Daryl Lim
Data Analyst, Risk Exposures at DBS Bank- Claim this Profile
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Bio
Credentials
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Hydroponics Farming
Tertiary Infotech Pte Ltd -
Indoor High-Tech Farming
The Living Centre -
Securities and Derivatives Trading
SGX
Experience
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DBS Bank
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Singapore
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Banking
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700 & Above Employee
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Data Analyst, Risk Exposures
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Sep 2016 - Present
• Conceptualized and built a robust risk model from scratch to calculate risk exposures on copious volumes of trade data.• Wrote a library of SQL used in the dashboard for the easy visualization of the exposures.• Deep dive into the data to gain insights and analyse the swings in the exposures.• Model validation of the Moody’s Analytics Data model - Standardized Approach to Counterparty Credit Risk (SACCR) to ensure smooth delivery of the customization.• Partnership with the market risk head to develop the program for the hedging of interest rate risks to optimize the risk-return payoff for the bank.
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ICAP
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United Kingdom
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Financial Services
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700 & Above Employee
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Risk Analyst
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Jan 2016 - Apr 2016
➢ ICAP is the world's largest electronic dealer broker and provider of post trade risk services that carries out transactions for financial institutions.➢ Completed a project involving the implementation of the portfolio risk analysis process on a data analytics platform. Fixed term contractual position.• Financial modelling of risk exposures, investigate on the risk aggregation breaches of the counterparties, analyse the loss exposures of the positions in the event of a counterparty default & provide market insights to global risk heads to ensure an acceptable risk appetite.• Analysis of corporate bond issuers, including the derivation of cash flows to identify currencies wrong way risk (WWR) exposures. • Identify existing and potential risks on the counterparties based on credit ratings, macroeconomic, sector and industry analysis.• Due diligence research on the company’s management, expertise, business model, competitive advantage & news on the companies. • Automation of the risk reporting process using Excel VBA & Qlikview, a data visualization and data analytics platform. Validated formulas on the Excel VBA reports, improvised the SQL codes, built the reporting dashboard and back-tested the system to ensure its accuracy.
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AXA
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France
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Insurance
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700 & Above Employee
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Client Advisor
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Sep 2014 - Dec 2015
• Build relationships with clients to provide comprehensive financial planning, ranging from risk allocation to investment portfolio management. • Structure investments products for clients by understanding their investment criteria, time horizon and risk appetite. Advise clients on market conditions affecting their investment portfolios and re-balance the portfolios as their investment objectives and market conditions change. • Dealt with a wide range of investment funds, involving equities, fixed income, derivatives with specific industries and countries exposure.• Achieved the top three client advisor commendation for deal closures of single premium investment products and investment funds.
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Credit Suisse
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Switzerland
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Banking
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700 & Above Employee
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Risk Analyst
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May 2014 - 2014
• Completed a market risk project involving the model validation of the Stress VaR & Credit VaR models. Fixed term contractual position.• Analysed the equity, interest rate and FX risk exposures that were impacting the value-at-risk (VaR), profit & loss (P&L) and mark to market (MTM) movements of the portfolios and investigated on any threshold breaches in risk of the trading books.• Ensured the accurate pricing of a wide range of derivatives ranging from options, futures, swaps to complex structured finance and fixed income derivatives like credit default swap indexes, repos, structured notes and collateralized loan obligations.• Researched on industries, performed financial analysis and evaluated the credit risk of counterparties using data from Bloomberg. • Financial modelling of the risk exposures and utilized Excel tools like VBA, pivot tables & vlookup to produce daily market risk reports.• Provided market insights to risk managers in Europe, USA, India & Singapore and handled any inquires on the risk exposures.• Worked with the product control, pricing, trading and operations teams globally to implement enhancements on the risk infrastructure.
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Education
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2012 - 2013
University of Melbourne
Bachelor's Degree, Finance -
2007 - 2009
Ngee Ann Polytechnic
Diploma In Business Studies
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