Senior Consultant
Enterprise risk management: risk management framework, risk appetite framework, and procedures and process improvement□ Built an enterprise risk management framework for a trustee companyCredit risk: audited ECL models□ Audited ECL models of loans, prime service, and investment businesses of 5 enterprises including banks, securities companies, leasing companies and non-financial institutionsMarket risk: valuation and framework audit□ Valued defaulted assets of prime service and investment businesses for a large securities company□ Audited the market risk management framework of a city commercial bankLiquidity risk management: regulatory return validation□ Validated 4 liquidity risk regulatory returns for a large foreign bankOthers□ Participated in building up an anti-financial-fraud identification system for a large securities company□ Implemented the set-up of a risk CoE for a large foreign bank
