Daniel Leong Email & Phone Number

London, Gb

Global Cmb, Financial Resources Management

Global Cmb, Pricing (Methodology & Analytics)

- Originate cross-functional initiatives, liaise with stakeholders on requirements, budget and resource- Supervise a team of specialists, covering data management, visualisation, automation and analytics

Global Cmb, Capital Management (Optimisation)

- Create cross-functional analytics platform on Big Data, across Risk & Finance systems- Commercial optimisation with material and enduring improvements in capital efficiency- Identify opportunities in capital variance between PRA, Local Regulators and Basel III Reforms

Global Cmb, Risk (Portfolio Analytics)

- Evaluate portfolio mix and Identify concentration risk within commercial bank portfolio- Scenario analysis for macro economics driven events, translate impacts into business terms- Provide insights to senior executives and front line on client profitability and key drivers- Review and challenge regulatory stress test assumptions and results (PRA '15 & '16, EBA '16)

Treasury, Balance Sheet Risk

Main Duties:- Apply data science techniques on Business problems, e.g. clustering and logistic regression- Liaise with various business areas and risk functions throughout the model life cycle- Produce documents and committee papers for both technical and business audiences- Collect and cleanse raw data for model calibration and application- Act as the point of contact for ad-hoc model and system performance analysis- Automate processes for regular reporting analysisModels worked on:- Retail deposits liquidity coverage ratio for CRR/CRD IV- Internal credit ratings model for the IRB limits and ratings system - Assets correlation matrix as part of Pillar 2 credit concentration risk - Access risk stress testing model for Pillar 2 market risk capital framework - Credit ratings migration matrices as part of RWA capital forecasts - Retail savings liquidity model within the liquidity management system