Daniel Chee, Frm Email & Phone Number

New York, United States

- Established balance sheet and capital forecasts within the various LoBs for the annual budget by integrating historical usage, limits set in risk appetite exercises and Front-Office/Head-Office expectations.- Optimized and monitored balance sheet utilization based on monthly/quarterly guidelines and return metrics such as return on assets and return on RWAs.- Collaborated with Treasury, Legal and Finance on key strategic/financial resource management projects such as capitalization of a swap dealer in accordance to new regulation, and transition of the bank’s move from a BHC to an IHC to efficiently optimize the balance sheet/RWAs based on capital capacity. - Developed and maintained documentation for Capital Policies such as Capital Plan, Capital Contingency Policy and other documentation required for regulatory submission such as Resolution Plan.

New York, New York

Greater New York City Area

Create and refine PPNR models for the Private wealth management business and the Clearing & Execution business

Greater New York City Area

• Worked on risk identification and generation of idiosyncratic scenarios in Operational Risk for CCAR.• Managed a PPNR modeling engagement for a foreign bank. Gathered historical time series data for the income statement and balance sheet, built regression models for the various line items using R, and worked with the lines of businesses to incorporate management judgment. • Reviewed and validated Economic Capital frameworks, PD/LGD scorecard models for commercial and commercial real estate obligors, VaR models for equity/credit products, deposit decay models, and operational risk models over multiple engagements. Led client meetings, communicated findings and recommendations, and produced client deliverables.• Created/utilized financial models to produce valuation analyzes of clients’ portfolio of derivatives with Bloomberg, Fincad, Matlab and Excel.

Greater New York City Area

• Modeled and forecasted the roll rates of real estate loans using SAS, to enable RMC to bid competitively for new pools of such loans and to improve the yield of the hedge fund.• Enhanced RMC’s Marked-to-Market model to manage RMC’s portfolio more effectively by forecasting haircuts and possible resolutions of all active loans.

Greater New York City Area

• Diversified clients' portfolios by utilizing multiple asset classes and optimized these portfolios using metrics such as VAR via scenario analysis and historical simulation.• Constructed the credit rating methodology of companies via fundamentals in various industries e.g., utilities.

Singapore

(Manager: January 2011-July 2011)• Performed stress testing on bank’s credit portfolio with Visual Basic to assess potential losses from plausible adverse economic events• Implemented and enhanced bank’s Economic Capital model with Visual Basic and SAS to ensure economic solvency of bank (Senior Officer: August 2010-December 2010)• Cooperated with the market risk and liquidity risk departments to develop and maintain the Enterprise Risk Management system for managing all risks of the bank simultaneously