• Led a team of quants, economists, and auditors and directs audit activities to mitigate financial model risk, and meet or exceed regulatory requirements.• Built expertise in interest rate risk management and models used in capital market analysis.

• Serves as PFG’s lead expert in AML/BSA systems and models; Developed PFG’s methodologies and approaches in advising the selection, implementation, validation, calibration and optimization of AML/BSA system that meets regulatory requirements. • Recognized as a core expert in model validation and governance; Maintains a track record of leading validations of various types of models, including AML/BSA, credit risk, stress testing, and fraud models. • Develops timely risk management and compliance models covering AML/BSA, credit risk, stress testing, regulatory and economic capital planning, and Basel requirements. • Selected to provide training courses to chief risk officers on model and regulatory risk governance and management systems.• Leads a team to exceed client expectations while developing and maintaining superior client relationships. • Highlights of engagements include: o Reviewed, validated and enhanced AML transaction monitoring systems and models at several global financial institutions and many regional banks and helped them responding to regulatory feedbacks in a timely fashion. o Led validation of multiple models used for rating debt or debt-like obligations issued by various project finance structures and market value securities for a major credit rating agency. o Led validation of multiple online and debit card fraud detection models for a leading financial intermediary. o Lead validation of multiple DFAST credit loss and PPNR models for a regional bank. o Designed model governance framework and drafted validation procedures for a leading bank. o Developed credit risk rating models for enterprise customers of a G-SIFIs bank. o Developed stress testing models for several regional bank organizations. o Performed regulatory and economic capital assessment for a major credit card company. o Provided guidance on sampling strategies for a broad range of compliance and audit reviews.

• Built, operated, and maintained the bank’s core risk model that monitors charge off and fraud risks of 4 million deposit accounts.• Participated in a four-member team revising deposit credit policies such as overdrafts and funds availability to comply with regulation requirements and enhance customer satisfaction.• Designed a revised deposit product framework including application decision trees and fees structure in response to recent banking regulation reforms.• Developed and innovated a series of statistical models forecasting potential revenue and marketing efficiency, which generated estimated additional revenue of $15 million.• Evaluated and performed due diligence of third party models. • Collaborated effectively with different business functions and built up expertise in applying cutting-edge statistical research to emerging banking business needs.• Accrued extensive experience evaluating risk and valuating portfolios by navigating credit/debit bureau and other external demographic data sources.

• Conducted multiple research projects: Quantitative measurement and statistical analysis of random cell motion; Theoretical modeling by stochastic differential equations; Programming and Monte Carlo simulation with self-developed algorithm; Published two referred articles in prestigious international journals and one in preparation.• Acted as lab coordinator, set weekly agenda for the lab, and facilitate collaboration with colleagues at Princeton and other universities• Supervised undergraduates doing experiments for their thesis in our lab

• Collaborated with two other assistants in three undergraduate courses for four semesters: Quantitative Principles in Cell and Molecular Biology; An Integrated, Quantitative Intro to the Natural Sciences; Introductory Physics• Led labs, gave precepts, designed exam questions, graded exams and problem sets

• Researched various aspects of spiral dynamics in a reaction-diffusion system• Conducted experimental study of DNA chips on glass substrate • Organized quarterly social events for the lab