Bangkok Agenda

Head of Risk & Finance Advisory for Banking, Asia Pacific, SAS

Yojiro Yanagi leads the SAS Risk & Finance Advisory area for Banking in Asia Pacific. 
SAS Institute is a global leader in advanced analytics as well as risk management software
for the financial services sector. Yojiro leads a team of domain and technical experts driving 
the go-to-market strategy and supporting sales and delivery of the SAS portfolio of risk management 
solutions to customers across the region.

Yojiro has over 30 years’ experience in risk management technology including Stress Testing,
IFRS 9, Climate Risk, Basel IV, ALM, Model Risk Management, Risk Modelling and Operational Risk. 
Before joining SAS, Yojiro held positions with IBM and Sungard with a focus on consultancy services
and pre-sales support for market risk, credit risk and settlement solutions for capital markets.

Yojiro is a member of the Tokyo Risk Management Association steering committee and an alumni 
The Center for Financial Industry Information Systems (FISC),
a public interest incorporated foundation conducting research on diverse topics related to financial information systems

Jason Loh is the Head of Technology Futures, SAS Global Technology Practice AP. He leads a team of experts to drive modernization strategies with the latest advancements in Data, Analytics & AI on the Cloud architecture for maximum productivity and help businesses thrive in an ever-evolving technological landscape.
 
Over the last decade in SAS, he support and advise customers across Asia Pacific to drive successful projects, from financial services, and government to high-tech companies and actively contributes to public conferences, industry panels and academia on various AI technology topics.

Naeem Siddiqi is the author of Credit Risk Scorecards : Developing and Implementing Intelligent Credit Scoring, (Wiley and Sons, New York, 2005), Intelligent Credit Scoring : Building and Implementing Better Credit Risk Scorecards (Wiley and Sons, 2017), and various papers on credit risk topics.

Naeem meets with senior executives and decision makers from between 40-50 lenders globally each year, and provides strategic advice to them on areas such as the development and validation of credit scoring models, climate change risk, infrastructure planning for analytics, and retail credit risk strategy. He has also trained hundreds of bankers in over 25 countries on the art and science of credit scorecard development, and helps credit risk analysts develop better scorecards.

Naeem has an Honours Bachelor of Engineering from Imperial College of Science, Technology and Medicine at the University of London, and an MBA from the Schulich School of Business at York University in Toronto.

Piyayut Chitchumnong is a Principal Quant Risk Strategist at Krungsri, specializing in risk management within retail portfolios with a primary focus on IFRS9 models and stress testing methodologies. With a keen interest in climate risk management, Piyayut is currently leading the development of a robust climate stress test framework tailored for financial institutions.

Prior to joining Krungsri, Piyayut served as a Senior Economist at the Department of Agricultural Economics, a prestigious research agency operating under the Ministry of Agricultural and Cooperatives. In this role, he conducted extensive economic research, developed econometric models, and provided valuable insights into agricultural sector dynamics.

Piyayut holds dual master’s degrees; one in Agricultural, Food, and Resource Economics from Michigan State University, and another in International Economics and Finance from Chulalongkorn University. Additionally, he earned his undergraduate degree in Economics from Thammasat University.

Etelka is a familiar face in Bangkok’s banking circles. Over the past decade, she has made Thailand her second home, immersing herself in its rich culture and dynamic business landscape.

As head of retail risk management at TTB Bank, she is at the forefront of banking innovation particularly in digital formula lending. Her expertise lies in risk modelling, scorecards, AI, analytics, provisioning and a slew of other risk management essentials with a passion in nurturing a positive and productive team environment.

In my current role as Head of Risk Analytics and Decision Engine at Ascend, I manage all of the credit risk aspects by reviewing and making adjustments to credit risk models & policies, when necessary, in order to ensure that businesses are in line with regulatory procedures.  This includes creating, developing, and maintaining credit risk models and alternative scorecards for credit risk portfolios. In addition, I also lead a team to develop and implement decision engine platforms across all business channels. Before joining Ascend, I worked at CIMB Thai as Head of Risk Modeling and Portfolio Analytic where I led the team to develop credit risk models, statistical rating models and judgmental rating models for both Retail and Non-Retail customers for the bank and its subsidiaries. Prior to joining CIMB Thai, I worked as Decision Analytic manager at Experian where I have worked on delivery of regulatory projects including Basel II and IFRS9 model validation covering a range of credit reports. In Thailand, our analytic services include both quantitative and qualitative IFRS9 validation in multiple major banks. In addition to that, I also provide a wide range of analytic consulting services for financial institutions on credit risk management including regulatory compliance, acquisition, and customer management strategies (A/B/C scores).

Regarding my educational background, I studied master and doctoral degrees in Mathematics and Statistics at the University of Massachusetts. My research focus is semi-parametric estimation and functional data analysis. Before joining University of Massachusetts, I earned two master’s degrees from University of Washington in Computational Finance & Risk Management and another one from University of York in Financial Mathematic. My undergraduate degree was in Economics from Chulalongkorn University. 

Head of Risk & Finance Advisory for Banking, Asia Pacific, SAS

Yojiro Yanagi leads the SAS Risk & Finance Advisory area for Banking in Asia Pacific. 
SAS Institute is a global leader in advanced analytics as well as risk management software
for the financial services sector. Yojiro leads a team of domain and technical experts driving 
the go-to-market strategy and supporting sales and delivery of the SAS portfolio of risk management 
solutions to customers across the region.

Yojiro has over 30 years’ experience in risk management technology including Stress Testing,
IFRS 9, Climate Risk, Basel IV, ALM, Model Risk Management, Risk Modelling and Operational Risk. 
Before joining SAS, Yojiro held positions with IBM and Sungard with a focus on consultancy services
and pre-sales support for market risk, credit risk and settlement solutions for capital markets.

Yojiro is a member of the Tokyo Risk Management Association steering committee and an alumni 
The Center for Financial Industry Information Systems (FISC),
a public interest incorporated foundation conducting research on diverse topics related to financial information systems

Queenie is the Director of Customer Advisory for SAS ASEAN. She is responsible for creating awareness for the SAS offerings and solutions across different industries and working with customers and various stakeholders to improve the analytics adoption and operationalizing analytics.

Queenie focuses on solution sales leadership, building and supporting revenue growth, field enablement and sales support. As a leader, Queenie is responsible for driving SAS towards market expansion of their technology and applications into the mainstream, delivering strategic insight to C-level management, business users and IT across different industries.

Queenie has extensive experience in Enterprise Solutions, including Information Management, Enterprise System Management, and Governance Risk and Compliance. She has over 20 years of ICT experience in management, business development, solution management and consulting with customers and projects with the ASEAN region.

The key industries in which Queenie is actively involved include Banking and Insurance, Telecommunications, and Public Sector.