I manage credit risk projects for financial institutions
My Experience
- Led data-driven initiatives to develop IRB Credit risk models for UK banks’ retail portfolios, utilising SAS and SQL techniques to streamline risk analysis processes, which enhanced regulatory reporting precision and strategic decision-making for client portfolios.
- Led the workstream of a cross-department collaboration in reviewing pricing models for UK Banks.
- Led the review of the International Bank’s compliance self-assessment to align with Basel 3.1 regulations.
- Developed ESG-related IFRS 9 risk management solutions for clients, reflecting more accurate risk models for physical and transitional risks.
- Developed tools using Python and Tableau to analyse Residual Value (RV) based products through data analytics utilising historical data sources, identified patterns and trends in potential risks, resulting in an accelerated reduction of 90% processing time.
- Established, steered, and monitored compliance with credit management guidelines and regulations. Improved the credit approval process by 20%.
- Regularly monitored, validated, and back-tested risk parameters in businesses from a credit risk perspective.
- Expanded cross-functional collaboration across departments on risk management and reporting using Tableau for data visualisation.
- Led and managed projects in providing advisory consulting services to the top 5 commercial banks and top 3 leasing companies in Thailand to develop models under Basel II, III and IFRS 9 using SAS and SQL; aligned models with regulatory requirements across portfolios.
- Actively involved with clients’ stakeholders at both management and operational levels in streamlining project progress, objectives, and expected work results to reduce conflicts and control project timeline.
- In-depth experience in the design, development, and validation of credit risk models.
- Pioneered data analytics projects using well-known software (SAS, Python, SQL, and VBA).
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Ready to discuss how I can help manage your organisation’s credit risks?
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