Head of Business Analytics
Executive Director at SCB
October 2019 - September 2021
IBOR Transition programme : Key responsibilities: Ensure readiness of the Bank for the discontinuation of the LIBOR and its implication, by leading the delivery of Data inventory and high quality quantitative analysis for both business insights and regulatory requirements. (Leading a team of 11 FTEs). Primary responsibilities included:
Setting up the Business Analytics and Insights operating model, aligned with business view of their portfolios and regulatory expectations.
Building a Group-wide IBOR (and RFR) exposure database, with a quarterly update that allows several data views including product, business, booking and management location, maturity profile, clients and relationship manager.
Designing the proof of concept for Fallback implementation, spread adjustment and value transfer neutrality, to better understand and quantify transition impact at client / product and portfolio level.
Designing though legacy concept to identify back book with potential remediation issues, based on product complexity, hedge effectiveness, and ISDA protocol.
Leading data extraction automation from quarterly to monthly production for completeness of Bank’s exposure at risk and updated data / analytics to support individual client negotiations.
Head of RB Cost Strategy at SCB
August 2018 - September 2019
Key responsibilities: Leading cost strategy analysis for the group Retail Banking, by ensuring proper cost modeling as well as allocation across the different products. Primary responsibilities included:
Reviewing and challenging cost allocation to group retail banking, by creating a report consolidating all recharge from other PRC (Portfolio Review Committee) by analyzing each programme, Opex/Capex ratio, project burning rate, and way of working.
Setting up a monthly forum with all regional Portfolio Manager to discuss regional portfolio recharge to Group RB.
Leading the creation of a cost dashboard to analyze the cost from other business and functions that are allocated to RB Segment. Identifying and analyzing cost reduction opportunities for Group Retail Banking,
Leading group retail banking outsourcing, by reviewing all migration opportunity to optimized cost and increase efficiency and productivity. Performing quarterly outsourcing review to ensure updated SLA in place.
Head, Stress Testing Group Finance at SCB
September 2016 - August 2018
Key responsibilities: Leading the execution of Group Enterprise Wide Stress Testing (ICAAP, Bank of England) from data extraction, modeling, business engagement and governance within Group Finance. (Leading a team of 21 FTE). Primary responsibilities included:
Oversee the consistency and robustness of results, review and challenge model outputs for business and senior management pack.
Leading the execution of stress test within the Balance Sheet Reporting department, this implies proper analysis of data, ensuring the quality of modeling and analytics as well as delivery.
Leading the interaction with all the workstreams (Group Portfolio Risk, Group Treasury, Group Strategy, Croup Tax etc.), for consolidation of stress test result.
Leading the socialization of Business Volume and Margin assumption and modeling to all business AEs for approval and sign off.
Leading the consolidation of the result from all the different workstreams and presentation for review and challenge to the stress test working group.
Leading the delivery of stress test result in term of structure and unstructured data for submission to regulator.
VP Stress Testing Analytics – Team Leader
November 2013 - August 2016
Key responsibilities: Country coordinator of Stress Test analytics for HSBC Singapore as well as specific wholesale portfolio stress test assessment. Primary responsibilities included:
Leading the coordination of MAS IWST for HSBC Singapore (Commercial Banking, Private Banking, Global Banking and Market and Retail Banking and wealth management) for Credit Risk, Market Risk and Liquidity Risk.
Define with the Region modeling assumption for RWA, in line with regulatory guidance and expectation.
Leading interactions between MAS and HSBC Singapore on all topics regarding IWST, including debriefing session with MAS.
Leading interactions across the Risk, local Finance and regional functions to assess the Bank’s capital and liquidity under stress conditions.
Ownerships, oversight and assurance of the Risk process for Enterprise Wide Stress Test, including appropriate governance.
Responsible for stress test modeling of the following metrics; RWA, PD, LGD, EAD for wholesale portfolio.
Independent Financial Risk Advisor
July 2012 - November 2013
Key responsibilities: Provide financial consulting services to family office and Law Firm to analyze portfolio statement. Primary responsibilities included:
Performance, risk analysis and valuation control of client’s portfolios
Audit control of client portfolio management mandate
Control of the respect of client risk profile
Treasury Market Risk and ALM Specialist
April 2005 - July 2006
Key responsibilities: Assist senior management by providing risk analysis of the Balance sheet of the private banking. Performing Stress test and scenario analysis to ensure efficient use of capital and resources within a clearly defined growth and Basel regulatory policy. Primary responsibilities included:
Supervising and coordinating production of all risk reports for Investment, Money Market and Foreign Exchange desk.
NII sensitivity analysis as part of stress test modeling for 6 entities, based on 15 scenarios over 24 months.
Modeling EVE (Economic value of Equity) sensitivity analysis.
Modeling FSA Gap report for Financial Service Authority according to Basel 2 requirements.
Quantitative Hedge Fund: Portfolio Risk Manager at Finaltis
Aug 2008 - June 2009
Key responsibilities: Present risk analytics and allocation recommendations to senior management. Primary responsibilities included:
Portfolio independent valuation control and performance analysis of funds
Modeling quantitative risk metrics for Market risk, Liquidity risk and Currency risk.
Control of stock operations (Dividends received or paid, Stock split, corporate actions).