To highlight my portfolio of work experience, teaching, academic research, and thought-provoking content I find educational and entertaining.

• Integrated risk management of key risks (model, market, credit, and investment)
• Application of data-driven empirical analysis and insight into enhanced enterprise risk management
• Information design
• Broadening the accessibility of financial literacy and education

My primary career goal is to leverage these insights to help better manage risk, whether it be model, market, credit, investment, or otherwise.

Here are some useful data science resources:

• Data Science
  • DFAST/CCAR Models
  • Data Visualization

Leveraging machine learning capabilities in real life:

• TinyML
• Enterprise Risk Management
  • Culture of Risk Awareness

See below for a list of interesting topics:

• Business
• Financial Markets
• General Interest

My research provides an integrated understanding of the risk and return dynamics in global bond, foreign exchange and equity markets. I show that a bird's-eye view of financial markets centered on the role of key market participants provides useful insights into seemingly puzzling phenomena. Not only that, I use this lens to help me understand global market news. I even use this perspective to help understand the risk-return dynamics associated with global value investment strategies.

My current focus as a model validation risk professional leverages this global macro understanding to quantify, evaluate and help manage bank related credit risk, primarily through the models they use.

See below for a list of my academic research papers:

• Uncertain Risk and Return in Bond Markets, I
• Uncertain Risk and Return in Bond Markets, II
• On Forecasting Risk-Premia in Currency Markets
• Constructing a Global Portfolio

I was born in Thailand, grew up in Long Beach, California, lived in Washington, DC (3 months), Singapore (1 year), and San Antonio, Texas (3 years). I've settled down (I am a husband and a father) and now am more interested in pursuing adventures through quantitative research and empirical analysis of real-world data.

Although my primary interests are in asset pricing, risk management, and applied mathematics I am also fascinated by world history and our place in it. I am also interested in doing my part to help conserve our natural world.