WP. Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
I enjoy customising investment and hedging solutions for institutional clients and provide Structuring as a Service (SaaS). Risk Consultant turned Banker in the treasury and markets space. Specialisation includes treasury product structuring, derivatives, quantitative risk modelling and dealing across asset classes. Connect with Eak-Kuan at [email protected]
• Focus on a “Structuring as a Service” model to provide bespoke investment and hedging solutions across major asset classes for banks, wealth managers, insurers and pension funds #SaaS • Lead the sales and marketing effort of primary and secondary fixed income, derivatives and structured solutions
• Lead structured products development within capacity as Product Developer for Global Markets driven by Clientele requirements and reaction to market conditions • Collaborate with traders to improve and scale local warehousing capabilities, resulting in new LOB to warehouse non-linear interest rate derivatives, FXO exotics and exotic EQD which is marketed through institutional sales channel and for internal consumption • Manage Functional Specialists in Treasury Operations, Finance, Risk, Quants and Regulatory Compliance within the bank to reduce time-to-market of treasury products
Multi-asset institutional sales team covering FX and Rates products as well as related derivatives. Key focus in structuring trades (FX, rates and equity) for institutional clients with respect to portfolio yield enhancement or hedging solutions. • Lead the treasury structured products development, pricing and strategy for the team based on market and institutional client needs • Drive end-to-end product initiation, structuring, operationalisation, UAT and coordination for regulatory approvals of new products • Develop independent pricing models for derivatives and structures for various asset classes, including but not limited to Rates (HW1F, HW2F, LMM MC Simulation), FX (Vanna-Volga and SABR) and Equity (BSM MC simulation) • Execution of multi-asset structures through OTC and interbank market • Support the Bank’s Private Wealth Management franchise in structuring and marketing treasury products for HNWI and UHNWI • Lead the Desk data analytics and automation initiatives, including capacity as desk stream lead for Murex Equity Derivative module implementation project • Develop multi-asset portfolio optimisation model on Python utilising supervised learning packages and moving averages as signalling parameters to assist client in customising their yield enhancement needs
•Engagement lead of a regulatory strategy project for a G-SIB banking institution to meet BCBS239 principles. Key achievements include the establishment of a franchise-wide critical data dictionary for the Bank and renewed process design across functions to ensure data completeness and consistency for all internal and external risk reports.
• Quantitative Risk Analytics - co-lead quantitative risk related engagements for clients in diverse industries with a key focus in modelling of treasury products and financial instruments using various quantitative finance tools (Monte carlo simulation, binomial & trinomial trees, Vanna-volga pricing) • Basel III strategy - involved in the planning and implementation of a liquidity risk profile strategy for an international banking client to meet NSFR requirements • Financial Reporting risk - involved in the implementation and operationalisation of the IFRS 9 accounting standards framework for a banking institution's regulatory reporting function and performed impact assessment on the bank's capital adequacy arising from the adoption of the ECL impairment methodology • Key member of Deloitte MY FR IFRS 9 working group with multiple engagement experience across local banking clients. Leading roles include MFRS 9 impairment model methodology validation for one of the largest DFI, and PMO for an end-to-end impairment model validation (data preparation and quality, methodology and segmentation, model robustness, governance) engagement for a state-owned bank.
Seconded to the regulatory reporting function to provide day to day operational support and change management to the bank in meeting local regulatory reporting requirements. Scope of regulatory reports involved and reviewed: • Interest rate risk in banking book (IRRBB) • Basel II- RWA and RWCAR • Basel III- LCR, LR and NSFR • Pillar 2 stress testing • Ad hoc requests arising from regulator's queries
Project member of a market risk model validation engagement for Malaysia's 6th largest banking group covering the review and enhancement of treasury and market risk capabilities. Key responsibilities include quantitative and qualitative validation of treasury products, volatility surfaces, yield curves construction and risk analytics measurement and procedures review (sensitivities, VaR, stress testing and back testing). Key member of EY Quantitative Valuation team with experience in delivering various quantitative valuation methodology and framework review exercises to more than 20 clients across various industries. Conducted workshops and trainings for external clients and internal teams on valuation methodologies and treasury products.