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@fg0

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I build GenAI risk solutions grounded in market-risk leadership and governance.

Singapore

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What I'm looking for

I'm looking to build practical GenAI solutions for risk management, combining market-risk expertise with explainable, traceable, and human-governed AI systems.

I'm building end-to-end GenAI solutions for risk management, using Python, RAG, LangChain, LangGraph, and Ollama with explainability, traceability, and human-in-the-loop governance.

I built a Market Risk AI Agent prototype to automate risk monitoring, anomaly investigation, and management reporting across VaR, P&L, sensitivities, stress testing, and limits. Previously at Crédit Agricole, I led market-risk oversight for FX and Credit and strengthened stress-testing methodologies and risk frameworks for new products.

My market-risk background spans FX, rates, and cross-asset derivatives, including pricing hybrid derivatives and supporting regulatory reporting. I also contribute through community leadership, including serving as Vice-Chairman of the Crédit Agricole Singapore Recreation Club and volunteering with Climate Fresk.

Experience

Work history, roles, and key accomplishments

Current

Independent GenAI Research & Development

Current

Self Employed

Aug 2025 - Present (1 year 1 month)

Design and build end-to-end GenAI solutions for risk management use cases, with a tech stack including Python, RAG, LangChain, LangGraph and Ollama. Built a Market Risk AI Agent prototype to automate risk monitoring, anomaly investigation and management reporting.

Python RAG Lang Chain LangGraph Ollama GenAI Risk Management Explainability Traceability Human In The Loop

VP - Market Risk Manager – FX and Credit

Crédit Agricole

Jan 2022 - Jan 2025 (3 years)

Led daily market-risk oversight across VaR, Greeks, stress testing, and P&L. Enhanced stress testing methodology by introducing new scenarios and calibrating shocks, and partnered with traders on limit utilization and hedging strategies.

Market Risk VARs Greek Performance Testing P&L Risk Frameworks Trading Hedging Risk Appetite Statements

Market Risk Analyst - FX and Rates

Crédit Agricole

Jan 2019 - Jan 2022 (3 years)

Performed daily P&L assessment and attribution, identifying key drivers of risk and performance. Monitored risk factors against limits and conducted root cause analysis in case of breaches.

Market Risk P&L Risk Monitoring Root Cause Analysis Capital Adequacy Regulatory Reporting CBIRC SAFe

Market Risk Analyst - Cross Asset Derivatives

Crédit Agricole

Jan 2015 - Jan 2019 (4 years)

Priced hybrid derivatives across Rate, Equity, Credit, FX, Commodity and Inflation. Conducted correlation and sensitivity analysis to evaluate cross-asset risk exposures.

Derivatives Pricing Models Hybrid Derivatives Correlation Sensitivity Analysis Cross Asset Risk Risk Management

Structurer Assistant - Securitization Derivatives

Société Générale

Jan 2012 - Jan 2014 (2 years)

Coordinated securitization transactions across Front Office, Risk, Legal, and Operations, ensuring accurate booking, documentation, reporting, and KYC.