Shuo Zhang Email & Phone Number

New York, New York, US

New York, NY, US

Led a team of 10 credit risk experts to deliver stress testing (CCAR), loss forecasting and outcome analysis for bank's $800Bn wholesale lending in C&I and HFS portfoliosLed the model & assumption developments of CECL in CCAR from framework design, component model assumptions ( PD, LGD, EAD ), forecasting process flow to build and release logic to testing.

New York, NY, US

• Model analytics lead of CCAR, CECL and budget loss forecasting models for business banking (BB) and dealer commercial services.
• Responsible to identify model weakness, approve model usage, build model overlay and challenge model performance.
• Lead and advise from business side on model framework, methodology and bridge gaps found between model development and business concept, financial reporting, product structure and regulatory expectation.
• Build model analytics to articulate model outputs,changes and methodology to CROs
• Perform “what-if” analysis for strategic decisions, portfolio management and critical business transformation.

Norwalk, CT, US

• Developed analytics to show impact of down turn portfolios’ performance to GECC’s required capital.
• Built and implemented model to compute PD and LGD of complex structured products
• Maintained a 1-stop shop to compute capital charge for urgent add-hoc deal / new investment program.
• Built analytics to assess outcomes of stress testing result with down turn capital charge
• Performed outcome analysis on industry historical loss to support GECC’s capital adequacy
• Established capital allocation methodology to support capital ratios of GECC’s vertical businesses

Norwalk, CT, US

• Model owner of commercial credit capital model (Moody’s Risk Frontier)
• Calibrated 3 versions of Moody’s Risk Frontier to serve GECC’s portfolio needs
• Participated in wing to wing process on model development, validation and implementation
• Developed through-the-cycle PD term structure for valuation, ALLL and capital calculation
• Calibrated risk parameters for PD-LGD correlation during down turn economic environment
• Led model development of PD, LGD and cashflow projection for structured products.

New York, NY, US

• Implemented Moody’s RiskFrontier to compute required capital of company’s 500 billion trading portfolio
• Led IT team to build in-house infrastructure to run Riskfrontier, process output and generate reports. Built model to calculate potential future exposure for credit derivatives. Built credit migration model using.

Dublin 2, IE

Provide IT consulting services to clients.Develop middlewares to integrate different systems.Customize Siebel CRM system to meet clients' business need.Technology focused on: Siebel, ETL, Java, Oracle,PL/SQL, Shell scripting, SSIS, Autosys.ASP,JavaScript

New York, NY, US

Support IB Trading systems, middle / back office applications.Develop and maintain systems used to settle and reconcile tradings.Develop and automate reports to calculate exposures, P/LsTechnologies used: Java, VBA, SQL, PowerBuilder

Part of R&D. Develop real time traffic data engine. Analyze traffic data to refine existing traffic forecasting model.Technologies Used: Java, Perl, Shell Scripting