Risk Modeling Support for a US subsidiary including Risk Appetite and Limit Setting, Data-driven Credit Rating Models.

Measurement, Analytics, and Data & Innovation for Environmental and Social Risk, including Financed Emission and its Target Setting.

- Manage a team of data scientists to build behavioral and acquisition credit risk models for small business and commercial clients- Develop a data engineering culture to explore new data and standardize the data preparation process - Design a modeling framework with clear milestones to govern the quality of model development, documentation and model risk monitoring- Institute machine learning techniques in different phases of model development: data quality, feature engineering, model fitting and performance monitoring- Integrate the traditional expert judgement credit risk models with data-driven statistical analysis, leverage the best knowledge from both approaches

- Manage a team of modelers and data scientists to build credit risk models for business (behavioral scorecard, adjudication, revenue) and regulatory (IFRS9, Basel , Stress Testing) applications- Apply Machine Learning techniques to enhance the performance of the models- Explore new (structured and unstructured) data available in the bank and bring them into a modeling data mart- Enable other analytics team to benefit from machine learning via consulting and internal training

- Manage Equity, Interest Rate, Counterparty Credit Risk with production of risk reports, development of new risk metrics, and engagement of trading desks- Author risk analytics report to address critical risk issues that are challenging to communicate- Establish framework to manage credit risk for collateralized lending business in Wealth Management

Equity flow structured products, Exotic option pricing, Product structuring / marketing for Asian and European clients

Equity and Interest Rate Structured Products, Product marketing with retail distribution channels

Interest Rate / FX / Credit structured products, Product marketing with retail branches and SME relationship managers

- Design and manage undergraduate financial engineering program- Conduct research in derivatives pricing and computational finance- Teach courses in derivatives, fixed income, exotic options, pricing theory