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
