Lingcen Chong

Senior Manager @PwC

Responsible for independent valuation supporting PwC’s audit clients with OTC derivatives and structured notes across all asset classes, including rates, equity, FX, credit and hybrid structures, for a range of clients such as global and regional banks, asset managers and other financial institutions- Performed financial instrument methodology and process reviews for complex transactions- Lead development projects of in-house pricing tools for fixed income derivatives and equity derivatives - Overseeing model review engagements for both US and non-US GSIBs to review and assess their model validation documentation and control. The models include various pricing models, market risk models as well as capital models- Led model validations in line with industry standards and regulatory expectations (SR 11-7), for a range of models including pricing/valuation models (financial derivatives, asset allocation, wealth management/goal planning), valuation adjustments (XVAs), market risk models, as well as capital models.