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.

Dr Terisa Roberts is the global solution lead for Risk Modeling and Decisioning at SAS. She has nearly two decades of experience in quantitative risk management and advanced analytics.

Throughout her career, she has helped companies in financial services, telecommunications, government, energy and retail derive business value and make better decisions using risk analytics. She has domain experience in regulatory compliance, IFRS9, BCBS239, model risk management and enterprise stress testing.

She advises banks and regulators around the world on industry best practices in Artificial Intelligence, automation and digitalization related to risk modeling and decisioning and in the responsible use of AI and Machine Learning. She regularly speaks at international Risk conferences on innovation in Risk Management.

She holds a Ph. D in Operations Research and Informatics and lives in Sydney, Australia with her family.

Rumpaisri as Head of Regulatory Reporting Unit for Branch Operations at Deutsche Bank, Thailand.

Prior to joining Deutsche Bank, Rumpaisri was an Operations Process Manager at Thomson Reuters with extensive experience in IT Governance with in-depth knowledge in IT Service Management.

Simone Genovese is an Italian qualified lawyer who brings a 25 years’ experience in Legal and Compliance functions in Global Financial Institutions.

He has led Legal and Compliance functions across Europe and Asia Pacific throughout Allianz Partners organization, managing different local and regional teams. He is also covering the Global Expert Lead role for Antifraud and Anticorruption. He has a strong regulatory experience, commercial acumen, and a business-oriented approach that has been strategic for its organization to implement several cross-country distribution agreements, M&A projects,  and harmonize corporate Governance and Processes in a Global Organization ensuring that the company strategy is aligned with the applicable regulatory frameworks. 

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 a wide range of banking 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.

Dr. Surakiat works as Head of Wealth Research in Wealth Management department at Bangkok Bank. He specialized on economic and investment analysis both domestic and global market. 

Before joining at Bangkok Bank, he had experience in financial sectors for more than 20 years including a fund manager at TISCO Asset Management and an investment analyst at KasikornBank. Surakiat finished Ph.D. in Economics major in Financial Economics from School of Development Economics, NIDA with dissertation on Stock Market Bubbles and the Role of Monetary Policy in Thailand.  He joined the CFA society since 2006. He also is a Part-time lecturer in Behavioral Finance and Financial Management.

He has an extensive experience in financial budgeting control, risk management, technology implementation, process improvement and internal control for over 10 years for financial service institution and large multinational Companies. He actively drive business to achieve the business result and monitoring the goal both financial operation and regulatory compliance. Currently he is a Vice President IT Security Leaders at Ayudhaya Capital Services Co., Ltd. the largest Credit Card and Consumer Finance in Thailand with more than 6 million accounts.

Noppachai was a financial controller of Minor Dairy and Minor Cheese the biggest cheese manufacturing in Southeast Asia. Supervised 10 staff responsible for budgeting, accounting and controlling business performance and internal control. His past achievement is driving EBIT from 80 MB to 120 MB in year 2004 plus cost reduction 6 MB.

He has extensive experience as a Internal Audit of Minor Group, oversee the business operation, computer management, risk management for Audit Committee and Board of Directors of minor groups the diversify business including Quick Serve restaurants, retails and hotels and properties of Minor International Hotel properties including Marriots, Four Seasons chains.

He was a IT audit Manager cover for all general computer of DBS Thai Danu Bank and Head of Consumer Bank Audit, leading 12 staff to audit for all major consumer banking for both Head Office and 60 Branches He implemented risk based audit methodology for both IT audit.

He was a senior consultant at PricewaterhouseCoopers. He was a team leader of review the SAP R3 security configuration review and business process review of SAP R3 for Shell companies in Thailand, Exxon, IBM, Review the JDE World business process for Rayong Refinery and Star Refinery project, Tesco and Makro Thailand)
 

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 a wide range of banking 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)