Experience

Criat

• Singapore
• Financial Services
• 1 - 100 Employee

• Chief Solution Officer & Head of Product

  • Jul 2017 - Present

  CriAT aims to serve the financial institutions with both cutting-edge techniques and enterprise systems. Its our vision to support financial institutions navigating in the uncertainty of credit risk and reaching their goals of risk management and investment returns. We are proud of our credit risk solutions which integrate big-data analytics, credit risk modelling, numerical optimization and realistic business applications as well as provide objective data-driven analysis, benchmarks with international credit ratings, risk-appetite-specific early warning signals and proxy valuations of credit products. ***Institutions served/partnered with*** American International Group (AIG), Singapore Exchange (SGX), China Merchant Bank (CMB), Shanghai Pudong Development Bank (SPDB) Singapore, Bank Rakyat Indonesia (BRI), Bank Danamon Indonesia, KGI HK, KPMG Indonesia, Deloitte Indonesia, etc. Show less



National University of Singapore

• Singapore
• Higher Education
• 700 & Above Employee

• Research Fellow, Product Management Team Lead and Internal Auditor

  • Nov 2013 - Jun 2017

  I still remember the day I joined the Credit Research Initiative (CRI), Risk Management Institute, National University of Singapore, moving from the freezing England to the tropical Singapore. My first project in CRI was to build the pricing engine of Actuarial Spread, a CDS-like credit risk measure and an alternative of the widely-known probability default (PD), which can be utilized to assess the credit risk of a public firm in a similar way that market participants use the spread of traded CDS for, but with a much wider coverage of global public firms. I also served as the internal auditor responsible for making my observations and suggestions of CRI's daily operation and reporting to CRI's Project Lead straight. During CRI's organization restructuring, I was designated to build the Product Management Team to meet its new purposes and serve as its first team lead. Besides, I also participated the research of CRI's Systemically Important Financial Institution (CriSIFI), which elaborates the idea of "too connected to fail": who to connect, how strong a straight paired connection is and how important a financial entity is in terms of its credit connection in a global system. By and large, CRI brought me a great amount of awesome memory and led me to where I can be today. For this, I owe a debt of gratitude to the global leading institute. For your interest, CRI's PD, AS and CRiSIFI are public goods and can be found here: https://rmicri.org/en/data/companyalldata/ https://rmicri.org/en/srt/ Show less



Horizon Digital Economy Research

• United Kingdom
• Research Services
• 1 - 100 Employee

• Analyst Intern, Neo-demographics Team

  • Jul 2012 - Dec 2012

  Data clustering with similar pattern is extremely important in data mining. In reality, the communication data, such as phone calls, emails, tweets, etc., are generally recorded at different time points. By converting the data into usage density, we can analyze their (quasi-)periodic patterns. We express the usage density as the sum of a finite number of intrinsic mode functions (IMFs) by the empirical mode decomposition (EMD) method. The individual data can then be further clustered from micro and macro aspects. Show less



University of Birmingham

• United Kingdom
• Higher Education
• 700 & Above Employee

• Matlab Trainer and C++ Teaching Assistant

  • Jan 2011 - Aug 2012

  2011-01 ~ 2012-08 --- Matlab Trainer for Postgraduate Researchers, Centre for Learning and Academic Development (CLAD) >>> Deliver customized training courses to assist postgraduate student to carry out their research with broad and advanced knowledge of Matlab. 2012 --- C++ Teaching Assistant for the postgraduates of MSc Mathematical Finance Program >>>Assist Dr. Nick Webber with the C++ programming module. 2011-01 ~ 2012-08 --- Matlab Trainer for Postgraduate Researchers, Centre for Learning and Academic Development (CLAD) >>> Deliver customized training courses to assist postgraduate student to carry out their research with broad and advanced knowledge of Matlab. 2012 --- C++ Teaching Assistant for the postgraduates of MSc Mathematical Finance Program >>>Assist Dr. Nick Webber with the C++ programming module.



RISKMETRICS (UK) LIMITED

• United Kingdom
• Book and Periodical Publishing

• Research Intern (Validation of Local Volatility Models)

  • Aug 2008 - Oct 2008

  I investigated a range of local volatility models, including discrete and continuous ones, fed the models with S&P100 data and calibrated the local volatility surface. As well, I discussed how sensitive the option prices are with respect to the calibration of volatility surface. I investigated a range of local volatility models, including discrete and continuous ones, fed the models with S&P100 data and calibrated the local volatility surface. As well, I discussed how sensitive the option prices are with respect to the calibration of volatility surface.