science capabilities.

Stackforce AI infers this person is a Fintech professional with extensive experience in risk management and data analytics.

Contact

Skills

Core Skills

Credit RiskRisk ManagementData StrategyProject ManagementModel DevelopmentConsultingQuantitative AnalysisReportingAccountingFinance

Other Skills

IFRS 9Stress TestingMonte Carlo simulationPythonPysparkSQLData modelingData visualizationJIRAConfluenceRegulatory capital modelsAI/ML applicationsModel deploymentAdvisory on model-driven P&LRisk consulting

About

Banker, risk professional who writes a lot on banking, credit risk, risk management, quant topics, data and a whole lot of BS. SUMMARY PROFILE - A problem fixer and enthusiastic learner - A financial services professional with diversified experience, mainly within the risk management and data analytics space. - Senior stakeholder engagement (Group CRO, Group CFO etc) - Experience cover banking, securities exchange, wealth management and insurance industry. - Certified Financial Risk Manager (FRM) - Currently also serving as Industry Advisor at Universiti Tunku Abdul Rahman (UTAR) COMPETENCIES - Risk management processes and regulation for the financial services industry - IFRS 9 provisioning standards - Basel IRB Modeling - Model development / validation - Model risk (quantification and inventory reporting) - Business impact of models (capital / P&L) - Advanced analytics, data science, data analysis, visual analytics, statistical programming, predictive modeling (regression, time series, classification models, machine learning algorithms, hyperparameter tuning etc) Tools: - Python, Pyspark, R, SQL, SAS, VBA

Experience

15 yrs 1 mo

Total Experience

2 yrs 1 mo

Average Tenure

3 yrs 7 mos

Current Experience

Dbs bank

Vice President, Regulatory Portfolio Analytics, Risk Management Group

Sep 2022 – Present · 3 yrs 7 mos · Singapore

Credit risk IFRS9 and Stress Testing
IFRS 9 and stress test modeling / analytics for wholesale portfolio, credit cycle index, hybrid / TTC to PiT PD conversion, Monte Carlo simulation, time series analysis
Model performance review, model backtesting.
Expected Credit Loss ECL impairment provisions
Python, Pyspark, SQL/Presto

Credit riskIFRS 9Stress TestingMonte Carlo simulationPythonPyspark+2

Standard chartered bank

Data Strategy

Dec 2020 – Sep 2022 · 1 yr 9 mos · Singapore

Product owner, business analyst, data strategist, data modeling, project manager, SQL developer, Python code deployment, data visualisation combined. Ultimately responsible to deliver end user self-service data products and solutions in the regulatory risk space.
Others:
Support BCBS 239 activities related to model risk priority reports
Use JIRA and Confluence tools to manage activities and documentations required

Data strategyData modelingSQLPythonData visualizationJIRA+3

Maybank

Specialist (AVP), Modeling, Group Model Development, Group Risk

Aug 2018 – Nov 2020 · 2 yrs 3 mos · Singapore

Main responsibilities are development / review of regulatory capital models (Basel), accounting
impairment models (IFRS 9), deployment of these models and advisory on model driven P&L
impact from IFRS 9 models updates/changes. Also exploring AI/ML applications for credit risk.

Regulatory capital modelsIFRS 9AI/ML applicationsModel deploymentAdvisory on model-driven P&LModel Development+1

Ey

Manager, Financial Services Risk Management Advisory

Oct 2016 – Aug 2018 · 1 yr 10 mos · Singapore

Risk consulting for global banking clients.

Risk consultingFinancial servicesBankingRisk ManagementConsulting

Kpmg malaysia

Assistant Manager (Financial Risk Management Advisory)

Sep 2014 – Sep 2016 · 2 yrs · Kuala Lumpur, Malaysia

Risk consulting for banking clients.

Risk consultingBankingRisk ManagementConsulting

Rhb banking group

2 roles

Senior Executive, Group Risk Management

Promoted

Aug 2013 – Sep 2014 · 1 yr 1 mo · Kuala Lumpur, Malaysia

Various roles:
In Insurance Risk Management:
Focus on identifying risks for the actuarial function
Assist in the Risk Appetite Setting for RHB Insurance
Assist in reviewing the Request for Proposal (RFP) scoring and evaluation for projects under RHB Insurance
In Group Risk Portfolio Management:
Mainly quantitative support.
Identifying methods for seasoning effect in calibrating the long run Probability of Default (PD) using survival analysis
Provide technical support for a multi factor Credit Concentration Risk model, an extention of the Basel Credit Risk's IRB capital model
Modeling default correlation among obligors in a retail credit portfolio
Calibration of the Vasicek model and interest rate simulation via VBA (Euler's Method) for Interest Rate Risk in the Banking Book purposes (IRRBB)
In Quantitative Model Validation:
Validating a Probability of Default model for a retail portfolio using SAS

Insurance Risk ManagementQuantitative supportModel validationRisk ManagementQuantitative Analysis

Executive, Insurance Risk Management

Aug 2011 – Jul 2013 · 1 yr 11 mos · Kuala Lumpur, Malaysia

Experiences Include
Enterprise Risk Management for RHB Insurance
Internal Capital Adequacy Assessment Process (ICAAP) for Insurers
Review stress test scenarios and results
Risk scorecards development
New product reviews
Risk reporting
Ad hoc report automation by using VBA

Enterprise Risk ManagementRisk reportingAd hoc report automationVBARisk ManagementReporting

Rbc dexia investor services

Fund Accountant

Nov 2010 – Jul 2011 · 8 mos · Kuala Lumpur, Malaysia

Responsible for processing, calculating and delivery of the Net Asset Value (NAV) of funds for various European fund managers.
Type of funds include equity fund, bond fund, and different types of intruments including currency futures and options.
Experience using the Bloomberg terminal.

Fund accountingNet Asset Value (NAV) calculationBloomberg terminalAccountingFinance