May Poon's Email and Phone

COO, EMEA Risk Analytics VP @ Morgan Stanley

May Poon's Email

m****n@hotmail.com

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Location	London, England, United Kingdom
Work	COO, EMEA Risk Analytics VP @ Morgan Stanley Vice President - Model Risk Management @ Citi AVP Market Risk / Model Risk Management @ Barclays Investment Bank Quantitative Advisory Services @ Ernst & Young Credit Risk Analyst @ Citigroup Summer Intern @ Towers Watson
Education	BSc Mathematics & Music @ University of Southampton MSc, Operational Research @ University of Southampton
About	Vice President - Model Risk @ Model Risk Management - Model Validation Group From January 2015 to Present (1 year) London, United KingdomAVP Market Risk & Model Risk @ Market Risk Infrastructure - Risks Not in VaR (RNIV), VaR, SVaR, APR & IRC Model Risk - Banking & Trading Book From July 2011 to January 2015 (3 see more Vice President - Model Risk @ Model Risk Management - Model Validation Group From January 2015 to Present (1 year) London, United KingdomAVP Market Risk & Model Risk @ Market Risk Infrastructure - Risks Not in VaR (RNIV), VaR, SVaR, APR & IRC Model Risk - Banking & Trading Book From July 2011 to January 2015 (3 years 7 months) Quantitative Advisory Services @ FS Risk Management - Group Credit Risk Model Validation Framework - Derivative Pricing / Portfolio Valuation - Market Risk Model Review - Risk-Not-In-VaR Review - Treasury / Liquidity Management From March 2008 to July 2011 (3 years 5 months) Credit Risk Analyst @ Credit Risk Modelling across EMEA portfolios - PD / LGD Model Development - Annual Model Approval Review & backtesting - Business Analysis, Model Implementation / UAT - Credit Limit Review, Profitability and Recovery Strategies From October 2005 to March 2008 (2 years 6 months) OR Analyst @ Economics and Operational Research Unit From November 2004 to October 2005 (1 year) Summer Intern @ Actuarial Consulting From June 2001 to September 2001 (4 months) Masters of Science, Operational Research @ University of Southampton From 2003 to 2004 BSc, Mathematics and Music @ University of Southampton From 2000 to 2003 May Poon is skilled in: Market Risk, Financial Services, Risk Management, Financial Modeling, Credit Risk, Economics, Derivatives, Financial Risk, Portfolio Management, Basel II, Business Analysis, Credit, Fixed Income