AUTHOR BIO
 
Max Wong is a risk professional with 19 years of experience in financial services, and author-researcher in the domain of financial risk management and Basel III reform. His career is an excellent mix of trading, market analysis, risk management and modelling experience which spanned two financial crises. He was an 'open outcry' trader at Simex during the Asian crisis (1997) and a quant risk manager during the credit crisis (2008). He is currently Senior Vice President & Head, Risk Systems and Validation at SGX.

     Max Wong is a subject matter expert in risk modeling and Basel III development. He has published papers on VaR models and Basel capital, recently looking at innovative ways to model risk more effectively during crises and to deal with the issues of procyclicality and Black Swan event in our financial system. He has spoken on the subject at various conferences and seminars. Max is also experienced in quantitative portfolio investing using diversified futures and Kelly strategies.

     He holds a B.Sc. Physics from University of Malaya (1994) and a M.Sc. financial engineering from National University of Singapore (2004). He is an adjunct at Singapore Management University, a member of the editorial board of the Journal of Risk Management in Financial Institutions, and a member of the steering committee of PRMIA Singapore chapter.

     He is the co-author of Fixed Income Markets: Management, Trading and Hedging (2nd Edition).