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- Developed quantitative models used to estimate borrower default, charge-off, and prepayment for CCAR stress testing purposes. - Validated quantitative models used to determine regulatory and economic capital requirements, credit risk parameters, CCAR stress testing, mortgage prepayment, PPNR, fraudulent transaction detection, and anti-money laundering. - Experienced in Python/Pyspark, SAS, Stata, and Latex.
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Vice PresidentBank Of America Aug 2016 - PresentCharlotte, Nc, UsGlobal Risk Analytics, Alternative Modeling Group- Develop predictive models using machine learning algorithms to forecast loss and stress test the Bank's mortgage and home equity portfolios. -
Vice PresidentCitizens Financial Group, Inc. Apr 2015 - Aug 2016Risk Analytics, Senior Quantitative Analyst- Led the overall design process of the Comprehensive Capital Analysis and Review ("CCAR") stress testing modeling framework for the Bank's retail portfolio. -
Vice PresidentCitizens Financial Group, Inc. Oct 2013 - Apr 2015Model Risk Management & Validation, Quantitative Analyst- Independently performed comprehensive model validation on complex models (e.g., credit risk, economic capital, PPNR, fraudulent transaction detection, mortgage prepayment models) to assess overall suitability for intended purpose. -
Experienced AssociatePwc Jul 2011 - Oct 2013GbGlobal Transfer Pricing Practice- Developed quantitative models to estimate the value of licensed technologies, trademarks, and other intellectual property rights owned by multinational clients.- Performed debt capacity and synthetic credit scoring analyses to estimate appropriate interest rates to assign to intercompany loans. -
Research AssistantUniversity Of Georgia Jan 2011 - May 2011Athens, Ga, UsCarl Vinson Institute of Government (University of Georgia)- Developed econometric models to test the effectiveness of youth substance abuse and underage alcohol sales prevention programs in Georgia. - Cleaned data sets for use in econometric analysis (survival analysis methods). - Performed econometric analyses and summarized results for publication. -
Student AssistantFederal Trade Commission May 2010 - Sep 2010Washington, Dc, UsBureau of Economics (Antitrust II)- Lead-authored research paper entitled “Follow-on Biologic Market Entry" intended for publication.- Conducted extensive product-, firm- and industry-level research on the biologic drug industry. - Reviewed and summarized legislation and laws regulating the U.S. biologic drug industry. - Constructed data set and performed econometric analysis using panel-data methods. -
Instructor Of RecordUniversity Of Georgia Aug 2008 - May 2009Athens, Ga, UsInstructor of Record for Principles of Microeconomics- Wrote and presented lecture slides for Principles of Microeconomics section.- Prepared and graded exams, practice questions, and weekly homework assignments.- Held weekly office hours for students. -
Teaching AssistantUniversity Of Georgia Sep 2005 - May 2008Athens, Ga, Us- Teaching Assistant for Professor David Kamerschen.- Coauthored research paper entitled “Organizational Structure, Diversification, and Performance: The M-Form Hypothesis Revisited.”- Wrote and presented lectures for Industrial Organization and Intermediate Microeconomics.- Prepared and graded test questions for exams.
Lee Hu Skills
Lee Hu Education Details
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Georgia Institute Of TechnologyComputer Science -
The University Of GeorgiaEconomics -
New York UniversityEconomics -
Nyu Stern School Of BusinessManagement And Organizational Behavior
Frequently Asked Questions about Lee Hu
What company does Lee Hu work for?
Lee Hu works for Bank Of America
What is Lee Hu's role at the current company?
Lee Hu's current role is Vice President at Bank of America.
What is Lee Hu's email address?
Lee Hu's email address is le****@****ail.com
What is Lee Hu's direct phone number?
Lee Hu's direct phone number is (866) 607*****
What schools did Lee Hu attend?
Lee Hu attended Georgia Institute Of Technology, The University Of Georgia, New York University, Nyu Stern School Of Business.
What skills is Lee Hu known for?
Lee Hu has skills like Academic Research, Market, Piv, Cost, Students, Clinical Research, Shapes, Transdermal, Nda, T 1, Vector, Bear.
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