Experience

  • Analyst

    at MUFG Bank

    June 2015 - at Present

    Kuala Lumpur

    • Develop and conduct market risk stress testing for ALCO and ICAAP reporting • Monitor market positions, market risks (such as delta and PV01), prepare and analyse PnL arising out of transactions entered by Treasury Department to ensure compliance with approved authority and limits. • Perform back testing of VaR / market risk limits used • Prepare and analyse market risk capital charge report • Develop and conduct off price checking for all treasury products • Develop and perform liquidity check on position entered by treasury • Prepare ALCO material for market risk related slides • Coordinate ALCO meeting and prepare minutes for management to review

Education

  • Bank Risk Management

    at Asian Banking School

    2019 - 2019 (1 year) Kuala Lumpur

  •  Pasaran Kewangan Malaysia Certificate (PKMC)

    at Asian Banking School

    2018 - 2018 (1 year) Kuala Lumpur

  • Master of Applied Finance

    at Monash University

    2012 - 2014 (2 years) State of Victoria

Languages

  • Chinese Native

  • English Negotiation

Hives