Sijia Liu Email and Phone Number

Oversee Risk and Operations machine learning model development and deployment (process automation, credit risk, fraud detection and prevention, loss mitigation, innovation, vendor collaboration), analytics, and risk team data mart establishment, etc. Partner with business stakeholders, product, and engineering to drive high impact initiatives.

Drive the end to end development, implementation, and monitoring of machine learning models critical for risk and operations, including loan origination automation and prioritization, enhanced loss mitigation strategy, account takeover fraud detection and prevention, etc. Collaborate cross functionally to empower business with data and model driven approaches in order to improve ROI and unit economics.

Manage the centralized model development team to build and maintain credit risk models for all of the bank's retail and wholesale portfolios. Provide loan level risk evaluation needed at every stage of the loan's life cycle, including underwriting, customer management, risk based capital reserve calculation and stress testing, etc

Lead the ground up development and maintenance of CCAR models and Basel II quantification models for the bank's credit card portfolios (Prime, Sub-Prime, Small Business Card) by leveraging the knowledge and experience gained from hands on modeling practice. Communicate and collaborate cross functionally to enable business decisions with modeling and analytical insightsRecruit and train the model development team to have a consistent modeling and analytical practice that is necessitated by the level of rigor required

1). Worked on the design and development of Fuzzy-RW, a family of novel fuzzy data clustering algorithms that is able to detect the underlying nonlinear data structure of complex high dimensional data sets by utilizing a family of distances induced by random walks on the graphs. These methods can be applied to the areas of bioinformatics, image analysis, and face recognition. Coauthored the research paper "Random walk distances in data clustering and applications" (submitted for publication).2). Worked on the development of DifFUZZY, a novel fuzzy data clustering method that outperforms traditional fuzzy clustering algorithms, especially on complex elongated data sets or those that consists of clusters of different dispersion. The concepts and methods involved include data mining, fuzzy clustering, diffusion processes on graphs, and diffusion distances.Coauthored the research paper "DifFUZZY: A fuzzy clustering algorithm for complex data sets", which is published in the International Journal of Computational Intelligence in Bioinformatics and Systems Biology.3). Worked on modeling the contact spread of infection in host-parasitoid systems. The mathematical methods involved include analytical and numerical methods of differential equations, mathematical modeling, and steady state analysis.Coauthored the research paper "Modelling contact spread of infection in host-parasitoid systems: vertical transmission of pathogens can cause chaos", which is published in the Journal of Theoretical Biology.4). Worked on research of the syntelic and merotelic kinetochores using a stochastic model and stochastic simulations. The concepts and methods involved include stochastic chemical kinetics and Gillespie's algorithm.Coauthored the research paper "On a stochastic model for a possible function of syntelic and merotelic kinetochores", which is in the final stage of preparation.

Taught various stand alone courses including Calculus, Calculus for Business and Social Sciences, College Algebra, Trigonometry, and Analytic Geometry. I designed the class schedule and tests, taught lectures, evaluated the academic performance of students, and interacted with students to encourage academic improvements.Taught recitations for various courses at various levels.

Collaboratively established and simulated mathematical models for dynamic social networks integrated with local wireless networks. Collaborated with members of a research group at the XIII Mathematical Modeling in Industry Workshop held by the Institute of Mathematics and its Applications, University of Minnesota.