Shuhui Chen Email & Phone Number

Beijing, China

Hangzhou, Zhejiang, China

San Francisco Bay Area

• Manage the validation of PPNR and credit loss models subject to CCAR/DFAST, Basel II and ALLL regulatory compliance. • Conduct statistical testing for regression models of various types such as OLS, logistic, fractional logistc, panel data, etc..

San Francisco, California

• Validated CCAR/DFAST models of various types including OLS, pooled OLS, logistic, fractional logistc, ARIMA, panel regresion, etc. for both retail and commercial portfolios.• Developed time series deposit balances models to support the forecasting and stress testing of key line items to meet CCAR requirements; designed model performance monitoring framework.

Greater New York City Area

• Loan loss reserve forecasting for $70BN+ portfolio - assisted in determining build / release of reserve based on macro-economic and business outlook• Strategic Analytics on Initial Line Assignment Optimization model - optimized account acquisition strategies by assessing post implementation model performance and impact on business portfolio's profitability

Greater Boston Area

• Evaluated impact of inefficiencies and frictions associated with frontier market investing • Examined the explicit (bid-ask spreads, custody) and implicit (political, legal, currency) cost and risks using MSCI indices and valuation data from FactSet/Bloomberg; explored opportunity set and make investment recommendation• Interviewed asset managers to understand their research process and frontier market investing strategies

Washington D.C. Metro Area

• Assessed fair lending compliance of the credit scoring model for GSE’s mortgage underwriting system using SAS 9.2. • Estimated economic value of FHA mutual mortgage insurance fund under stress scenarios using stochastic simulations.

Master Of Finance

Activities and Societies: Vice President of Communications of Quantitative Finance Club; Executive Team Member of MIT Asian Career Fair.

Ma, Economics

Ba, Mathematics, Economics (Higher Distinction)

Activities and Societies: Undergraduate Admission Interviewer and Mentor Programs, Musicians on Call, Math ClubThesis titled "Chinese.