Experience

CIMB Singapore
• Singapore
• Banking
• 400 - 500 Employee
• Asset Liability Management

  • Aug 2014 - Present


OCBC Bank

• Indonesia
• Banking
• 700 & Above Employee

• Group Market Risk - Asset Liability Management

  • May 2010 - Aug 2014

  Oversight 14 overseas entities (Banking Subsidiaries & Branches) in ALM aspects. Oversight 14 overseas entities (Banking Subsidiaries & Branches) in ALM aspects.



PricewaterhouseCoopers

• 1 - 100 Employee

• Risk & Capital Management, Advisory

  • Jul 2008 - May 2010

  • Review the Bank’s ALM & market risk framework (including governance & oversight, risk appetite, measurement & monitoring, scenario analysis & stress testing, and methodologies) and recommend the key gaps for enhancement. • Perform Basel II benchmarking in ALM areas for one of the various Bank in Singapore and provide value-added recommendation on the gaps. • Conduct Global ALM Survey with the major Banks in most of the countries and perform benchmarking against the Global and Asian best practices. • Review Capital Adequacy Ratio framework for one of the leading local Bank in Singapore. • Key involvement in an internal audit project to review both ALM and market risk framework and provide recommendation which commensurate to business structure & objective for one of the Foreign Bank. • Perform audit support in financial valuations to validate the Banks’ MTM value on financial instruments. • Assess risk appropriateness of the Bank’s hedging deals against underlying instruments. • Be part of the due diligence team to provide support in the area of risk management. • Review the key working process and procedures to identify and improve the key controls issues for a non-profit organization in financial services sector. • Establish risk and governance reporting framework benchmarking amongst major local and foreign banks. • Carry out Corporate Valuation work for private sub-entities of one of the corporate client. Show less



Hong Leong Bank Berhad, Kuala Lumpur

• Asset & Liability Management (Risk) & Fund Transfer Pricing

  • Jul 2007 - Jul 2008

  • Formulated and implemented the IAS 39, Hedge Accounting framework for the Bank’s hedging activities. • Assist the Project Team and Project Manager on the implementation of the Fund Transfer Pricing (FTP) and Asset-Liability Management (ALM) Solutions; and participating directly as a Core Project Team member. • Work closely together with consultant from IPS Sendero to implement the FTP, ALM and IAS 39 system for the Bank. • Ensure the data quality delivery from source systems through the data warehouse to the KRM & FTP calculation engine. • Verify the data in the database of KRM & DMS is transformed correctly from the source in order to generate more accurate simulations. • Perform Data Acceptance Testing (DAT) and User Acceptance Testing (UAT) to ensure data is sourced as per specified in KRM, DMS and FTP. • Assist Risk Management and Finance Department to generate some of the ALCO reports and hedging reports on monthly basis. • Formulate interest rate risk & liquidity gap reports (e.g. NI, EVE, repricing gap, stress test, etc) for the Bank. • Prepare statistical studies of the Bank’s historical data on behavioural assumption on interest rate simulation for ALM & FTP pricing. • Develop and implement an effective framework ALM, which inter alia covers Liquidity Risk Management, Interest Rate Risk in the Banking Book and Hedging Framework, which forms one of the core elements of the Group’s Integrated Risk Management Framework. • Formulate, review and revise the Group’s Core Policies related to or ALM operations, particularly on interest rate and liquidity management. • Ensure that interest rate / liquidity risks are adequately identified, measured, monitored, controlled and reported across the Group. • Assist the Head of ALM & CTU to supervise the development of stress testing for the Banking Book. • Assist the Head of ALM & CTU to plan and implement various ALM initiatives / projects to strengthen the Group’s ALM capabilities. Show less



AmInvestment Bank Berhad, Kuala Lumpur

• Market Risk & Asset & Liability Management

  • Jan 2006 - Jul 2007

  • Research, analyze and assess market risk exposures of banking portfolios. • Develop and implement analytical framework for measuring and quantifying market risks. • Design models, identify data sources, collate data and test-run the relevant financial models that used for measuring market risks in order to 1) enhance the risk managing techniques and 2) to ensure the market risks inherent with the finance businesses are properly quantified and controlled. • Carry out stress-testing on vulnerability of the assets & liabilities to interest rate shocks under stressful market conditions. • Carry out back-testing programs for scenario analysis which typically consist of a periodic comparison of the bank’s VaR measures with the subsequent profit or loss. • Formulated risk policies and methodologies by establishing necessary limits and controls to govern trading and banking activities carried out by the Bank. • Formulated policies and methodologies with respect to the management of interest rate and foreign exchange (“FX”) risk exposures arising from trading and banking portfolios. • Formulated and implemented the interest rate risk framework in which utilizing gapping evaluation and VaR concept for measuring & governing the overall interest rate risk exposure arising from the Bank's overall mismatched positions in assets and liabilities. • Formulated the policy and methodologies of IAS 39, Hedge Accounting. Show less