Industry Experience
Highlight: Extensive experience in quantitative risk management, credit risk modeling, and operational risk, combining technical expertise with industry-leading methodologies to deliver robust and regulatory-compliant solutions.
Discover Financial Services
Principal Model Validation, Model Risk Management (Jan 2020 - Aug 2022)
- Led the validation of statistical and time series modeling using Python, R, SQL, and SAS on AWS Cloud.
- Validated credit risk, operational risk, and market risk models.
- Managed the workflow of a team of offshore model validators.
- Validated key machine learning models to ensure consistency and robustness of validation activities. Supported regulatory and IA exams on AI/ML models.
- Provided effective challenge to quantitative models such as credit risk, Scorecard, balance sheet/ALM, economic capital, regulatory capital, treasury, and operational risk models.
- Developed scalable processes to demonstrate compliance with regulatory and audit requirements; addressed findings from regulatory and audit reviews.
Lead Operational Risk Management (Jul 2018 - Oct 2019)
- Independently developed operational risk models, operational risk for economic capital, and card fraud losses models for stress testing and business planning.
- Developed statistical and time series modeling using Python, R, SQL, and SAS.
- Maintained and updated model documentation according to MRM’s standards; performed quarterly model performance reviews.
- Developed NPL (Natural Language Processing) tools to analyze consumer complaints data to identify operational risk events.
- Conducted quantitative research to ensure DFS is using best-in-class analytical methods, while adhering to regulatory requirements.
KeyBank National Association
Quantitative/Modeling Associate, Model Risk (Feb 2016 - Jul 2018)
- Independently validated credit risk models (2DRR, CCAR/CECL), scorecard models, and marketing models within the Bank’s inventory.
- Conducted statistical testing/data analyses using Python, R, SQL, and SAS.
- Provided guidance around the framework for model owners to establish performance metrics and thresholds for ongoing monitoring purposes.
- Reported to relevant committees the results of validation projects.
PNC Financial Services
Quantitative/Modeling Analyst, Risk Management (Jan 2015 - Jan 2016)
- Independently performed model development and completed model documentation for Basel II and CCAR wholesale credit risk models.
- Conducted statistical testing/data analyses using SQL, R, and SAS.
- Communicated with model risk management (MRMG) in designing model issue remediation plans and resolving model issues.
- Prepared various presentations for senior management and regulators, including model documentation.
Education
- Ph.D. in Business Administration (Minor in Statistics) - Kent State University, Kent, OH (Aug 2016)
Research Interests: Risk Management, Fintech, Startups - M.A. in Financial Economics - Ohio University, Athens, OH (Jun 2011)
GPA: 3.95/4.0 - B.S. in Management - Huazhong University of Science and Technology, Wuhan, China (Jul 2009)
Major: Business Administration (Distinguished Graduate)