I build structured, source-graded research on how security, sanctions, and regulatory risk move through APAC financial hubs. It's the same discipline I bring to capital risk reporting by day, applied to the questions I find most interesting.
I work in Risk Management Reporting at Citi, where I own the Capital Based Stress Loss Atlas end to end and sit adjacent to the Country Risk team, translating stress scenarios into numbers that hold up under scrutiny.
Outside of that mandate, my research interest is the same problem from a different angle: how do security risk, sanctions regimes, and financial crime exposure actually move through a country's economy and its trading partners? That question traces back to undergraduate work on North Korean nuclear dynamics, time spent in Singapore, and a minor in Japanese studies. It's what this site exists to document.
Each project here is built the way I'd want a real risk brief built: sources graded by reliability, claims traced to evidence, and speculation kept out of the write-up.
This is an ongoing body of work, not a single project. The most recently published case file opens below, and more will land here as research wraps.
Following the IT-worker fraud and crypto-theft thread from Case 001 into a standalone tracker of DPRK cyber revenue schemes and the compliance patterns they leave behind.
Extending the Singapore framework to Hong Kong and Tokyo, using the same bucket methodology, built for direct cross-hub comparison.
A lightweight live dashboard tracking macro and capital-flow indicators across ASEAN economies, built on official statistical sources.