Angela Lee Email and Phone Number

• Led the implementation of Sustainability Disclosure System including Financial Emission measurement process applying SDA and Temperature Ratings method.• Led the Basel III implementation projects for major banks and financial holdings.• Led the establishment of Recovery Plan for the leading bank and holding financial holding company with focus on Financial planning, Recovery option analysis, and Capital and Liquidity management.• Led the valuation of OTC Market Derivatives Product such as Redeemable Convertible Preferred Stock, Convertible Bond, and Stock Options (Main Stakeholder: Investment Strategy, Accounting, product Control)• Led the implementation of Basel III requirements in terms of Counter Party Credit Risk for Market Derivatives, SA-CCR implementation. (Main Stake holder: Credit Risk Management, Trading Team, IT, Local vendor)• Led the development and implementation of Basel III requirements in terms of capital calculation as follows:- RWA calculation system for the securitisation exposures in line with Basel III (Revisions to the securitisaion framework) (Main Stakeholder: Credit Risk Management, Model Management Team)- SA-CCR computation as part of enhancement project for RWA computation in Basel III (Standardised Approach for measuring Counterparty Credit Risk) (Main Stakeholder: Credit Risk Management, Market Risk Management, Dealing room)- FRTB implementation (Fundamental Review of Trading Book in Basel III) with focus on sensitivity risk charges (Delta, Vega and Curvature risk charges in Standardised Approach) (Main Stakeholder: Market Risk Management, IT, Local vendor, Murex)• Performed the independent review of IFRS 9 model with focus on forward looking PD estimate (Main Stakeholder: Credit Risk Model Team, Credit Risk Management, Internal Audit)

• Monitor follow-up process on audit issues subsequent to the issuance audit reports by internal / external office covering APAC.• Co-ordinate/Facilitate communication and process to provide the bank’s feedback on consultation paper prior to amendments in regulatory requirement implementation. It covers the quality assurance and necessary presentation to regulators in APAC.

• Led the independent review of market risk engine validation as to pricing and risk parameter measurement including VaR simulation for leading banks in Malaysia and Singapore (Main Stakeholder: Market Risk Management)• Led the Basel gap assessment and recommendation for closure for trading market risk work stream. It covered governance, measurement, VaR and stress testing including communication with the Senior Management in Vietnam (Main stakeholder: Market Risk Management and CRO)• Performed market risk framework implementation of Basel regulation for the global banks in Malaysia and Vietnam• Led the independent review of capital computation with a focus on gap resulting in errors in operation/computation lapse for leading banks in Singapore (Main Stakeholder: Market Risk Management, Central Bank Reporting, Internal Audit- Product coverage: Fixed rate bond, Floating rate bond, Callable/Puttable bond, and IRS and Bond futures• Led the independent review of Attestation for Exotic Option Portfolio for leading bank in Singapore (Main Stakeholder: Market Risk Control, Market Risk Management, Risk Analytics Division)• Led the independent review of FX Net Open Position computation including impact analysis on capital charge for the leading bank in Singapore• Performed the NII documentation on NII to cover Singapore and China for a leading global bank (in conjunction with UK and AU region)• Conducted PMO for ALM implementation for a leading global bank performing central PMO for APAC/Japan• Conducted the establishment and refinement of market risk management policies and procedures covering pricing tool, sensitivity measurement tool, and risk parameter computation tool for the largest banks in Vietnam and Malaysia• Conducted the qualitative review for ICAAP for major banks in Singapore and Vietnam

• Re-engineering in Product control system for global bank with a focus on pricing and P&L computation (Main Stakeholder: Product Control)• Conducted GAAP analysis assessing the difference between US-GAAP and K-GAAP to ascertain P&L impact on market derivatives (Main Stakeholder: Corporate Finance, Product Control)• Involved in reviewing market risk control framework, including methodology, analysis and processes• Performed functional and data impact analysis for risk management systems with Murex, Thomson Reuters and SunGard for several banks and securities company clients

• In charge of daily analysis of daily P&L calculation and reporting covering market derivatives in FX and IR desks• Involved UAT for Murex launching in APAC

• Performed P&L analysis and the annul reserve calculation• Analysed the daily P&L of the bond market pertaining to special account investment