Achievement Highlights:1. Led and completed the audit on internal model method (IMM) in 2017 within a tight timeline to support the bank’s IMM application for the regulatory approval on using models for counterparty credit risk. The effective challenge demonstrated in this audit was recognized by OSFI (Canadian Regulator).2. Led and completed Operational Risk Management AMA Model audit in 2015 that supported and helped the bank obtain OSFI’s approval on this model.Responsibility… Show more Achievement Highlights:1. Led and completed the audit on internal model method (IMM) in 2017 within a tight timeline to support the bank’s IMM application for the regulatory approval on using models for counterparty credit risk. The effective challenge demonstrated in this audit was recognized by OSFI (Canadian Regulator).2. Led and completed Operational Risk Management AMA Model audit in 2015 that supported and helped the bank obtain OSFI’s approval on this model.Responsibility and Experience:1. Review of model risk management for either a business or supporting a bank’s application for OSFI’s approval on using the model for regulatory capital purpose.2. Review of market risk/counterparty credit risk management at the enterprise level and for various businesses in capital markets.3. Annual review of the compliance of credit parameters (PD, LGD and EAD) with regulatory requirements for the advanced internal rating based (AIRB) approach.4. Annual review of the bank’s self-assessments on the compliance with regulatory requirements for market risk, credit risk (AIRB) and operational risk, as required by OSFI.5. Review of independent price verification/valuation adjustments for different businesses in capital markets. Show less

Worked in a team to effectively support the bank’s counterparty credit risk reporting system