CJ P.

• Over 20 years of experience in bank risk oversight, governance, policy setting, procedure/process development, regulation compliance and on-going relationship management • Proven records in managing large scale projects across multiple functions and departments; effective communication skills to various audiences over complex, technical issues • Practical, versatile and adaptable; able to react quickly and work effectively under pressure; comfortable in presenting different opinions, while maintaining a high degree of professionalism • Comprehensive knowledge in regulatory requirements, including Basel and US Finals Rule, SR 11-7 and CCAR/DFAST, and Enhanced Prudential Standards (Regulation YY) • Extensive hands-on model development and validation experience in o Asset liability management (NII, EVE), banking book interest rate risk and liquidity risk management; o Rate, equity and FX derivative pricing; counterparty credit exposure, XVA, market risk VaR and capital calculation o Mortgage secondary market interest rate management, best execution, and MSR static and OAS valuation.