TJ is a Director in our Regulatory Risk Advisory team. With over ten years of relevant experience, he has been exposed to various risk management and financial reporting services such as external and internal audits, IFRS and US GAAP reviews, capital markets reviews, valuation of financial instruments and risk model development and analytics.
Under Regulatory Risk Advisory, he has been engaged to develop and review ICAAPs, ILAAPs, ICARAPs, Pillar III disclosures, Recovery Plans, Wind Down Plans and stress testing programs of various financial services firms in the EU, UK, Middle East and Asia-Pacific Regions.
He supported the model and operational framework review of financial risks, including credit risk (under Internal Risk Based methodologies), counterparty credit risk and market risk (fundamental review of the trading book (FRTB) and interest rate and credit spread risk in the non-trading book) for various credit institutions and MiFID firms based on Basel principles and jurisdiction-specific regulations such as Capital Requirements Regulations/Directive and Investment Firms Regulations/Directive in the EU and the UK and the Capital Adequacy Standards in the UAE.
He has experience in the development of policies and procedures for algorithmic trading/high-frequency trading systems and operations. He has also performed reviews in EMIR and CFTC reporting obligations.
