Experience

Australian Stock Exchange Pty Limited

• Information Technology & Services
• 1 - 100 Employee

• Senior Analyst Model Risk Management

  • Sep 2022 - Present

  Improve model risk governance through revalidation of existing models and development of Model Register. Revalidation of existing ASXCLF and ASXCL models according to RBA Financial Services Standards requirements. Creating replication models in C# and model monitoring with NUnit tests and GOCD automation. Working with Clearing Risk Policy team to ensure consistency between existing models and ASX and RBA policies. Presentation of validation results to executive or risk committees. Show less



Westpac

• Australia
• Banking
• 700 & Above Employee

• Quantitative Analyst

  • Jun 2020 - Sep 2022

  Remediating and uplifting market risk system to ensure accurate calculation of APS 116 capital. Developing a model methodology for calculating Westpac's Risks Not In VaR capital add-on for APS 116. This centres around identifying missing risk factors in products in the market risk system and quantifying the amount of unaccounted risk by doing constructing a time series of daily PnL differences between the front office and market risk system. Performing APS 116 Stress VaR period revaluation using historical data from 2007 to 2022. Uplifting Westpac's existing R libraries to incorporate new functionality or improve efficiency. Collaborating with RiskIT to remediate issues in market risk system by tracing through SQL infrastructure, stored procedures and application configuration files. Show less



Australian Prudential Regulation Authority

• Australia
• Financial Services
• 700 & Above Employee

• Senior Quantitative Analyst (Banking Market Risk & Models)

  • Mar 2020 - Jun 2020

  Provide specialist advise to major Australian banks on APS 116 (market risk) regulations. Engaging with supervisory team and external stakeholders to keep up to date with new or ongoing regulatory project developments. Produced fortnightly dashboard and commentary on market volatility, price and rate movements in global markets. Provided analysis on updated market risk capital requirements during COVID volatility. Provide specialist advise to major Australian banks on APS 116 (market risk) regulations. Engaging with supervisory team and external stakeholders to keep up to date with new or ongoing regulatory project developments. Produced fortnightly dashboard and commentary on market volatility, price and rate movements in global markets. Provided analysis on updated market risk capital requirements during COVID volatility.



Star Beta

• Appliances, Electrical, and Electronics Manufacturing
• 1 - 100 Employee

• Quantitative Analyst

  • Oct 2016 - May 2020

  Developed Excel/VBA tools using trader PnLs to apply incremental VaR model for increasing trader limits on previously traded spreads.Conduct periodic backtests based on recent trader positions to monitor for potential VaR breaches.Designed stress testing scenarios through the use of reverse stress tests and historical event analysis. The results of these stress tests are used to identify potential weaknesses in the business.Using Python to research and identify 2 & 3 factor regression models for trading statisticalarbitrage strategies.Design and development of trade monitoring system (SQL) to provide real time alertsof potential regulatory breaches.Initiated and led projects on new processes and applications to streamline businessprocesses and reduce areas of operational risk. Show less

• Compliance Analyst/Developer

  • Oct 2015 - Oct 2016

  Specification, design and development of applications for risk management and business processes. - Developed JAVA(QuickFIX/J) Risk GUI Application for monitoring algorithmic trades conducted through ASX24 FIX protocol- Increase efficiency by converting daily manual business procedures into automated scripts. C#, Python, Excel/VBA- Conversion of trader ideas onto Trading Technologies algorithmic platform (ADL)



Robinson Ryan

• Australia
• Information Services
• 1 - 100 Employee

• Technical Consultant

  • 2014 - 2015

  - Managed the process from setup to implementation of private managed Cloud service - Application development with Java and SQL. - Provide technical support and advice on data modeling software. - Liaise with external clients on IT system requirements for use of data modeling software (including MSSQL server setup). - Managed the process from setup to implementation of private managed Cloud service - Application development with Java and SQL. - Provide technical support and advice on data modeling software. - Liaise with external clients on IT system requirements for use of data modeling software (including MSSQL server setup).



Propex Derivatives

• Australia
• Financial Services
• 1 - 100 Employee

• Proprietary Futures Traders

  • 2007 - 2014

  - Research, development, implementation and maintenance of various trading strategies - Programming algorithms using C++, C# and VBA/Excel through Trading Technologies API. - Analysis of Bloomberg, Reuters and Dow Jones market data for research of new strategies and identifying market trends - Mentor to Junior Traders. By branching into algorithmic trading I have also acquired the following knowledge: - Understanding of the underlying hardware infrastructure. Separation of market price server, order server and fill server. - Causes of latency in market updates, order routing and fill confirmations. - Bloomberg and Reuters news delivery infrastructure Show less



Emotiv

• South Korea
• Home Health Care Services
• 1 - 100 Employee

• Hardware Engineer

  • 2005 - 2006

  Assistant engineer responsible for hardware related design, development and support of prototype EEG acquisition system. - Designing, building, testing of headset prototype. - Development and management of EEG sensor project. - PCB design with Altium Assistant engineer responsible for hardware related design, development and support of prototype EEG acquisition system. - Designing, building, testing of headset prototype. - Development and management of EEG sensor project. - PCB design with Altium



University of New South Wales

• Australia
• Business Consulting and Services
• 1 - 100 Employee

• Atmospheric Science Vacation Scholarship

  • Jan 2005 - Mar 2005

  Extended design of electronic air-sampling instrumentation unit as part of a joint CSIRO project examining the Physical, Chemical and Radiative properties of Aerosol Particles in the Australian Climate. Extended design of electronic air-sampling instrumentation unit as part of a joint CSIRO project examining the Physical, Chemical and Radiative properties of Aerosol Particles in the Australian Climate.