Shihao C. Email & Phone Number

Menlo Park, Ca, Us

Raleigh, North Carolina, Us

San Francisco, California, Us

Lead teams conducting LLM applications on Climate related Disclosures and ESG Reporting.

London, Gb

Acted as subject matter expert in climate risk assessments and built models translating climate risks and opportunities into company level financial impact, managed multiple client engagements, and excelled in communicating complex insights to stakeholders. Focused on building client relationships, preparing marketing initiatives, and delivering tailored, high-quality solutions in climate risk and sustainability.

New York, Ny, Us

• ESG and Climate Risk Modeling: Led team effort to validate and add country variation to current climate scenario adjusted probability of default model, enhanced ESG score card model using the latest ML interpretability techniques (Random Forest, XGBoost, Ensemble, K-mean, Permutation Test, PDP, Two-way HStat Test, LIME, etc.).• Cyber Risk Prototype Modeling: Built a prototype model featuring a vector of Cyber Hygiene Scores (SQL) using fractional logistic regression for 7.5 years’ worth of daily data for 4,000 public firms. This model achieved significant explanatory power for nearly 1,400 firms. Presented the findings to senior MDs. • Epidemiology Analytics: Developed a customized implementation of an industry standard compartmental model (SEIQR) for business continuity team to predict COVID19 daily infection numbers at county/state/country level for 34 company office locations. Implemented an NLP sentiment score to monitor the live vaccine race (Python). Published biweekly internal pandemic newsletters and presentations with latest pandemic analytics and research related to credit risk.• Credit Risk Model Validation: Reversed engineering company’s flagship public & private firm credit risk models. Research on alternative methodologies, out-of-framework competing models (Hieratical Bayesian, Stress Testing Forecasting, General Additive model and ML, etc.). Designed and conducted numerous customized metrics to measure and improve model performance. Insightful recommendation and consultancy reports enhanced the next model updates.• Model Governance: Designed and implemented internal/client model documentation template with SR11-7 standards and guidelines. Collaborated with product management team to train 50 model developers with technical presentations.

Chicago, Illinois, Us

Comprehensive model validation works including: Credit Loss models (PD, LGD ) , Moody's Economy.com model (collaborates with cross-functional model owners within the company) , Treasury ALM models (New Volume, Hedge-fund Revenue Fee, Prepayment, RAROC and Openlink Valuations), Credit Scorecard models (FICO Origination, Income Verification, Behavior Scorecard) and BAU models (CLASS, Comprehensive Expected Loss model).Ad-hoc research topics on call-reports data query using SNL, Economic Scenarios Outlooks, Regulatory policy analysis.

Toronto, On, Ca

Effectively produced daily and weekly P&L reports for the wholesale equity trading using Excel VBA in a timely manner.Market micro-structure analysis, execution services request, and new product development.

Toronto, Ontario, Ca

• Conducted extensive global investment research using Bloomberg.• Developed and presented the provincial bond model and interest rate swap model.

Peterborough, Ontario, Ca

• Developed the research plan and prototype to assess the cultural sector economic impacts; organized and compiled an industry report around the key economic information for the city’s 1st Municipal Cultural Plan.• Designed and executed a customized survey to 2013 Canada Day Multicultural visitors and vendors to collect data for Ontario’s Tourism Regional Economic Impact Model.

Waterloo, Ontario, Ca

Master Of Applied Data Science

Master Of Arts - Ma, Economics, Co-Operative Program

Bachelor Of Arts - Ba, Mathematical Economics With Specialization In Finance

High School