• In this client-facing role, qualified potential business opportunities at major Singapore and Regional banks and hedge funds for Trading and Valuation of OTC Derivatives, Structured Products, pre- and post-trade analytics and valuation adjustments; • On a day-to-day basis, conducted products' demos, lead sales workshops, Risk conferences, configured quality proofs-of-concepts, supported RFI/RFPs and provided client training

Practice lead for IBOR Transition and Market Risk in Singapore: • Led the IBOR (Interbank offered rates) Transition to Alternative Reference Rates (ARRs) practice in Singapore, including an overall programme management across departments, the legal contracts due diligence and remediation, technology transformation, and client outreach workstreams; • Defined Go-To-Market strategy, conducting Thought Leadership forums and study sessions for the clients on the risk trends and industry developments, transitioning to ARRs and value transfer; • Drove development of technology solutions for seamless migration to ARRs Organized and facilitated internal and external events, workshops, and webinars on IBOR transition e.g. with Bloomberg SIBOR, SORA and SOR - Navigating life after Libor | Bloomberg Professional Services • Uncleared Trades Margining, ISDA Standard Initial Margin Model (SIMM™):  Organized and lead a joint seminar for ~45 banks in Tokyo with a leading Risk Analytics provider and a global provider of integrated regulatory reporting and Collateral Management solutions – preparing the clients for the Phase V; • Created PoCs for the major Japanese banks for the OTC PTP and margining on blockchain to speed up an inefficient back-office settlement and cut the amount of collateral held up in global payment system;

An SME/Product Manager role to influence the sales and the product roadmap development by collecting feedback directly from clients, prospects and the market to drive the future direction and investment. Qualified opportunities and proposed potential solutions involving the customer’s existing technology, providing gap analysis, translating derivatives business needs into IT specifications • Supported prospects through all stages of product evaluations including creation and maintenance of the demonstration environments. Coordinated and responded to prospective clients' RFI/RFPs. Focused on advanced OTC derivatives pricing and risk management; • Lead the definition, prioritization and validation of requirements, pricing models implementation and design. Worked closely with the Scrum Master and Product Manager in conducting high level planning sessions for the Scrum Teams; • Conducted numerous client-facing presentations of live software for functional demonstrations; and in-depth Proof-of-Concept workshops for Banks and security companies in APAC – Australia, Korea, Japan, HK, Thailand, Malaysia, Indonesia, and Singapore. Typical sales opportunity value $3.5M.

Part of ANZ Global, one of Big Four in Australia, providing a broad range of banking and financial products and services to corporate and institutional clients, retail and small business. Staff: c.300+ Business Exec Manager, Structured Products - Global Markets Overall responsibility for delivery of Structured Products (SP) - FX and Equities and EQ Indices-linked to HNWI via the Private Bank Summary * Led BA and implementation of new products in the SP platform, improved transaction efficiency/accuracy, assessed market risk considerations and brought intellectual rigor to processes and solutions; Revenue Growth and Business Development * Diversified SP offered in EM Asia (quanto, digitals, KIKO, one touch etc), broadening the prospective client base and improving competitiveness in a growth market; * Increased the SP desk revenue by 442%; resulting in SP desk being $3m business for the Bank in Asia. Operational and Technical * Worked closely with the Sales and RM at Private Bank to derive functional requirements, document, discuss with the Traders and Quants, and facilitate the change in the Structured Products (SP) platform; * Successfully devised and led implementation of change and delivery projects, including the business critical pricing and booking platform for SP in Japan, Indonesia, China, Vietnam and Philippines; * Implemented STP (Straight-Through Processing) for all booked structured products into Murex, improving efficiency and creating a scalable model for a future eCommerce solution; Stakeholder Relationship Management * Established excellent working relationships with regional and global colleagues including traders and back office/support staff; * Leveraged relationships with external groups including Relationship Managers in Private Banks to understand and translate market opportunities into niche products. Regularly presented new product scenarios to the global New Product Committee; Interpersonal and Managerial Attributes * Successfully managed cross-functional, virtual teams to achieve coordinated delivery of business goals; * Experienced in handling multiple, conflicting priorities within a high pressure environment; ;

Subsidiary of the investment banking arm of Germany's Dresdner Bank AG. Staff: c.330. Responsible for analysis, specification and project management of strategic systems initiatives, specifically equities trading and position keeping platforms. * Designed and implemented projects for Front and Back Office at Equity Capital Markets and FICC. Harnessed input from users, customers and technology teams to define solutions; oversaw build and execution phases; * Created functional specifications for major projects including Index Arbitrage Enhancements, Basket Trading Enhancement, ETF Processing, Yield Curve Publishing, P&L simulation on SQ days, and Cobra (Operations Processing Module) implementation; * Improved functionality of numerous systems including Imagine (Global Equity and Equity Derivatives Trading and Position Keeping system), FOX (Fusion Order eXecution) system, Asian Index Arbitrage, Genesis and Kondor+ (now Misys'), Cobra, ImagineXL, SwapsWire, CAT (FX trading system) and I/O ServiceClient; * Supported business objectives and vision by realigning technology. Rebuilding business relationships and stabilizing unreliable production environments. Managed relationships with vendors, ensuring best prices and full range of services. ;

Staff: c.250. Product manager for FO treasury systems (SunGard's Quantum and QRisk) providing fully integrated risk, accounting and cash management capabilities and full pricing models on all commonly traded instruments. * Led an IR swaps netting project with TriOptima on an early trade termination service, reducing the bank's portfolio of existing swaps and liberating credit lines

* Successfully delivered project which assessed and mitigated operational risk in production environment globally.

UBS, Stamford CT, USA; UBS Warburg, Tokyo, Japan - Systems Analyst 1999 - 2003 * Supported the Global Risk Management system (Geronimo) for the multi$bn derivatives trading desk with 35 traders in Tokyo and 300 internationally; * Managed and supported middle-tier applications for portfolio trading and for routing from UBS' client infrastructure via FIX protocol to allocations, P&L and settlement systems. Worked with the NYFIX floor product suite, OPERA (Portfolio Trading), and OASYS (Omgeo's post-trade matching) systems; * Achieved improved efficiency through systems development and re-engineering, including automation of market risk and data feeds, and implementation of global pricing and risk management models.

Physics Department, Nonlinear Optics and Quantum Electronics

物性研究所, PhD

YALE University, https://www.coursera.org/account/accomplishments/certificate/H4YJT3CURHVY