Gary Ngo Email & Phone Number

Sydney, Nsw, Au

Responsible for managing a data analytics team of 4 in the Bank of England, which delivers banking industry analysis, develops strategy for the front-line supervision department and engages on policy issues within the banking industry.Background is primarily on credit risk with a background as a credit risk specialist and stress-testing analyst. However, as part of this dynamic role, we bring data to several fronts, from the more traditional regulatory data areas of credit and capital, to areas with limited information such as governance issues and Fintech. We use a range of analytical and data visualisation tools such as Tableau, R and Matlab to present effective analysis to a wide audiences, Stakeholders range from working with outside organisations such as Treasury, or supporting the executive management team in cutting through topical policy issues and presenting recommendations.

London, United Kingdom

I joined the Technical Analysis and Specialist Support team. We were responsible for delivering quantitative models, stress-testing, data-analysis and engaging on policy issues throughout the Bank of England.Responsibilities & Achievements:- As part of the capital assessment process, I produced impairment loss forecasts through quantitative modelling and assessed stress-testing methodologies used by the UK banks. My findings were used to: - assess risk capabilities and capital levels in firms; - make recommendations and enhancements to firms on their stress-testing methodologies; - broaden stress-testing and quantitative knowledge in the organisation.- I developed and delivered a model to forecast UK banks net interest income under different interest rate scenarios. Results from this model was used by the Monetary Policy Committee to consider the impact of their interest rate decisions.- I consistently produced analysis across different banking risk themes or policy issues in the UK banking industry. My analysis was centred on visualising big data-sets in Tableau or Excel, making this meaningful to the business, identifying key messages and answer questions. This lead to enhanced management decisions and improvements in risk assessment capabilities in the Bank of England.

Sydney, Australia

Dual responsibility of providing banking-wide analysis to the organization and facilitating Quantitative Impact Studies with the Basel Committee on Banking Supervision and major Australian banks. Also involved in several projects across the organisation, covering different risk areas in banking.- Developed dashboards and interactive tools to enhance use of analysis in the organisation and assist management in assessing/identifying emerging risks; - Produced reports and analysis papers, such as on Australian banks' economic capital models, ICAAPs, international credit rating comparison etc;- Facilitated Basel III and Globally Systemically Important Banks Quantitative Impact Studies with the Basel Committee on Banking Supervision and major Australian banks; - Experience in risk modeling in quantitative market and operational risk teams. This included assessing major banks' VaR methodologies and implementing an operational risk model in R;- Developed in-house stress test tool for smaller Australian banks; - Financial Services Council Deloitte Future Leaders Award 2011 research paper on "The Impact of Multiple Trading Platforms"; and- Prudential supervision support for Genworth Lenders Mortgage Insurance.

University Of New South Wales

Statistical analysis for the linguistics research exploring the settlement and language issues in the Sudanese refugee community in Australia. - Comprehensive data management- Statistical analysis on linguistics data through SPSS

Bachelor Of Commerce/Science (Bcom/Sc), Actuarial Science, Mathematics And Statistics, Distinction

Activities and Societies: Education officer Red Cross Society Committee (2010),Graduated with 1st class Honours in Mathematics.

Education record