Basel IV– Implementation (Ongoing), Jun 2016 – Till Date, Solution Design Manager, Basel IV changes the calculation of risk-weighted assets (RWA) which will have a significant impact on business models and forces banks to rethink their capital allocation strategies. Scope: Implementation of Basel4 for Singapore (MAS637), Implementation of Basel4 Implementation for Hong Kong (HKMA), Implementation of Basel4 Implementation for PRA (Prudential Regulatory Authority). Basel4 functionalities include... CRR2 -Phase2, Jan 2021– Dec 2021, Solution Design Manager, Scope: SA-CCR Implementation for Group (PRA) Reporting, CRR2 CCP implementation for Group (PRA), MAS and Germany Reporting, CRR2 Equity Investment Funds (EIF) Implementation for Group (PRA) and Germany Reporting. Roles and Responsibilities: Managed end-to-end implementation of the CRR2 Projects for PRA Reporting, Creating Functional requirement documents based on the business requirement basis of the CRR2 regulation, Creation and Design solutions for the implementation of SA-CCR requirements... RAY 7.1 UPGRADE Project, Jan 2020– Dec 2020, Solution Design Manager, Scope: To migrate the BCRS projects from the existing Ray 4.1 platform to Ray 7.1, To implement Regulatory requirements that are not available on the existing version (e.g., leverage ratios, Revised securitization framework, to comply Basle4 guidelines, countercyclical buffer & SA CCR), To improve the current design of BCRS to reduce RWA calculation time and to support regulatory requirements to allow business stakeholders to perform their business analysis. RWA Accuracy Project... SG AIRB Model Implementation, Dec 2017–Dec 2018, Senior Business Analyst, Scope: The National Discretion (“ND”) of SCB Singapore Limited (“SCBSL”) is currently set on a Standardized Approach (“SA”) in RAY for regulatory capital calculation & reporting. SCBSL intends to adopt the Advanced Internal Ratings Based Approach (“A-IRBA”) for selective modelling portfolios upon approval from the Monetary Authority of Singapore (“MAS”). CIC LGD Model, Feb 2017– Nov 2017, Solution Design Manager, Scope: As part of the RWA Accuracy project, several changes were implemented based on regulatory asks and the bank’s internal opinion. The main objective of this project was to optimize RWA, reduce the number of manual adjustments passed in BAU, and Report accurate RWA numbers. Margin Reform Project, Nov 2016– Jan 2017, Senior Business Analyst, Scope: There is a requirement from WGMR (“Working Group for Margin Reform”) to source Marginal exposures and their corresponding Collateral into BCRS for OTC un-cleared derivatives. The EAD and RWA should also be calculated for the Margins posted from the upstream. Risk Authority Upgrade (RAY), June’16– Dec’16, Senior Business Analyst, Scope: To migrate BCRS from the existing FERMAT platform to the Risk Authority platform and to address software obsolescence, To refresh existing BCRS infrastructure and to address hardware obsolescence, To implement a current and scalable infrastructure that allows the bank to meet new and future regulatory requirements that are not available on the existing legacy platform (e.g., leverage ratios, countercyclical buffer, SA CCR), To improve the current design of BCRS to reduce RWA calculation time to support regulatory requirements and to allow business stakeholders to perform their business analysis Release Support in Fermat/RAY, Jan 2012 – June’16, Project Lead, Scope: There will be a quarterly release in Fermat/RAY. Changes will be coded, and unit tested by the Risk change team sitting in Singapore. Project Ark – Hong Kong (SCB), Mar 2010–Jan2012, Senior Business Analyst, Scope: Project Ark is to implement the AIRB Model to SME portfolios inside Basel II calculation and count towards the targeted 90% coverage that the bank has set. The scope can be summarised as: De-coupling WB & SME exposures, Regulatory reporting, MIS, analytics, and capital management Economic Capital – Risk Frontier (SCB), Feb 2009 – Mar 2010, Senior Analyst, Scope: Risk Frontier is to develop the system functionality and processes required for calculating the Economic Capital of portfolios. The scope can be summarised as: Portfolio risk and return, Contribution of individual assets to portfolio risk and capital, Economic capital requirements for the entire portfolio and its allocation to individual assets in the portfolio.