Eric Pheh Email & Phone Number

Sydney, New South Wales, Australia

Sydney, New South Wales, Australia

Greater Sydney Area

Sydney, New South Wales, Australia

- Liaising with key stakeholders to develop and enhance risk reporting tools - Managing data requirements for risk modelling to ensure timely and accurate data

Sydney, Australia

- Perform back-testing on model parameters and sensitivity analysis to ensure robustness of the initial margin models- Automate management reporting process to improve business efficiency

Singapore

- Develop methodologies for computation of clearing funds and stress testing framework including calculation modules and connectivity to data sources- Improve quantitative risk models to bring them in line with current market conditions and ensure risk modeling practices align with regulatory expectations and strategic objectives

Singapore

- Building an algorithm for data cleanup using Machine Learning/ predictive analytics techniques in Python- Develop insights from data and incorporate key trends into client facing products- Created automated scripts for data extraction from internal database for weekly reporting to assess segment supply

Singapore

- Update daily credit ratings for approximately 65,000 exchange-listed firms in 121 economies using scientific methods- Monitor the Credit Risk Model output to ensure provisioning adequacy- Develop algorithm to compile data in prescribed formats and improve the efficiency of production

Singapore

- Achieved budget reduction of approximately 15% through system upgrades and reductions in travel expenditures- Formulated forecasting models to the departmental strategic and budgetary planning processes and communicated issues to the management team

Singapore

- Innovated numerous VBA macros and tools to facilitate data analysis and to identify anomalies, resulting in efficiency gain of 250 man-hours per year- Led the completion of the financial regulatory authority’s survey (i.e. Monetary Authority of Singapore) by specifying the data to be collected and the methodology to be used- Liaised with business, human resources and legal department to review documentation and ensure the bank’s compliance with regulatory requirements and reporting

Kuala Lumpur, Malaysia

- Successfully tracked, managed all project risks and issues and adjusted expectations to ensure deadlines are met- Participated in departmental strategic and budgetary planning processes

Master Of Science - Ms, Mathematics And Statistics

Bachelor Of Commerce - Bcom, Actuarial Science