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• Extensive hands-on experience and leadership roles in the areas of quantitative analysis and risk management, across a broad spectrum of financial institutions. • Proven ability to manage large-scale quantitative risk management projects, with excellent interpersonal and communication skills, spanning areas of front office, middle office, risk management and control, and internal audit. • Proven track record in effectively identifying and resolving quantitative and risk management issues. Trusted advisor to the senior management on a variety of issues in quantitative analysis, risk management and control, data analysis, financial regulation, audit and compliance, and key IT infrastructures. • Broad expertise across various risk stripes, such as model risk, market risk, credit risk, liquidity risk, and operational risk, in the financial industry. • Deep knowledge of wide ranges of financial products, and their valuation, risk and return profiles, and sound risk management and control practice around input/data/valuation/reporting/risk tolerance/end-to-end processes. Specialties: • Quantitative modeling and risk management and control practice. • Regulatory capital framework (Basel Rules, ICAAP, CCAR/DFAST, etc.). • Annual model risk coverage for CCAR/DFAST. • Full spectrum knowledge of model risk management from model development, model review/validation/governance, model risk audit, to regulatory submission/exam, in accordance with the framework of OCC/FRB SR 11-7/Basel Rule. • Independent validation of remediation from identified regulatory/audit issues (e.g., MRIAs, MRAs, Consent Orders, etc.) for global financial institutions. Best-in-class expertise in model risk audit practice, and resolving regulatory issues.
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