Experienced Risk Modeler with a comprehensive background in Basel and IFRS risk quantification, regulatory reporting, and credit risk modelling. Over the years, I've had the privilege of serving in prominent roles at DBS Bank Limited and OCBC Bank Limited, where I spearheaded various modeling initiatives, ensured regulatory compliance, and provided strategic insights. With a deep understanding of data analytics tools like SAS, Python, and SQL, I've successfully designed and implemented credit scorecards, MIS reports, and data warehouses for renowned banks and institutions.
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Vice President, Ifrs9 & Stress Test Modelling, Group Portfolio Analytics, Risk Management GroupDbs Bank Sep 2021 - May 2022Singapore, Singapore- Developed IFRS9 model framework (PD/LGD/EAD) for products under Standardized-IRB Approach.- Facilitated implementation of the IFRS9 calculation engine platform migration. -
Assistant Vice President, Risk Portfolio Management, Credit Risk Modelling, Group Risk ManagementOcbc Mar 2017 - Sep 2021Singapore, Singapore- Developed Advanced-IRB model suites (PD/LGD/EAD) for HK Commercial Property Loans and HK Unsecured Personal Loans. - Facilitated Q&A and gap closures from regulators in both SG and HK on IRB applications for OCBCWH retail portfolios, leading MAS approval for IRB adaptation on first batch of model suites. - Timely regulatory model reviews for OCBCWH retail portfolios. - Instrumental in building HK local Credit Risk Modelling team. - Champion application scorecard implementations and UAT with HK Credit Risk Management team, HK IT team and TransUnion HK. - Supported senior management with ad-hoc analysis for strategic decision making. -
Manager, Risk Management DivisionOcbc Wing Hang Apr 2011 - Feb 2017Hong Kong, Hong Kong Sar- Developed IRB application and behavioral scorecards for HK Auto Loans in collaboration with OCBC SG RPM Credit Risk Modeling. - (Prior acquisition by OCBC) Developed IRB application and behavioral scorecards for retail products, including personal loans, credit cards, private and commercial vehicle loans, mortgage loans for China, Macau and Hong Kong. - Designed and implemented MIS reports for bank-wide overview of retail portfolio. - Supported senior management with ad-hoc analysis for strategic decision making. - Liaised with frontline departments and IT for enhancements of data warehouse and uphold of data quality. -
Principal ConsultantFp Consulting Dec 2010 - Mar 2011Hong Kong, Hong Kong Sar- Leaded a SAS data warehouse revamp project for a government department as a contractor of SAS Institute Ltd, with focus on speed and management process.
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Senior ConsultantSas Dec 2005 - Oct 2010Hong Kong, Hong Kong Sar- Developed and implemented credit scorecards and MIS reports for banks' credit risk departments, using SAS Enterprise Miner, OLAP and other reporting tools as part of the SAS 9 BI Platform. - Analyzed ETL and MIS code for Octopus - a leading contactless stored value card provider, and CableTV - a pay TV provider. - Designed and implemented data warehouses and MIS reports for Banks and Government. - Delivered SAS courses for the company as course instructor. -
Member Of Professional Staff (Wireless Access)Astri - Hong Kong Applied Science And Technology Research Institute Jan 2005 - Dec 2005Hong Kong, Hong Kong Sar- Designed and analyzed project deployments, provided backend support to recognized clients including UTStarcom and TechEdge. -
Presales EngineerSinocdn Limited Jul 2003 - Sep 2004Hong Kong, Hong Kong Sar- Secured major accounts SoNet Japan and compiled business plan for clients, analyzing trade-offs and benefits of different projects.
Frankie Ki Man Po Education Details
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Information Technology -
Financial Services -
Computer Engineering
Frequently Asked Questions about Frankie Ki Man Po
What is Frankie Ki Man Po's role at the current company?
Frankie Ki Man Po's current role is Seasoned Risk Modeler with Global Exposure | Expert in Basel, IFRS & Data Analytics | Bridging Technical Proficiency with Cross-Cultural Agility.
What schools did Frankie Ki Man Po attend?
Frankie Ki Man Po attended The Hong Kong University Of Science And Technology, Centennial College, The Hong Kong University Of Science And Technology.
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