Bin Sun Email & Phone Number

Toronto, Ontario, Ca

Toronto, Ontario, Ca

Model Validation and Approval1. Review and validated IFRS-9 ECL models for Banks’s international retailportfolios; validated PD, LGD, EAD, ERL and SIR parameters for ECL calculation.2. Validated customer origination behavioral models (such as deep neuralnetwork, catboost, adaboost, logistic regression, internal grade rating)forretail/non-retail business portfolios using quantitative and qualitativemethodologies, assessed model performance, performed sensitivity tests,maintained effective interface with stakeholders to communicatemodel validation issues and results.3. Developed predictive benchmark models using statistical modelling andmachine learning algorithms such as decision tree, random forest, deep neuralnetwork, Catboost, logistic regression to improve the performance of theexisting models.4 Documented results, findings and conclusion of model validation for seniormanagement review and approval.5. Devoted to team projects including scorecard model performancedeterioration assessment, machine learning model interpreterbility, providedkey ideas and methodologies which were implemented in the projects.6. Held a series of training sessions across different topics including deep learningneural network, gradient boosting, machine learning interpretability.7. Helped governance team to import and maintain approved models and issues in the governance system.8. Extracted raw data through EDL from Hadoop, manipulated data using SQL, checked data quality and logic in retail/wholesale model development and monitoring reports.

Toronto, On, Ca

Toronto, Ontario, Ca

Ph.D, Statistics

Master, Applied Statistics

Bachelor'S Degree, Electrical And Electronics Engineering