Résumé

Name: CHANG Wai Yin, Ryan (張偉賢)

Tel.: (852-********

Email Address: ac9x14@r.postjobfree.com

Work Experience

Nov 2017 – Present, Assistant Vice President, Integrated Risk Management Department, CMB Wing Lung Bank Limited

Develop Basel models: Credit Card Behavioural Scorecard (using SAS), Residential Mortgage Behavioural Scorecard (using SAS), ICAAP credit risk stress tests (using R)

Dec 2016 – Aug 2017, Engagement Manager, Tata Consultancy Services Limited

Jun 2015 – Dec 2016, Senior, Financial Services Risk Management, Ernst & Young

Developed first-to-market statistical models for banks: contingent liquidity risk models (using SAS), retail banking investment product risk rating models (using R)

Developed Basel models for banks: retail banking application and behavioural scorecards (using SAS), IFRS 9 impairment models (using SAS)

Clients with successful project deliveries: Bank of China (Hong Kong), Bank of Communications (Hong Kong), CITIC Bank International

Feb 2014 – Jun 2015, Analyst, Science Support, Revenue Management and Analytics, Hong Kong Disneyland

Developed statistical models: Attendance Forecasting Model, Merchandise Price Elasticity Model, F&B Pricing Impact Model, Merchandise Purchase-with-Purchase Impact Model, Park Expansion Revenue Review Model and Product Bundling Opportunities (using SAS)

Streamlined the turnaround time of analyses by 50% by developing a data mart of analytics-based tables (ABTs) with ETL process using SAS and SQL

Jun 2013 – Feb 2014, Assistant Manager, Business Analytics, Consumer Banking Group, DBS Bank Ltd.

Developed statistical models: cash advance cross-selling models using SAS and SQL to look for cross-selling opportunities by setting criteria in campaigns

Streamlined the daily report generating process by 50% by establishing a data mart by ETL using SAS, SQL, Excel VBA, and UNIX

Monitored the revenue performance of unsecured lending by compiling regular MIS reports and ad-hoc data analyses using SAS

May 2011 – May 2013, Assistant Manager, Credit Portfolio Analytics, Risk Management Group, DBS Bank Ltd.

Validated a statistical model: Debt Consolidation Application Scorecard using SAS

Validated statistical models quantitatively (separation power, variable predictive power, rank ordering, etc.) and qualitatively (business sensibility of candidate variables) using SAS and Excel to ensure the long-term stability of model performance

Coordinated and conducted User Acceptance Testing (including drafting test cases and test scripts) using SAS / SQL / Experian’s Strategy Manager to ensure 0% error rate of each value of scorecard / Basel model and reporting datasets

Jun 2009 – May 2011, Solutions Specialist, SAS Institute Inc.

Worked for Risk Intelligence team to demonstrate SAS Solutions in the risk management field to various banking clients

Developed statistical models: Cross-Sell / Up-Sell predictive models using SAS Enterprise Miner and related data marts using SAS Data Integration Studio

Client with successful project delivery: Bank of Communications, Wing Hang Bank

Education

Sep 2012 – Nov 2014 Chinese University of Hong Kong

MSc Risk Management Science

Sep 2006 – Jul 2009 City University of Hong Kong

BBA (Hons.) Managerial Statistics (Minor in English and Communications) – Second Upper-class Honours Degree

Qualifications

Jun 2008 Certified Base Programmer for SAS 9

Language Skills and Computer Literacy

English – Fluent

Cantonese – Native

Mandarin – Fluent (Undergraduate [A+])

Computer – SAS, SQL, SPSS, R, Qlikview, Excel VBA

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