Melvin C. Email & Phone Number

I am a treasury & capital markets professional with experience primarily in market risk (traded & non-traded) and liquidity risk management for the banking sector. My experience in consulting has given me exposure in both transformational projects, policy reviews and quantitative analysis in financial risk. Model development and validation exposure includes Interest rate curve construction, Monte Carlo simulations, Value-at-Risk, scenario analysis and stress testing. I have also been engaged to develop financial models for profit attribution, resource optimization, and various other business needs.Prior to consulting, I spent several years working in market risk and treasury operations roles for authorised deposit-taking institutions (“ADIs”) in Australia.Through my career, I have worked across different cities (Sydney, Hong Kong, and Kuala Lumpur) and am no stranger to multi-cultural settings. I have also been in teams with diverse range of skills, experiences, cultural background and languages.

Listed skills include Market Risk, Derivatives, Financial Modeling, Financial Risk, and 12 others.