Greater Melbourne Area
As a Chapter Lead within the Model Risk Validation function, I lead a specialized team of quantitative professionals dedicated to the independent validation and oversight of bank’s credit risk models.
Lead Westpac's Non-Retail Modelling team in the development and maintenance of IRB credit risk models (PD/EAD/LGD). Model owner of all Non-Retail models.
* Lead projects on the development and maintenance of IFRS 9 and stress test models and manage the pipelines and deliverables * Effective support to business in setting credit rating policies and guidelines in the fast-changing COVID-19 pandemic environment * Drive initiatives to streamline workflow and improve operational efficiency
* Had been the acting Head of Regulatory Model Development team for one year and three months * Led the team in the delivery of a number of key projects in IFRS 9 and stress test modelling as well as several initiatives in process standardization and automation * Responsible for operations management such as pipeline management, engagement with stakeholders/regulators/external auditors and change management * Named as the honoree of 2017 NAB Honor program (which is to recognize NAB’s top one percent employees) for exceptional contribution towards the automation of modelling process and the innovation in modelling methodology
* Responsible for the development of non-retail IFRS 9 models and stakeholder engagement facilitation * Made significant upgrade to IFRS 9 modelling methodology to improve the accuracy and robustness of models, and developed tools to automate and streamline the modelling process * Guided junior analysts in the re-calibration of IFRS 9 models for AU, NZ and UK regions
* Conducted research on advanced user scheduling scheme for the next generation mobile communication system * Designed and implemented advanced signal processing algorithm with interference cancellation capability for LTE-Advanced mobile phone * Supervised 4 Research Higher Degree (RHD) students