Risk Asean 2023 agenda

Roongthip is the Managing Director of United Overseas Bank (Thai) Public Company Limited (“UOBT”).

As a Head of Credit & Risk Management, her responsibilities include overseeing and providing supervision to credit approval and risk management functions of the bank covering Credit Risk, Market and Balance Sheet Risk, Operational Risk and Asset Management. She has more than 25 years of experiences in this field and is a champion of new initiatives rollout within the bank including IRB implementation, stress test, ESG guidelines, risk culture, etc.

Steven Low is a Risk Practitioner with Digital experience focusing on Big Data Analytics in Banking covering GRC initiatives and business target operating models for fintechs and digital banking. Currently he is the CRO for Prince Bank Cambodia, formerly serve as the Managing Partner for a Big Data Analytics company, Alpha Zetta Malaysia. He previously served as the Chief Risk Officer and Head Risk Management for a Consumer Bank covering both Retail and Business Banking in Maybank, one of the leading bank in Malaysia. He was also the CRO for Wavemoney Yangon, Affin Bank and Bangkok Bank Malaysia.

 His enterprise wide experience covers all aspect of credit, market and operational risk including fraud management and reputational risk. His experience working on big data analytics and fintech initiatives in ASEAN and Australia Volt Bank has enable him to provide insights and practical executable viable business models in accordance to the business capabilities and ecosystem that it operates in. His design thinking ability has enable sustainable business models to sail through this challenging period where business are able to leverage on risk and compliance for competitive advantage. He also have vast experience in building workflow models such as Business Front End Systems / Loan Origination System and making sure that the data are integrated and being used across all business and support function across the organization.

 Prior to this Steven gained 22+ years experience in audit, credit management (including Corporate Banking) and business in both local and overseas financial institutions including Standard Chartered Bank, Maybank, Wavemoney Yangon, RHB, Affin Bank, Bangkok Bank, An Binh Bank (Vietnam), EON Bank and Orix Leasing. He has traveled extensively to countries like Singapore, Mongolia, Vietnam, Myanmar, Cambodia, Indonesia, Thailand and Europe to work on various projects and engagement with stakeholders on risk & compliance and big data analytics projects.

Amar has accumulated more than 17 years of experience in risk management covering Credit risk, Market risk, Liquidity risk etc through his tenure with Credit Suisse and HSBC banks. Prior to joining Wolters Kluwer, Amar was a consultant and project manager at Moody’s Analytics.

His experience working with banks was instrumental in the successful implementation of Basel 3 and reform for credit risk, large exposure, leverage ratio, market risk, LCR, NSFR, regulatory reporting for Pillar 1 and Pillar 3 disclosure, etc for European and Asian banks.

Anuj Gupta is the Country Credit Head and oversees risk management for consumer and business banking products in Standard Chartered Bank, Malaysia. He has over 25 years of well-rounded functional experience in credit risk, collections, fraud risk, operational risk, product management and sales across various consumer and business banking products. His experience spans over markets of diverse economic and operational complexity. He has keen understanding of data and digital and how to leverage the same in business models to optimize business profitability.

Terisa Roberts is the global solution lead for risk modelling and decisioning at SAS, and has two decades of experience in quantitative risk management and advanced analytics. She has helped companies in financial services, telecommunications, government, energy and retail derive business value and make better decisions using risk analytics. Roberts has experience in regulatory compliance, IFRS 9, BCBS 239, model risk management and enterprise stress-testing. She advises banks and regulators on industry best practices in artificial intelligence (AI), automation and digitalisation related to risk modelling and decisioning, and in the responsible use of AI and machine learning. Roberts regularly speaks at international risk conferences on innovation in risk management.

John Foulley joined Oracle Financial Services Global Business Unit in April 2012 and manages the Sales Consulting team for Financial Services Analytics which includes Finance Transformation, Risk Management, Performance Management and Customer Insight in the Middle-East, Africa, Japan and Asia-Pacific for Banks and Insurance Companies.

With more than 25 years of experience in the field of Risk Management, John has worked with many technology companies and vendors in all issues pertaining to Risk; Market, Credit, Operational, Liquidity and Asset-Liability Management, Fraud Management, Compliance, Basel II, III and IV as well as Financial Reporting initiatives such as IFRS 9 and IFRS 17. Prior to joining Oracle, John was head of the Asia-Pacific Risk Management Practice for SAS. He has also worked for SunGard Front Capital System, Misys Risk Management and Reuters as well as Securities firm (Boscher & Fimat) and Credit Lyonnais.

In his role, John has participated and advised many banks and insurance companies in diverse geography, from the United Kingdom to Hong Kong, Philippines to Malaysia. He is a regular speaker in industry forums and has presented at many industry events including the Asian Banker Summit, GARP, PRMIA, Hong Kong Institute of Bankers, and Financial Times Enterprise Risk Management Series. He has been interviewed by numerous professional publications and newspapers and appeared on Channel News Asia.

In his role, John is responsible for thought leadership in the space of Analytics, enablement of the Oracle FSA team, competitive intelligence and strategy and support of on-going customer opportunities. John obtained a Master in Finance from ESC-Nice Ceram in France (now SKEMA) and has been living in Singapore for more than 20 years.

Dr. Naruetep, a senior vice president in risk management at Bangkok Bank, holds undergraduate and doctorate degrees from UK universities. He brings extensive expertise in implementing Basel credit RWA projects encompassing SA, F-IRB, and A-IRB. Before joining Bangkok Bank in May 2006, he served as an engineering officer in the Royal Thai Navy.

Su is a Partner in our financial risk management advisory practice. She has more than 10 years’ experience in risk and capital management including credit risk modelling (PD, LGD and EAD for both Basel and IFRS 9 requirement) capital calculation, asset and liability management and complex financial instrument valuation.

She has worked with various financial institutions in Thailand and Singapore. Su also has experience in independent review of risk management framework including governance policies, procedures, risk measurement methodologies, model validation and model risk management framework. She also involved in several system implementation projects related to financial risk management.

Ms. Hanh Le is a sustainability leader and an entrepreneur. She founded Empacte, a sustainability advisory firm, headquartered in Singapore. Hanh has worked with governments, financial institutions and businesses in Europe and Asia-Pacific on sustainability her entire career. While born and raised in Vietnam, Hanh’s sustainability journey began in New Zealand where she was appointed as an advisor to the Minister of Energy. Hanh has also served as a climate advisor for the United Nations and provided leadership at global think-tanks to accelerate green investments and energy transition.  Hanh’s work has been seen as transformational. She created a national green bond support program which was instrumental to the first issuance of a local currency green bond in Vietnam and helped develop a local sustainable finance ecosystem. Strongly believing in the role of finance in driving the transition, Hanh has been actively involved in promoting innovative sustainable financial instruments at regional and national levels. She co-authored “Green Bonds Make More Cents?” and “Emissions Trading Schemes and Their Linking: Challenges and Opportunities in Asia and the Pacific”. 

Skills: Sustainability · Programming · Forecasting · Risk Analytics · Financial Risk Management · Machine Learning · R (Programming Language) · Financial Modeling · Quantitative Analytics · Finance · SAS (Software) · Statistical Modeling · Analytical Skills

Marla drives the execution of the BDO Sustainability Framework and Strategies with oversight on policy formulations and programs implementation across the BDO Group. She produces the annual BDO Sustainability Report and works closely with business groups and subsidiaries as subject matter expert and advisor, to ensure the Bank’s alignment of its policies and practices with global standards, regulations, and guidelines on sustainability reporting. She collaborates with external partners on strategic projects that advance positive environmental and social impact in support of the UN Sustainable Development Goals. She is also responsible for communicating sustainability initiatives to internal and external stakeholders, and represents BDO in external speaking engagements and forums.

Before joining BDO, Marla was the Global Diversity & Inclusion Lead for news and information services provider Thomson Reuters, where she spent 11 years leading the execution of global strategies in diversity and inclusion, social impact, corporate responsibility, and corporate communications first in Asia, then globally. Previously, she held senior corporate communication roles at tech firm Intel Corporation for its Asia operations for 8 years; food and beverage group San Miguel Corporation for 4 years; and architecture, engineering and construction company Environments Global. She started her career at public relations firm Orendain & Associates where she designed communication campaigns for multinational banks, pharmaceutical companies, and non-government organizations for 6 years.

Marla is an experienced international speaker on gender, diversity, and inclusion, and a certified facilitator of the Google #IamRemarkable workshop for women. She is a founding member of the Women Inter-industry Network (WIN) and former Board member of the International Association of Business Communicators or IABC Philippines. She took up BA Communication with a major in Journalism at the University of the Philippines in Diliman.

Add is a financial risk manager with a decade-long experience in the financial services industry in the US before moving back to Thailand in 2020. Add is currently the head of consumer credit risk model development & technology at Krungsri.

Prior to Krungsri, Add was the director of quantitative risk management at Mnementh Analytics, a fintech startup, building a CECL software solution (Janus) and provided model development advisory services to one of the largest monoline credit card providers in the US among others. Add also has working experience from community banks, regional banks, and a global bank. Preceeding a banking career, Add was in market risk analytics at SS&C GlobeOp, a Long-Term Capital Management legacy, supporting chief risk officers from large hedge funds clients.

Add holds two master’s degrees in operations research and statistics from the H.Milton Stewart School of Industrial and Systems Engineering (“ISyE”) at Georgia Institute of Technology and an undergraduate degree in economics from Thammasat University.

Akkarapol Sa-ngasoongsong is Head of Model Risk Management Division at Siam Commercial Bank (SCB), Thailand. Prior to joining SCB, Akkarapol worked for Citibank, US where he held multiple roles in Risk function including senior modeling manager for regulatory risk model development (CCAR and Stress testing), and model validation manager in model risk management division. In his current role, Akkarapol is leading model risk management division and responsible for establishing and setting up model governance/model risk management framework for entire model landscape of SCB.
Akkarapol holds a Ph.D. in Industrial Engineering, M.S. in Agricultural Economics from Oklahoma State University.

Naeem Siddiqi is the author of Credit Risk Scorecards : Developing and Implementing Intelligent Credit Scoring, (Wiley and Sons, New York, 2005), Intelligent Credit Scoring : Building and Implementing Better Credit Risk Scorecards (Wiley and Sons, 2017), and various papers on credit risk topics.

Naeem meets with senior executives and decision makers from between 40-50 lenders globally each year, and provides strategic advice to them on areas such as the development and validation of credit scoring models, climate change risk, infrastructure planning for analytics, and retail credit risk strategy. He has also trained hundreds of bankers in over 25 countries on the art and science of credit scorecard development, and helps credit risk analysts develop better scorecards.

Naeem has an Honours Bachelor of Engineering from Imperial College of Science, Technology and Medicine at the University of London, and an MBA from the Schulich School of Business at York University in Toronto.

Mr.Sanphet Sukhapesna is currently the First Senior Vice President at Kasikornbank. His current responsibilities include establishing risk appetite statement/metric and risk limit as well as risk policies with the integration with strategic/business planning, and capital planning processes. He has been responsible for developing innovative transmission-mechanism analytics for scenario analytics/stress testing to better assess impact from unconventional systemic shock including recent pandemic crisis.  In addition, he has played crucial roles in developing innovative credit risk analytics and transforming end-to-end credit processes corresponding to customers increasingly relying on digital/mobile platforms. He is also responsible for preparing the bank’s readiness for new regulatory landscape including IFRS9 and the revision of Basel III.

Sanphet holds a Ph.D. in Industrial and Operations Engineering (Operations Research), M.S. in Financial Engineering, M.A. in Applied Economics from the University of Michigan, and M.Eng in Operations Research and Industrial Engineering from Cornell University.

Wong Yuen was appointed as the Head of Country Sustainability Office in January 2023 to execute and operationalize UOB Thailand’s sustainability strategy while aligning to UOB Group’s long-term plans and vision. Wong Yuen has over 13 years of Wholesale Banking experience with UOB Group in various roles as a Credit Analyst, Relationship Manager and Treasury Sales Specialist. Since 2020, Wong Yuen joined UOB Thailand as the Head of Global Business Development and China Business where he is responsible for growing the regional cross border activity within UOB franchise and to grow the Foreign Direct Investments from Chinese Corporates to Thailand.

Prior to joining UOB, Wong Yuen was an investment consultant specializing in Agriculture at a boutique firm in Australia. He holds a Bachelor of Commerce (Honours) from University of Melbourne.

Yasman Moghaddam is a Subject Matter Expert within the Moody’s risk and finance analytics practice across APAC and Middle East. Her areas of focus include Stress Testing, IFRS 9 and some of the key emerging themes including ESG and climate risk management and particularly around financial risk analytics and quantification. Her most recent work has included strategizing with a number of key financial institutions across APAC and the Middle East in designing scalable and fit for purpose ESG and climate risk management frameworks to support risk identification, quantification, integration as part of lending as well as climate stress testing exercises with the aim to address the emerging regulatory requirements as well as enhancing internal processes.

Since joining Moody’s, she has been focusing on areas including Stress Testing, IFRS 9, Early Warning Solutions and ESG & Climate Change which she has also participated in a number of events and webinars to discuss emerging trends and thought leadership on these areas. Yasman comes with a wealth of experience from her previous role as a consultant in the Enterprise Risk Management space, working with various Financial Institutions as well as regulators across APAC and the Middle East in the design and implementation of risk management and regulatory frameworks.  

Marla drives the execution of the BDO Sustainability Framework and Strategies with oversight on policy formulations and programs implementation across the BDO Group. She produces the annual BDO Sustainability Report and works closely with business groups and subsidiaries as subject matter expert and advisor, to ensure the Bank’s alignment of its policies and practices with global standards, regulations, and guidelines on sustainability reporting. She collaborates with external partners on strategic projects that advance positive environmental and social impact in support of the UN Sustainable Development Goals. She is also responsible for communicating sustainability initiatives to internal and external stakeholders, and represents BDO in external speaking engagements and forums.

Before joining BDO, Marla was the Global Diversity & Inclusion Lead for news and information services provider Thomson Reuters, where she spent 11 years leading the execution of global strategies in diversity and inclusion, social impact, corporate responsibility, and corporate communications first in Asia, then globally. Previously, she held senior corporate communication roles at tech firm Intel Corporation for its Asia operations for 8 years; food and beverage group San Miguel Corporation for 4 years; and architecture, engineering and construction company Environments Global. She started her career at public relations firm Orendain & Associates where she designed communication campaigns for multinational banks, pharmaceutical companies, and non-government organizations for 6 years.

Marla is an experienced international speaker on gender, diversity, and inclusion, and a certified facilitator of the Google #IamRemarkable workshop for women. She is a founding member of the Women Inter-industry Network (WIN) and former Board member of the International Association of Business Communicators or IABC Philippines. She took up BA Communication with a major in Journalism at the University of the Philippines in Diliman.

Ayesh has over 12 years of experience in the Financial and Banking industry which includes Risk & Control, Operations, Project Management and Country/Regional administration. Originally from Sri Lanka, he has held roles in Sri Lanka, Singapore, Philippines and Thailand across different functions, currently he is the Business Risk & Control officer of Citibank Thailand driving first line risk & control as well as country administration and project management. Currently under his scope, he covers Operational, Strategic and Reputational risks.

He is an Associate member of the Chartered institute of management accountants (CIMA UK) of United Kingdom and a Post graduate diploma in Business Management from University of West London. He further pursued non-academic interests at National University of Singapore (NUS) Business School executive education on FinTech.

Dr. Lisa Patvivatsiri is a successful leader in business transformation who has transformed the underlying processes across the entire organization by settling the process transformation strategy and roadmap, implementing the digital automation solution while enabling agile practices. She currently serves as Chief Operating Office and Business & Digital Transformation at Thai Group Holdings, the insurance and financial services business arm of TCC Group in Thailand.

Dr. Lisa is a Certified Master Black Belt in Lean Six Sigma with over 20 years of strong mix of business process improvement and project manager experiences. She graduated with a bachelor's degree in Industrial Engineering from Chulalongkorn University, a Master of Engineering from Virginia Tech, and a Doctoral degree in Engineering from Texas Tech University, USA.

Prior to joining Thai Group Holdings, she was a key team player in international consulting firms in both US and Southeast Asia. Her areas of expertise include Business Process Improvement, Simulation & Optimization modeling, and Statistical Analysis across wide array of industries. Her proven track record ranges from several public articles to successfully implementing key strategy projects of the organizations.

In her previous role with Krungsri Consumer and Thai Group Holdings, she successfully implemented the Robotic Process Automation and Digital Automation Workflow platforms over hundred multiple operational processes with over 90% increase in productivity efficiency. The series of both domestic and international awards have even proven her strong credential in digital transformation of process automation area. In addition, Dr. Lisa has been frequently called as a guest speaker on digital and innovation knowledge sharing for leading organizations, universities, and summits in both international and domestic events.

Dr. Thee Chanyaswad is the Head of Data Analytics at LINE BK – Thailand’s first fully digital and social banking service, and one of the fastest-growing banking platforms in Thailand. He is overseeing the overall data foundation of LINE BK – both in terms of its systems and engineering, and its analytics capability and knowledge. He is responsible for supporting the business with the most timely and insightful information, as well as with accurate models using state-of-the-art technologies. In addition, he is serving as a key member in the data governance of LINE BK, managing the company’s overall data policy and management.

Dr. Thee Chanyaswad received his Ph.D. from Princeton University specializing in data privacy and machine learning. His passion lies in privacy-enhancing technologies, machine learning and artificial intelligence, mathematics, and French wine.

In my current role as Head of Risk Analytics and Decision Engine at Ascend, I manage all of the credit risk aspects by reviewing and making adjustments to credit risk models & policies, when necessary, in order to ensure that businesses are in line with regulatory procedures.  This includes creating, developing, and maintaining credit risk models and alternative scorecards for credit risk portfolios. In addition, I also lead a team to develop and implement decision engine platforms across all business channels. Before joining Ascend, I worked at CIMB Thai as Head of Risk Modeling and Portfolio Analytic where I led the team to develop credit risk models, statistical rating models and judgmental rating models for both Retail and Non-Retail customers for the bank and its subsidiaries. Prior to joining CIMB Thai, I worked as Decision Analytic manager at Experian where I have worked on delivery of regulatory projects including Basel II and IFRS9 model validation covering a range of credit reports. In Thailand, our analytic services include both quantitative and qualitative IFRS9 validation in multiple major banks. In addition to that, I also provide a wide range of analytic consulting services for financial institutions on credit risk management including regulatory compliance, acquisition, and customer management strategies (A/B/C scores).

Regarding my educational background, I studied master and doctoral degrees in Mathematics and Statistics at the University of Massachusetts. My research focus is semi-parametric estimation and functional data analysis. Before joining University of Massachusetts, I earned two master’s degrees from University of Washington in Computational Finance & Risk Management and another one from University of York in Financial Mathematic. My undergraduate degree was in Economics from Chulalongkorn University. 

Add is a financial risk manager with a decade-long experience in the financial services industry in the US before moving back to Thailand in 2020. Add is currently the head of consumer credit risk model development & technology at Krungsri.

Prior to Krungsri, Add was the director of quantitative risk management at Mnementh Analytics, a fintech startup, building a CECL software solution (Janus) and provided model development advisory services to one of the largest monoline credit card providers in the US among others. Add also has working experience from community banks, regional banks, and a global bank. Preceeding a banking career, Add was in market risk analytics at SS&C GlobeOp, a Long-Term Capital Management legacy, supporting chief risk officers from large hedge funds clients.

Add holds two master’s degrees in operations research and statistics from the H.Milton Stewart School of Industrial and Systems Engineering (“ISyE”) at Georgia Institute of Technology and an undergraduate degree in economics from Thammasat University.

Pierre Gaudin - Head of Business Development APAC

With over 15 years of experience in financial decision-making, risk appetite management & monitoring, business enablement and process optimization across trading and banking books, Pierre now leads the Asia Pacific business development at ActiveViam. Advising major commercial banks and financial institutions in Europe, Middle East and Asia, Pierre provides subject matter expertise in strategic solution acquisition, illustrating best practices, unique value propositions and key benefits through business case analysis and data demonstration.

 Education - CentraleSupélec: Master’s Degree, computer systems and networks engineering

Sajib Azad is a Policy Expert at UN Capital Development Fund.

Prior to this role, he has spent the last 20+ years supporting global financial services companies (such as HSBC, Santander, Standard Chartered, Woori Bank, MUFG), international financial/development institutions (for example World Bank, UN, ECGD) and regulators (including Bank of England, National Bank of Ethiopia, Bangladesh Bank, Bank of China). His current core areas of focus include digitization, risk, and finance with a view to driving broad-based resilient financial inclusion and economic development.

Over 18 years of financial institution risk measurement experience accumulated across the ASPAC (Australia, NZ, Singapore, Hong Kong, Malaysia, Thailand, Indonesia, Philippines) and UAE (Dubai / Bahrain) regions both in an ‘in-house’ (Global/Domestic Systemically Important Banks) and in a professional advisory capacity (KPMG / Deloitte). 

Steven sits on the Cognext.ai Advisory Board where he helps drive the strategic direction of Platform X, an AI/ML based solution for managing and executing regulatory risk management across Credit Risk, Balance Sheet Management (LCR/NSFR), IFRS 9 and Stress Testing use cases. He is a Member (representative of The Actuarial Society of Malaysia) of the International Actuarial Association (IAA) Banking Practice Committee (see IAA). 

Primary areas of professional advisory practice & expertise:

i) Credit risk measurement & management: stress testing, AIRB (across sovereign, FI, corporate, and retail), specialised lending, securitisation, economic capital, IFRS 9, scorecarding (application, behavioural & collection)

ii) Operational risk measurement & management: data modelling, scenario analysis, simulation

iii) Balance sheet/behavioural modelling: deposit attrition modelling & prepayment/pre-settlement modelling

iv) Enterprise-Wide Stress Testing (EWST) & economic capital modelling

v) Internal capital/liquidity adequacy assessment process (ICAAP/ILAAP)

vi) Recovery & Resolution Planning (focusing on Funding & Valuations in Resolution)

vii) Model Risk Management (MRM)       

Ayesh has over 12 years of experience in the Financial and Banking industry which includes Risk & Control, Operations, Project Management and Country/Regional administration. Originally from Sri Lanka, he has held roles in Sri Lanka, Singapore, Philippines and Thailand across different functions, currently he is the Business Risk & Control officer of Citibank Thailand driving first line risk & control as well as country administration and project management. Currently under his scope, he covers Operational, Strategic and Reputational risks.

He is an Associate member of the Chartered institute of management accountants (CIMA UK) of United Kingdom and a Post graduate diploma in Business Management from University of West London. He further pursued non-academic interests at National University of Singapore (NUS) Business School executive education on FinTech.

Ms. Hanh Le is a sustainability leader and an entrepreneur. She founded Empacte, a sustainability advisory firm, headquartered in Singapore. Hanh has worked with governments, financial institutions and businesses in Europe and Asia-Pacific on sustainability her entire career. While born and raised in Vietnam, Hanh’s sustainability journey began in New Zealand where she was appointed as an advisor to the Minister of Energy. Hanh has also served as a climate advisor for the United Nations and provided leadership at global think-tanks to accelerate green investments and energy transition.  Hanh’s work has been seen as transformational. She created a national green bond support program which was instrumental to the first issuance of a local currency green bond in Vietnam and helped develop a local sustainable finance ecosystem. Strongly believing in the role of finance in driving the transition, Hanh has been actively involved in promoting innovative sustainable financial instruments at regional and national levels. She co-authored “Green Bonds Make More Cents?” and “Emissions Trading Schemes and Their Linking: Challenges and Opportunities in Asia and the Pacific”.