Experience

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  Barclays investment bank

  Aug 2005 - Jul 2018

  Traded OTC derivatives (FICC) with non-strong collateralised clients by pricing in all relevant costs including CVA, FVA, discounting and KVA (capital cost)Applied discretion in pricing considering market competition, business pipeline and capital (RWA/LBS) riskWorked with business partners to design capital efficient structures to support clients' hedging and financing activities as well as achieve reasonable return given capital budgetFamiliar with XVA pricing models and evolution of BASEL III regulatory framework Show less Traded single name CDS, CDS indices to hedge counterparty credit risk in FICC businessManaged a portfolio of clients including banks, corporates and LGFVs; Conducted financial reviews of the clients to mark credit curves and explore trading opportunities; Analyzed changes of macro factors and their impacts on clients' credit fundamentalsFamiliar with various credit trading strategies such as curve trading, relative value, basis arbitrage etc.Priced CVA and FFVA risk for new deals and conducted/suggested effective risk hedgingFamiliar with pricing and risking of various types of exotic products such as range accrual, FX TARF, PRDC, CMS callable etc. Show less

  • Head of Client Solution (XVA) Desk Asia

    Jul 2014 - Jul 2018

  • Vice President

    Jan 2008 - Jun 2014

  • AVP

    Aug 2005 - Dec 2007
• 

  United overseas bank limited (uob)

  Oct 2018 - Apr 2020

  Head of xva and simm

  Setting up a risk management desk to cover SIMM margining and XVA risks for OTC derivative business for the banking group

• 

  First plus asset management

  Apr 2020 - now

  Chief risk officer

  Lead all relevant risk functions including investment risk, operational risk, legal & compliance to support asset management businessGet involved in product design and investment decision making to identify and manage related risks