Philip, Tham Email & Phone Number

New York, New York, Us

Grand Cayman, Cayman Islands, Ky

• Managed global risk team to monitor daily market risk profile, limits, performance and risk adjusted returns for traders, portfolio managers, family offices and institutional investors• Quantified market risk, credit risk, counterparty, regulatory risk for clients - "greek" sensitivities like delta, vega, Value At Risk(VAR), Expected Shortfall, stress testing, what-if scenario analysis, liquidity, collateral• Developed performance analytics on portfolio returns including TWRR, IRR, performance attribution like Brinson, asset allocation targets, benchmarking, barra factor and style analysis, drawdown, portfolio change explanations• Established an analytics platform and a global valuations policy framework and best practice standards and guidelines for price risk control and valuations for over 1 Trillion USD in assets under management. Worked with 15+ global offices to document and implement process changes, policies and procedures, chaired regular status meetings with stakeholders. • Subject matter expert in price risk, risk analytics and investment operations for capital markets. Securities covered included equity, fixed income, derivatives including option products, credit derivatives• Successfully managed project for regulatory filings such as Basel III and kept abreast of latest trends in market and credit risk including SA-CCR, CVA, FRTB, CCAR and LIBOR migration• Spearheaded the migration to AWS-based portfolio risk management system, introduced a risk datawarehouse and QlikSense business intelligence dashboards on top of a risk datawarehouse, following agile IT development cycle

• Managed a global team of risk professionals for an interest rate swaps market maker. Oversaw the integration of the merger with DKB Financial Markets• Chaired the weekly Risk Management Committee, monitoring the daily risk profile of the firms' traders• Directed and enhanced the proprietary risk management system through the full IT life cycle of Dev, QA, UAT, PROD• Produced a comprehensive set of reports to monitor all aspects of market risk including VAR, Stress Testing, Scenario Analysis, Performance and P&L attributions• Model validation of in-house models for complex interest rate derivatives including interest rate swaps and options• Liaised with Federal Regulators, Auditors and Compliance Officers• Monitored counterparty credit risk and credit lines

Bachelor'S Degree

Doctor Of Philosophy - Phd