Summary
Overview
Work History
Education
Skills
Timeline
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Foo Xiu Yuan

Associate | Risk Consulting, Financial Services Risk Management
14

Summary

Xiu Yuan is an Associate with nearly two years of experience in Risk Consulting, Financial Services Risk Management, specialising in credit model validation. She holds a Bachelor of Science (Hons) in Actuarial Science and Finance from UCSI University, graduating with First Class Honors.

Overview

4
4
years of professional experience
3
3
Languages

Work History

Associate

Ernst & Young Consulting Sdn Bhd
09.2023 - Current
  • Reviewed the validation and ongoing monitoring of MFRS 9 Retail PD, LGD, and EAD models for Malaysian IRB banks, ensuring the accuracy, consistency, and quality of assessments.
  • Conducted Retail MFRS 9 system validation for a Malaysian bank to verify the integrity and applicability of borrower rating systems.
  • Participated in Pre-IV Basel validation for the Retail Mortgage Application Scorecard and PD calibration for a Malaysian bank.
  • Collaborated closely with clients to address issues related to Basel and MFRS 9 model development and validation processes.
  • Reviewed Retail MFRS 9 PD and LGD models for one of the largest banks in Malaysia to ensure compliance and accuracy.
  • Ensured proper documentation of data preparation, methodologies, and performance testing for model accuracy and conceptual soundness of MFRS 9 models.
  • Prepared comprehensive reports detailing key observations, findings, and recommendations for MFRS 9 model review, model validation, system validation, and Basel validation.
  • Performed an independent review on a Digital Investment Management (“DIM”) company’s current documentation and processes to assess its readiness against key regulatory requirements.
  • Assessed the current processes of a Treasury function for a Local Port Holdings Group to identify potential improvement opportunities on Organisational Design, Risk & Governance and Technology as well as proposed the optimal cash management strategies to improve liquidity and maximize returns.

Intern - Digital & Innovation

Hong Leong Bank Berhad
09.2022 - 12.2022
  • Conducted market research into digital solutions.
  • Built wireframes and prototypes for digital platforms to optimize customer journey.
  • Worked with teams to better improve user experience and usability.
  • Prepared detailed test scripts to conduct testing and resolve defects with development team before the launch of the mobile application.

Intern - Regulatory Compliance

AIA Berhad
09.2021 - 12.2021
  • Prepared the regulatory gap assessment documents for any new regulatory development and disseminated to the relevant business functions for their impact and change assessments.
  • Prepared email communications on compliance regulations to be disseminated to employees.
  • Assisted in the daily operation of the Regulatory Compliance team, as and when required.

Education

Actuarial Science And Finance

UCSI University
Kuala Lumpur
08-2023

Skills

MS Office

Timeline

Associate

Ernst & Young Consulting Sdn Bhd
09.2023 - Current

Intern - Digital & Innovation

Hong Leong Bank Berhad
09.2022 - 12.2022

Intern - Regulatory Compliance

AIA Berhad
09.2021 - 12.2021

Actuarial Science And Finance

UCSI University

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Foo Xiu Yuan Associate | Risk Consulting, Financial Services Risk Management