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Claudia Lu

Managing Director

Claudia Lu is a Financial Service Industry Managing Director based in Shanghai office of Protiviti Greater China. She is primarily engaged in consulting services for  Risk & Compliance, including Credit Risk Management, Risk Analytics & Model Risk Management, Enterprise Risk Management, Data Management, Financial Crime etc. She is Mainland China Financial Service Industry (FSI) leader and also ESG service leader.

Prior to joining Protiviti, Claudia worked in HSBC risk function for 18 years across Hong Kong and Mainland China and had fluent experience in various risk areas such as credit risk management,  risk analytics (incl. Basel 3 reform, IFRS9 ECL, stress testing etc.), model risk management and data management etc. 

Major Projects

  • Credit Risk Management

    • Led and engaged in wholesale risk appetite setting and tracking, delivering against internal risk governance framework;

    • Led and engaged in credit approval process performance tracking, MI reporting streamlining; 

    • Main contributor to various bank level regulatory reporting, such as Annual Disclosure, Comprehensive Risk Management Annual Report, ICCAP annual report, CAR disclosure etc.


  • Risk Analytics & Model Risk Management
    • Led and engaged in Basel implementation and worked with business stakeholders for RWA efficiency initiatives;
    • Led and engaged in the governance, control and planning of wholesale loan impairment and IFRS9 Expected Credit Loss (ECL) and wholesale internal and regulatory stress testing and reflecting the latest risk drivers into portfolio management decisions;
    • Led and engaged in Led and engaged in delivering model risk management framework, local internal risk rating system (PD, EAD,   LGD etc) policy and implementation; 
    • Contributed as expert panel member in local, regional and global model development projects (incl. Basel models, stress testing & IFRS9 ECL models, digital lending models for Trade products).
       
  • Data Management;
    • Led and engaged in delivering wholesale data management framework, including data governance, data quality tracking and continuous enhancement, data architecture and critical data elements management etc.  
       
  • ESG Service
    • As Global ESG Governance, Risk & Compliance (GRC) workgroup lead, responsible for global ESG GRC solution enhancement.
    • As China ESG lead, responsible for Mainland China ESG solution development, local ESG business development across various industries and enabling  local team ESG capabilities.

Areas of Expertise

  • Credit Risk Management
  • Risk Analytics & Model Risk Management
  • Data Management
  • Enterprise Risk Management
  • Risk Transformation
  • ESG

Industry Expertise

  • Financial Service
  • Banking
  • Insurance

Education

  • Master of Arts, University of Nottingham, Risk Management
  • Bachelor of Arts, Fudan University Business School, International Business Management
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