Qin Cai Email & Phone Number

Short Hills, NJ, US

• Manage commercial credit models used in credit rating, CECL calculations, and stress testing for CRE and C&I portfolios.
• Responsible for credit department’s contribution to CECL, include drafting BRD for data sourcing automations, assisting IT on query conversions, and performing quarterly CECL process
• Lead credit department forecast scenario analysis to capture impacts from quarterly macroeconomic and real estate forecast scenarios on CRE portfolios
• Develop analytical templates to assess credit model PD & LGD prediction accuracy and to identify drivers for default and loss performance
• Support model recalibrations, documentations, monitoring, and validation finding remediation to ensure accurate model results
• Build credit risk reports to capture portfolio concentrations, performance comparison, and trending analysis

Pasadena, California, US

• Delivered regulatory reporting solutions in accordance with Federal Reserve regulation requirements to monitor financial condition and asset/credit risk of the company.
• Coordinated loan level data sourcing, data quality review, calculations, and reconciliations to ensure accurate, reliable, and consistent reporting on various portfolios
• Led regulatory reporting integration on Call Report and Y9C during CIT and One West Bank merging, including data sourcing, process automating, report creating, and filing
• Developed excel templates to streamline reporting processes that are not able to integrate into the reporting system, such as mortgage portfolio probability of default calculations and asset classifications
• Supported Federal reserve bank examination by facilitating discussions and coordinating responses from business operations and accounting across the organization
• Performed credit loss calculations for regulatory reports and participated in bottom-up implementation for Call Report, Y9C, and 9LP in CCAR environment

• Managed retail credit card portfolio credit risk, led portfolio performance analysis, and implemented approval credit standards/pricing to optimize financial returns.
• Performed monthly reporting and detail analysis for the retail credit card portfolio performance
• Produced timely and insightful ad hoc analytical reports that respond to business events and management requests
• Monitored portfolio credit segment demographics according to credit risk policies such as credit card declined/approval percentage, auto credit limit FICO, and credit attributes
• Created models on tracking contract agreements with retail merchants to enhance business opportunities and to ensure exclusive business relationships between TD bank and the merchants.
• Tested and recommended new strategies to drive portfolio growth and improve financial returns from individual merchants

New York, NY, US

• Supported strategy build out on the enterprise data governance to enhance data integrity and improve reporting standardization across corporate functions including Treasury, Finance, Credit Risk, Tax, Compliance, and.
• Extracted data and analyzed exceptions to established data remediation processes to ensure quality, completeness, and accuracy of enterprise data.
• Completed business requirements on Allowance for Loan and Lease Losses data to improve reserve calculation accuracy by facilitating cross-functional discussions with Corporate Credit Risk, Corporate Finance, and.
• Managed the Reference Application expansion project, which empowers unique corporate reporting requirements by analyzing business risk, presenting current functionality, organizing discussions, and managing user.
• Defined standardized master data cross reference mapping change process and created change request template that significantly improves process efficiency

New York, NY, US

• Managed credit risk on the mortgage portfolio and global vendor finance portfolio. Built credit risk models and developed trend analysis templates to calculate delinquency, loss forecast, PD and ALLL. Prepared monthly.
• Created and maintained roll rate model segmented by product, vintage, and FICO to track portfolio collection effectiveness, as well as to forecast delinquency and credit loss.
• Implemented prepayment and loss triggers template to monitor profits and losses on consumer loan bulk purchased contract agreements
• Developed models to forecast payment increase and borrower’s ability to pay on the Home Lending ARM portfolio
• Prepared FDIC review package on bank owned asset performance by risk segmentation such as geographic exposure, asset sectors, origination year, vintage loss, and severity.
• Generated timely and insightful analytical ad hoc reports that respond to market news/events, which helped senior management on making informed decisions and planning business strategies.

Master Of Business Administration (Mba), Finance

Bachelor Of Science (Bs), Computer Science