
Global Financial Services - Risk Management at Ernst & Young
Thailand

Global Financial Services - Risk Management at Ernst & Young
Thailand
Certified Financial Risk Manager (FRM) focused on credit risk management of commercial bank, including credit portfolio management, credit derivatives, and Basel II accord compliance.
financial risk management, active portfolio management, Basel II, information visualization,
(Partnership; Accounting industry)
May 2008 — Present (1 year 3 months)
Helping financial institutions manage risks and improve operation. Banking accounts coordination, project management, advisory business development and providing risk management subject matter expertise.
Responsibilities of the practice include credit, market and operational risk management; Basel II; economic capital and RAPM; enterprise risk management; regulatory and compliance risk; and quantitative advisory.
(Banking industry)
2007 — April 2008 (1 year)
— Credit portfolio strategy team leader. Works include credit portfolio analysis, Portfolio loss modeling, incremental credit VaR, risk concentration, portfolio strategy
— Developed risk-adjusted portfolio performance metric and represent portfolio management in risk pricing project for credit products.
— Supervised and engaged a corporate credit risk model development project through a complete cycle, including model selection & structuring, benchmarking, model development, validation (quantitative & qualitative), and model calibration
— Reviewed credit risk limits, credit policy, and credit processes
— Conducted internal review of Basel II risk calculation engine, focusing on retail and residential mortgage risk-weighted asset
— Investigate and recommend financial instruments and derivatives suitable for risk adjustment and portfolio re-balancing, including loan securitization
(Privately Held; Electrical/Electronic Manufacturing industry)
2005 — 2007 (2 years)
— Transferred a laser manufacturing operation from North America to Thailand and brought up to high volume production. Project's quarterly revenue had grown to exceed $10M, with per-headcount revenue increasing by more than 50%.
— Coordinate a dynamic, cross-cultural team of 50 engineers in United States, Malaysia, and Thailand.
— Lead local engineering support of attaining and maintaining international certiication of product reliability (Telcordia GR-468-CORE) and operation quality system (IS0 9002 and TS 16949).
(Educational Institution; 1001-5000 employees; Research industry)
2001 — 2005 (4 years)
— Design, modelling, and fabrication of photonics integrated circuit. Authored 12 peer-reviewed journal articles and technical conference papers and reviewed technical article for IEEE Photonics Technology Letters.
— Co-founded Singapore chapter of the Optical Society of America (OSA).
MSc , Applied Optics and Photonics
BSc , Physics
risk management, quantitative finance, enterprise software
Global Association of Risk Professionals,
Professional Risk Managers' International Association,
Panel Speaker – New Dimensions of Thai Scientists, Mahidol University 2006,
Panel Judge – Thammasat Undergraduate Business Challenge 2008