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@0007066

Treasury leader at Standard Chartered Bank who cut forecast turnaround time by 80% and improved Treasury PnL, FTP and NII forecast accuracy.

Hong Kong

Message

At Standard Chartered Bank, I led the transformation and global rollout of the Treasury PnL, FTP and NII forecasting tool. It cut forecast turnaround time by 80%, with actuals within 5% of forecast.

I also led the migration of fragmented Hedge Accounting tools onto a new platform, eliminating 6+ legacy tools and enabling an approximately USD 20B increase in structural hedging capacity. I built an IRRBB and FTP Datamart and rolled out Basis Risk MI and global FTP dashboards.

At KPMG, I led ALM, liquidity risk and FTP redesign engagements, including a full-cycle Murex implementation for banking clients across Asia Pacific. I also led a LIBOR-manipulation investigation and a Basel III LCR program.

Earlier, I worked in Market Risk Oversight at Goldman Sachs and as a Support Analyst at CMC Markets. At Standard Chartered Bank, I built and led global teams of up to 10+ and established offshore hubs in Warsaw and Bangalore.

Experience

Work history, roles, and key accomplishments

Current

Director to Executive Director, Treasury Modelling & Platform and COO

Current

Standard Chartered Bank

Nov 2015 - Present (10 years 11 months)

Led transformation and global rollout of Treasury PnL, FTP & NII forecasting tool, reducing forecast turnaround time by 80% and improving accuracy. Migrated fragmented Hedge Accounting tools, eliminating 6+ legacy tools and enabling ~USD 20B increase in structural hedging capacity.

Treasury ALM FTP NII IRRBB LCR Hedge Accounting Data Analysis Data Marts Model Governance Agile Python SQL Tableau QRM Murex Bloomberg FinCad Dataiku ETL Automation

Senior Advisor to Senior Manager

KPMG

Mar 2007 - Nov 2015 (8 years 8 months)

Led large-scale ALM, liquidity risk & FTP redesign engagements and full-cycle Murex implementation for banking clients across Asia Pacific. Directed independent valuation of complex portfolios including derivatives, CDO tranches, and securitisation structures.