Brian Ding Email & Phone Number

Toronto, Ontario, CA

• Responsible to validate the valuation models applied in production for trading operations
• Worked with various teams enterprise-wide to develop and streamline data and artificial intelligence (AI) risk management processes and procedures with focus on data and model risk management lifecycle
• Led a team of data scientists to develop the AI & ML Model Validation Guidelines for the Bank's global model risk management

• Thoroughly researched and implemented various AI algorithms and models with vision that could deliver business value for financial institutions covering market risk, credit risk, trading, data risk, AI risk, fraud.
• Implemented and tested extensively using Generative Pre-trained Transformer (GPT), Generative & Adversarial Networks (GAN), Variational Autoencoder (VAE), and Stable Diffusion Model to generate synthetic data for.
• Extensively studied natural language processing (NLP) tools & methodologies with implementation experience on processing text data based on bidirectional encoder representations from transformers (BERT) and generative.
• Expert knowledge and implementation experience on causal inference and causal discovery methods with their applications to time series data and feature engineering
• Some of these application developments were uploaded to personal website and githup with links below: https://bdingjd.wixsite.com/website https://github.com/bdingjd

Toronto, Ontario, CA

• Established a new model validation group and developed model risk management operating procedures and guidelines for the Bank
• Validated and reviewed all retail and commercial credit risk models including an advanced internal rating-based (AIRB) approach and international financial reporting standard (IFRS) 9 methodology

Toronto, ON, CA

• 12 years of work experience in Risk Management, Capital Markets Operations, Asset & Liability Management with applications of trading valuations models, risk models, regulatory capital models and economic capital models
• Extensive work experience in relationship management with Internal Audit, External Audit and Regulators on model validation issues
• Solid knowledge and work experience on risk model validations including ICAAP, CCAR, DFAST, Basel 2, Basel 2.5 and Basel 3 implementations and processes
• Strong leadership and team-working skills

• Credit Risk
• Extensively reviewed the Bank’s AIRB credit risk models including framework and system implementation according to Basel requirements Market Risk
• Directly engaged in the Bank’s VaR model implementation including stress testing and back testing programs and provided audit opinions as part of the model submission to OSFI Operational Risk
• Thoroughly reviewed Bank’s operational risk model, data integrity and procedures to ensure it comply with the audit and regulatory requirements

• Master Degree, Quantitative Finance, Faculty Of Arts

• Ph.D., Operations Research, Faculty Of Mathematics