Manager, Treasury Risk at Crypto.com (2023-07 – 2026-07)
- Designed and implemented a greenfield Treasury Management System (TMS), streamlining end-to-end treasury workflows, automating reconciliations, and enabling real-time risk monitoring and decision-making for trading and operations.
- Established and continuously refined key risk indicators (KRIs) across liquidity, counterparty exposure, wallet and venue concentration, market risk, and settlement coverage; embedded into dashboards and automated alert frameworks to support proactive risk management.
- Built liquidity coverage monitoring across stablecoin and fiat books by consolidating on-chain wallets and exchange balances, providing clear time-bucketed coverage views and enabling more effective liquidity planning, including mint/redemption decisions.
- Automated recurring reporting workflows, significantly reducing manual effort and accelerating time-to-insight for treasury and risk decisions.
- Developed and implemented treasury risk policies and procedures, including regional safeguarding frameworks, strengthening governance and control standards.
Risk Manager (Interest Rate and Liquidity Risk) at Bank of China (Hong Kong) (2020-11 – 2023-06)
- Monitored banking book NII and EVE sensitivity under multiple rate scenarios, presenting stress testing outcomes to ALCO to inform balance sheet strategy and ensure HKMA IR-1 compliance.
- Developed and maintained IRRBB governance, policies, and control standards in line with HKMA IR-1 and Basel III requirements, strengthening the bank's market risk oversight framework.
- Refined behavioural assumptions for non-maturing deposits and embedded optionality to improve repricing gap analysis, sensitivity measurement, and scenario-based risk assessment.
- Produced daily balance sheet risk reports for senior management, covering bond and IRS PVBP, duration, credit spread, VaR, and maturity gap — providing data-driven insights to support proactive risk management.
- Partnered with internal audit and HKMA examiners to align reporting and governance practices with evolving regulatory expectations, improving the overall control environment.
Manager (Market Risk and Liquidity Modeling) at China Citic Bank International (2015-06 – 2020-11)
- Led the update of the bank's interest rate risk framework, coordinating with external advisers and internal stakeholders across treasury and risk.
- Ran regular stress tests for interest rate, liquidity, and capital planning exercises, feeding directly into ICAAP and internal risk committee discussions.
- Produced cash-flow projections and what-if analyses to support decisions on funding, investment, and product strategy.
- Reviewed and calibrated limits and key parameters based on observed market history and changing conditions.
- Prepared ALCO and Risk Committee materials, distilling complex data into actionable management summaries.
- Worked with the central treasury desk on balance sheet positioning to ensure risks remained within agreed appetite.
Assistant Manager (Asset and Liability Management Reporting) at China Construction Bank (Asia) (2014-09 – 2015-05)
- Conducted assets and liabilities analysis, identifying key issues to guide ALCO decisions.
- Monitor changes in balance sheet structure, forecasting their impact on net interest income (NII).
- Automated monitoring reports using VBA, reducing manual input and enhancing report accuracy.
Senior Officer (Market Risk / Asset and Liability Management) at ICBC (Asia) (2011-09 – 2014-09)
- Conducted assets and liabilities planning to support NII targets and financial structure alignment.
- Fully automated ALM reporting and developed tools for profit analysis, improving operational efficiency.
- Managed liquidity positions and short-term liquidity ratios through forecasting and monitoring.
