Primary Job Title Head, Market Risk Analytics Primary Organization Standard Chartered Bank
Location Singapore, Central Region, Singapore Regions Asia-Pacific (APAC), Association of Southeast Asian Nations (ASEAN), Southeast Asia Gender Male
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Albert Chung is currently employed as Head of Market Risk Analytics, Asia in Standard Chartered. He leads a team of market risk quants and developers in Singapore. His team specialises in market risk models, methodologies and analytics. Key responsibilities include:- CAD2/IMA model enhancement, maintenance and performance review; - Migration
to Fundamental Review of Trading Book (FRTB);- Market risk model risk governance; - Regular engagement with regulators on IMA model performance and governance;- Interest Rate Risk in the Banking Book (IRRBB);- XVA/CVA
