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, documentation and model approval.Worked with quantitative research on development and approve the usage of PD, LGD, EAD, Volume, RWA, PPNR models in loss forecasting ( CCAR ,CECL and budget)Represented the stress testing team to communicate , defend CCAR results and explain model & business assumptions with regulators from FRB & OCCLed the development of business assumptions for populations with special treatments and not covered by CCAR modelsWorked as the key contact to advise capital impacts and risk analysis for large transactions from investment banking & new business initiativeEstablished SOPs & controls to minimize operational risks & identify potential improvements in model implementation.Developed tools in Python and dashboards in Tableau to process large datasets from model output (million records)

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• Built tools and programs in SQL / Python to run Moody’s RiskFrontier and process large simulation output• Involved in equity capital model development using RiskFrontier for GECC’s energy financial service• Participated capital model development for GECC’s aircraft leasing business

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 transition matrix and lattice valuation Developed tools and automation to calculate portfolio impact of different interest scenarios required by regulatorsTechnologies used at work: Perl,SQL,VBA,R

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