Kudos to our FRM Level 2 Exam passers!

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Financial Services Risk Management (FSRM) associates Kenn Daniel So and Jason Martin Naniong passed the Financial Risk Manager (FRM) level 2 exam held late last year. Kenn and Jason will receive the FRM certification in September and June of this year, respectively, after fulfilling all requirements. Administered by the Global Association of Risk Professionals, the two-part FRM examination measures a candidate’s skill and knowledge on financial risk management.

Kenn has a Management Engineering (Honors program) degree, with an advanced placement in Mathematics, from the Ateneo de Manila University. He belonged to the top 20% of the graduating class. His fluency in Hokkien and knowledge of basic Mandarin served him well as a scholar and an exchange student at the National University of Singapore, where his credit coursework included managerial economics, econometrics and social research.

A passer of the Chartered Financial Analyst (CFA) Level 1 and 2 exams, Kenn was a finalist in the CFA Society’s investment research challenge. He was the Chief Executive Officer of kapitkAMAy, where he led a team of nine students to construct a micro-outsource business plan for a Gawad Kalinga village and acted as the Philippines’ country manager for ASEANpreneuers Singapore.

Kenn says, “The topics covered in the FRM program are a good match for the kinds of engagements we handle. As such, I can easily adapt to the different current and emerging projects of the cluster.” Currently, he is part of the following engagements: ICAAP and Basel III, credit risk, governance, model validation, valuation, enterprise risk management and risk-based capital planning. He also assists in country and transmission risk research.

Jason graduated from the Ateneo de Manila University, magna cum laude, with a degree in Applied Mathematics major in Mathematical Finance and minor in English Literature. He also completed the university’s Masters program on Advanced Mathematical Finance. He graduated from the Philippine Science High School with the highest honors.

His scholarly works include calculating a top local bank’s operational capital charge using Monte Carlo and convolution methods, simulation of LRT-2 using queueing techniques and stochastic models, and statistical analysis of a major stock index. He passed the Level 1 exam of the Society of Actuaries and was champion of the UP Statistics Competition. He also attended a financial engineering seminar conducted by the University of Paris.

Jason is involved in quantitative finance, valuation, model valuation, risk modelling, and actuarial calculation review engagements. He shares, “Because the FRM designation is globally recognized, I believe it will reassure the clients of the quality of work that we will deliver to them.” He advises those aspiring for the FRM designation to take many practice exams in addition to the readings in order to develop test-taking skills.

Congratulations, Kenn and Jason!