Hamish Wang
Director of Valuation Product Control @BMO
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WORK HISTORY
Director of Valuation Product Control @BMO
Toronto, CA
Providing Trading Products (TP) and VPC with the pricing model preliminary assessment (qualitative model validations) for exception approvals’ application, and providing oversight and governance advice to bank senior executives for model analytics and their implementation into the risk architecture that drives the new trade type valuation, independent pricing verification (IPV) and risk results.> Providing New Product Approval Process (NPAP) process with modelling and proxy consultation. Developed model/proxy* control mechanisms and methodologies for bank’s Capital Market trading book with appropriate valuation and risk representation.*The limbo zone where models and data cannot capture > Designed Market Risk (MR) incremental VaR impact assessment for both models and proxies > Played a leading role (Deputy Chairs) in three operating committees to identify and remediate critical needs of model/proxy/data to demonstrate risks in front of governance committees, i.e. Valuation Steering Committee, Trading Products Risk Committee, Valuation and Risk Measurement Proxy Operating Committee, and VaR Proxy Operating Committee. Supported bank to meet regulatory filing requirements, i.e. SR11-7, CCAR
EDUCATION
University of Toronto
Master
SKILLS
ABOUT HAMISH WANG
Twelve years’ supervision and hands-on in the financial derivatives valuation, quantitative risk management, and structure products modeling; Seven years’ base metals trading experience in driving strategic growth and product visibility for a leading international conglomerate. Highly competitive, passionate, persuasive and articulate, able to achieve results others believed to be impossible. Able to work both in team environment and individually, and motivated junior team members to peak performance levels. Specialties: Business sense, economic rationale of deverivatives and their valuations.
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