Wilson Kan Email & Phone Number

Ajax, On, Ca

- Responsible for all model outputs related to expected loss models.- Transitioned all SAS code to SQL/Python with the change in SAS environment to Google Cloud Platform.- Designed and coded model performance monitoring exercise.- Model owner of credit portfolio management simulation.- Managed over 20 full times and contractors.

Toronto, Canada Area

- Built wholesale credit risk models for regulatory and underwriting purpose, created detailed technical documentation for validation and created concise presentation for stakeholders.- Led and closed remediation requests from regulator.- Maintain and update machine learning model to create simulates macroeconomic scenarios- Created documentation and performance metric for vendor models.- Designed and calibrated expected loss models for US wholesale portfolio ($49 B) for stress testing and risk rating model for global insurance portfolio.- Designed and coded model performance monitoring exercise.- Organized internal projects timelines and issues tracking

Toronto, Canada Area

- Built credit risk models for regulatory purpose, created detailed technical documentation for validation and created concise presentation for stakeholders.- Designed and calibrated expected loss models for commercial and industrial loan ($1.6 B) portfolio for stress testing purpose.- Designed and calibrated default risk model for retail credit cards ($18 B outstanding, $60 B exposure, 100 million+ data points) portfolio for stress testing purpose in a short timeline.- Documented details of each model calibrated in various aspects, including data quality, data cleaning, model technical specification, model monitoring and implementations.- Presented each model to line of business leads for approval, where the main features of the models are explained in a non-technical setting to ensure reasonability.- Resolved various ad-hoc analysis from technical issues such as data quality impact analysis to urgent responses to regulators.

Urbana-Champaign, Illinois Area

- Provided proof-of-concept demos to potential business partner to showcase Wolfram's products with a primary focus on startups providing data analytic services.- Conducted online meetings with clients to demonstrate how Wolfram technologies can integrate and streamline their existing process.- Participated in conferences such as SXSW to showcase Wolfram technologies to a large number of audience.- Worked with internal teams to improve client experiences such as conveying changes large clients would like to see in the product to the product developers.

Chicago

- Built retail credit risk models, created detailed technical documentation for validation and created concise presentation for stakeholders.- Designed and calibrated expected loss models for all retail credit risk portfolios including mortgages, line of credits, credit cards, auto loans and installment loans.- Built machine learning models such as neural networks and random forest for benchmarking- Assisted in strategic models used for business decisions such as underwriting scorecards and collection practices.- Showed initiative and leadership by transferring to Chicago to build up a team local to the US regulators.

Mississauga, Ontario

- Taught highschool mathematics and computer science.- Created an entirely new curriculum for grade 10 to 12 computer science courses.- Taught grade 9 to 12 mathematics and designed the final exams for all teachers teaching the same course in a given semester.- Led all mathematics and computer science competitions for the school.- Ran extracurricular activities such as math club and games club.- Participated in major school events such as graduation, march break trips and university open houses.

Brampton, Ontario

- Analyzed databases for cost saving possibilities- Prepared and presented cost analysis due to policy changes- Created Excel scripts to improve efficiency of analysis

Shelton, Connecticutt

- Analyzed cryptographic properties of deterministic random bits generator for used in secured devices- Presented result to the executives and offered suggestions based on the research- Published result to the cryptography community

Master Of Science (Msc), Mathematics, 4.0

Presented a 3 sessions seminar on my research project Offered a full scholarship along with TA positions.

Bachelor Of Honour Mathematics - Co-Op, Mathematics And Computer Science, 4.0

Activities and Societies: Teacher Student Association Teaching Option Fellowship Descartes ScholarOffice manager for the Teacher Student.

Bachelor Of Education (Bed), Education

Activities and Societies: Teaching Option FellowshipTeachables for high school mathematics and computer science