Torres Lai Email & Phone Number

Hong Kong Sar

- Spearhead the integration of portfolio analytics into the bank's risk management frameworks and practices to support strategic objectives- Develop and maintain robust credit risk models covering both retail and non-retail portfolios, including PD, LGD, EAD, application and behavioral models- Foster strong partnership with key stakeholders including business (both retail and corporates), Finance and Credit teams to identify new model development needs and ensure ongoing applicability- Actively engage with regulators (e.g. HKMA and MAS) in regulatory model review, supervisory stress testing, climate risk stress test and other on-site reviews- Lead in climate analytics, including the delivery of HKMA climate stress test (short-term and long-term scenarios)- Oversee the IFRS 9 stage 1 and 2 Expected Credit Loss (ECL) estimation- Review and enhance the bank’s Risk Appetite Statement the associated credit Risk Appetite metrics

Hong Kong Sar

- Provided strategic leadership to the high-caliber wholesale portfolios analytics team spanning Hong Kong, Guangzhou and India, overseeing IFRS 9 ECL, Stress Testing, Climate Risk and Economic Capital analytics- Developed and maintained IFRS 9 and Stress Testing models and reviewed the ongoing model performance- Spearheaded climate risk analytics, including the delivery of HKMA and MAS climate stress tests, integration of climate risk into credit assessment, and ensuring regulatory compliance- Engaged with regulators (e.g. HKMA) on modeling-related discussions across IFRS 9, Stress Testing, Climate Risk and Economic Capital- Analyzed the results of regulatory and internal stress testing exercises, as well as IFRS 9 stage 1 and 2 Expected Credit Loss (ECL) estimations- Reviewed and challenged the bank’s Economic Capital model and results

Hong Kong

Hong Kong

Hong Kong

Master Of Philosophy, Statistics

Bachelor Of Science, Statistics, Mathematics