Liquidity Risk and Capital Credit Risk SME
08-2015 - 09-2017 Sales • Responsible for implementation of Liquidity Risk and Credit Risk reports and interface of Moody’s regulatory reporting system and internal MI
• Improved liquidity risk and credit risk reports through design and development of models and tests
• Led and managed data quality analysis and regulatory calculations, presenting multiples tactical and/or strategic solutions scenarios for cost benefit
• Liaised with multiple stakeholders e.g. Treasury, IT, BAs (UAT) and BAU team for decision making and to ensure attributes deliver requirements throughout the project until the final end state of the BAU reports
• Interpreted regulatory rules and advised on calculation and how to report certain products. Organising work group discussions to make reasonable assumptions of liquidity risk and credit risk rules when necessary
• Worked close with and building strong work relationships with technology, treasury, risk, legal, financial department and external vendors to ensure that liquidity risk and credit risk reports comply with regulations, reporting efficiency and integrity
• Production and analysis of regulatory reporting templates ensuring reporting numbers are in line with regulatory requirements and entities portfolio/balance sheet
• Owned and managed data quality and defects throughout tests lifecycles (BAU and UAT)
• Developed solutions and improved credit risk and liquidity risk report data gaps, processes and software defects
• Analysed liquidity risk and counterparty credit risk calculations and its attributes
• Created and documented business and functional specification requirements and test strategy plan
• Wrote test cases & scenario tests, regression testing (SQL), developing UAT and cycles testing plan
• Designed and built report models for UAT test efficiency and MI reporting
• Working on Data mining, data modeling, data sourcing, reference data and mapping tables
• Building target operating model (TOM) and documents for the project closure and training relevant business unit
• Writing documents for the project closure including data chart flows and training relevant business unit