Headline

Managing Director & Head, Wholesale Credit Risk Modelling at OCBC Bank

About

- Strong practitioner experience in Provisioning & Capital Measurement, Portfolio Risk/Return based Performance assessment, developing Internal Rating & Stress testing models for large multi-asset class banking books. - Quantitative & qualitative experience specializing in Credit risk management practice, from the development of scorecards, rating models, ECL models, economic capital models and model governance policies. - Significant work performed in financial services industry that includes Multilateral Institutions, Commercial Banks, Developmental Finance Institutions, Building Societies and Capital Markets. - Successfully handled complex quantitative & qualitative risk projects. Specialties: Expected Credit Loss (ECL), Rating Models, Economic Capital, Regulatory Capital, Implementation of large scale Risk management projects

Location

Singapore

Work experience

Managing Director & Head, Wholesale Credit Risk Modelling at OCBC, Apr 2023 - Present · 3 yrs 4 mos, Singapore, Lead the team that develops & maintain internal credit rating models covering Group's Wholesale businesses. I work with various internal / external stakeholders from Sr management, Business / Risk Units, Independent Model Validation, and Home / Host Regulators / Auditors.

Managing Director & Head, Portfolio Credit Risk Modelling at OCBC, Sep 2015 - Mar 2023 · 7 yrs 7 mos, Singapore, Within Group Risk Management, I lead the following teams who develop, review and maintain credit risk models covering Group's Wholesale, Small/Medium Enterprise and Consumer businesses for: - IFRS 9 Expected Credit Loss (ECL) models for non-impaired portfolio provisioning. - Credit Risk Economic Capital model (Simulation-based Credit VaR model) for Internal Capital estimation across all asset classes / portfolios and measurement of Name & Sector Concentration impact in portfolio. - Credit Stress Testing models linking macro-economic scenarios to portfolio loss, across all asset classes / portfolios for ICAAP. I work with various internal / external stakeholders from Sr management, home / host regulators, Business Units, Independent Model Validation, Group Finance and External / Internal Auditors.

Vice President, Economic Capital Model at OCBC, Sep 2011 - Aug 2015 · 4 yrs, Singapore

Manager, Economic Capital at Standard Chartered Bank, Dec 2008 - Aug 2011 · 2 yrs 9 mos, Singapore, Main responsibilities were: - Estimation & reporting of monthly Bank’s Economic Capital - Basel Pillar II reporting covering Regulatory & Economic capital reconciliation - Stand-alone capital estimations for various Country ICAAP submissions - Development & maintenance of Economic Capital system - Estimate capital demand for target portfolios in due-diligence exercises

Manager, Financial Risk Advisory Services at EY, May 2006 - Nov 2008 · 2 yrs 7 mos, Various locations, Major projects completed: - Development of Credit Rating Models for a Commercial Bank in China, - Vendor Evaluation, Selection and Program Management of an Integrated Risk Management System for a Commercial Bank in India, - Validation of Credit Risk Models for a Building Society in UK, - Basel II Implementation for a Commercial Bank in India, - Operational Risk Diagnostic Study for an NBFI in Bangladesh.

Education

Executive Development Programme, Business Administration and Management, General, INSEAD

Master of Science - MS, Financial Engineering, National University of Singapore