By day I am a Risk Consultant specialising in credit risk modeling. By night, or even before the day ends, I volunteer at not-for-profit organisation (CFA Society Malaysia) as a Programme Director.
December 2018 - Current
Currently leading a policy regulatory review and migration project for a universal bank in the ASEAN region covering policies related to corporate governance, risk management, finance, operation and human resource.
IFRS 9 Advisory Projects
IFRS 9 Impairment Modeling lead for a team of seven in the second largest bank in Thailand. Her scope covered:
• Performed gap assessment and liaison with system vendor
• Data cleansing and statistical analysis with SAS Base and SAS E-Miner
• PD modeling for retail and non-retail portfolios
• LGD modeling for retail and non-retail portfolios
• Lead trainer for PD and LGD modeling workshops
Project team lead for an IFRS 9 Gap Assessment project for a G-SIB Japanese bank branch in Labuan. The scope included: current assessment and IFRS 9 gap closure advisory.
Ernst & Young (EY)
January 2015 - August 2017
Basel and IFRS9 Credit Risk Modeling Project
Key member of credit risk modelling projects for an Islamic Bank in Malaysia and a Universal Bank in South East Asia. Models developed include three Loss Given Default (LGD) models and three Probability of Default (PD) covering both retail and non-retail portfolios (e.g. mortgage, personal finance, bonds and corporate loans).
• Acted as Project Management Office for the modelling team.
• Performed data collection, data cleansing and statistical analysis using statistical tools.
• Analysed the effect of independent factors (e.g. portfolio demographics and macroeconomic factors) on banking products.
• Performed Basel PD model and Lifetime PD calibration for IFRS9 requirement.
• Organised and facilitated credit risk modelling workshops for clients and internal stakeholders.
GST Implementation Project
Key member of the GST Implementation Project Management Office for a for a Fortune 500 oil conglomerate in Malaysia. Key responsibilities were to oversee the implementation project for four of the client’s subsidiaries in Education and Healthcare sectors.
• Assisted in finalising the GST Blueprint for the client’s subsidiaries.
• Acted as key liaison person between the client, its subsidiaries and EY’s GST experts.
• Performed GST compliance check on the subsidiaries’ GST documents ensure compliance with the GST Act and consistent with the client’s GST system.
• Designed a series of internal control process to enhance the client and its subsidiaries’ operational system.
Quantitative Valuation Services
Member of EY’s Quantitative Valuation team providing audit support on valuation of financial instruments.
• Assessed the fair value of financial instruments with Excel-based models and financial tools. Clients served include banks, insurance firm, entertainment company and an airline operator.
Nanyang Technological University
July 2013 - August 2014
March 2010 - March 2013