Steve Foo Email & Phone Number

Devise and implement firm wide and risk specific stress testing framework to estimate the potential vulnerability to the bank profitability and capital adequacy.Conduct regular validation and back testing for value-at-risk model and other risk sensitivities (e.g.option Greeks, PVBP) to evaluate their effectiveness of risk measurement.Assist in drafting proposals in relation to ad-hoc risk limits review or treasury business analysis for management review.Keep abreast of the latest development of the bank supervisory requirement and develop a risk monitoring framework for compliance . For example , CVA model, independent price verification for financial instruments.Conduct option pricing model validation and UAT for new treasury system specifically for FX derivatives.Review the risk categorization form for treasury products before newly launched for business.Regulatory reporting for market risk return and off -balance exposures.