Tin Long Ho

Background

About Tin Long Ho

A self-driven and initiative-taking individual with management and quantitative experience in the banking (credit risk), collection, consulting, and insurance industry. Special eye for finance skill sets and quantitative modeling and gifted with immaculate critical thinking skills. Experienced in explaining and communication of quantitative models to different levels of stakeholders.I have the following banking experience:1. Develop IRB models for mortgage portfolios a. Include PD, LGD and EAD models b. To meet APS 113 A-IRB requirements c. Response and answer the questions from the validation team and APRA2. Develop and enhance the monitoring process of IRB models a. Present in various local and global committees b. Corporate with the head office to align the monitoring requirements c. Automate the monitoring process of PD, LGD and EAD models3. Develop the Early Warning System (EWS) for retail portfolios a. EWS is the model to early detect clients who are high risks in facing financial constraints b. Data include the internal credit data, transaction data and bureau data4. Assessment rate model development using stochastic simulation I have also gained the following experience in professional services:1. Acting lead of the credit risk modelling team (there are 4 analysts in the team) – business development, engaging clients, project delivery, quality assurance, maintain client relationships and people management2. Credit risk models (IFRS9) – build PD, LGD, EAD and macroeconomic overlays in R.3. Data visualization – build PowerBI and Tableau dashboard.4. People management – manage four analysts in the team – including workload management and career development.As a Ph.D. graduate, I have:1. Received UNSW Scientia Ph.D. Scholarship2. Research interest in: a. Retirement income using housing wealth b. Reverse mortgage c. Long-term care insurance d. Home reversion scheme