Jack Kit Ng

Experience

• 

  Alliance Bank Malaysia Berhad

  Mar 2017 - Jun 2017

  Internship, Treasury Structured Solution

  - Preparation of Product Paper, Termsheet, Product Highlight Sheet of the structured investment- Conduct various analysis such as back testing, scenario analysis and credit analysis to examine the feasibility of products

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  Alliance Bank Malaysia Berhad

  Jun 2018 - Dec 2020

  Credit Risk Analyst

  - Participate in the implementation of bank-wide credit stress testing and ICAAP- Develop credit risk dashboard and various risk reporting initiated under regulatory guidelines such as SCEL, Connected Parties - Undertake any periodic and ad-hoc risk-related tasks such as thematic review, BNM request, RCSA and others

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  RHB Banking Group

  Dec 2020 - Aug 2022

  Integrated Stress Test Analyst

  - Participate in bank-wide stress testing programme (both top-down and bottom-up approach), and any ad-hoc stress test related tasks from the regulator- Take part in Stress Test Documentation (such as guidelines, policy, framework)- Manage Stress Test Model (such as Credit Portfolio View Model), including its maintenance and enhancement- Engage in product paper review, and provide comments/suggestions mainly on capital adequacy treatment and pricing & cost-income analysis- Conduct User Acceptance Testing (UAT) and Disaster Recovery (DR) testing for various development/enhancement of engine Show less

• 

  Emirates NBD

  Aug 2022 - now

  Manager

  - Assist in Model Validation processes in IFRS 9 Model while maintaining primary responsibility in ICAAP and Stress Test- Manage Stress Test and ICAAP methodological support by enhancing various models (e.g. Pillar 2 risks model, IRB RWA computation etc)- Participate in ICAAP and Regulatory Stress Test, and any other ad hoc/thematic review from regulators- Coordinate with stakeholders on capital related matters, including audit related issues-Ensuring governance and control of policy/standard/framework/procedures are in placed, including regular monitor and review of ICAAP and ST governance framework (e.g. to conduct gap analysis for any new regulations) Show less