
Director, Financial Risk Management, PricewaterhouseCoopers
Thailand

Director, Financial Risk Management, PricewaterhouseCoopers
Thailand
Consulting to financial services sector in areas of:
- risk based capital management
- Basel II
- asset / liability management
- treasury management
- risk modelling
- risk IT
- risk governace frameworks
Asset liability management
Interest rate risk in banking book
Regulatory requirements for Basel II
Capital Management
(Partnership; 10,001 or more employees; Financial Services industry)
March 2007 — Present (2 years 9 months)
Consulting in areas of:
- risk based capital management
- Basel II
- asset / liability management
- treasury management
- risk models
- risk IT
- risk governance frameworks
(Public Company; 10,001 or more employees; NAB; Banking industry)
December 2005 — January 2007 (1 year 2 months)
(Public Company; 10,001 or more employees; NAB; Banking industry)
June 2003 — November 2005 (2 years 6 months)
Interest rate Risk in Banking Book (IRRBB)
Capital Management
Basel II gap identification, business case, system and process design, system evaluation
Board education
Stakeholder management, project board representation and regulatory interaction.
(Public Company; 10,001 or more employees; NAB; Banking industry)
1999 — 2003 (4 years )
Maintain asset / liability practices and procedures for the National at the forefront of global market place
Responsibility for Group Balance Sheet Management Policy framework for global banking operations
Oversee the balance sheet operations of the Group’s activities and ensure policy compliance.
(Public Company; 1001-5000 employees; Financial Services industry)
1994 — 1999 (5 years )
Coordinate asset/liability management activities
Assist with company net interest income forecasting and margin management
Lead department profitability reporting and analysis
Manage funds transfer pricing system
Provide technical guidance on interest rate and economic directions
(Public Company; 10,001 or more employees; Financial Services industry)
1990 — 1994 (4 years )
Asset/liability management of Australia, New Zealand and Taiwan portfolios
Manage interest rate swaps portfolio and recommend hedging strategy
Funds transfer pricing
Balance sheet modelling
Graduate Diploma , Applied Finance and Investment , 1991 — 1994
Economics , 1987 — 1989
Fellow, Finance and Treasury Association of Australia,
Fellow, Financial Services Institute of Australasia (Finsia)