Yang Liu Email & Phone Number

Remote

Lead a model validation team performing full scope validations on most models used internally within the Bank.

• Lead Quantitative Analytics team within Financial Risk Management (FRM) department.
• Develop risk analytics models including models for Capital Stress Test and other forms of stress test.
• Conduct model development, model validation, new methodology research, and model result reporting.
• Exposed to the full range of quantitative modeling activities performed by the Bank's FRM team including credit risk, liquidity risk, and interest rate risk analytics.
• Assist Operational Risk Management team in model risk management by reviewing models and providing risk opinions on model assumptions, conceptually soundness, model performance and usage.
• Supervise and provide guidance to analysts on the team. Ensure that all reporting of model results is completed in a timely manner and is subjected to a rigorous quality review process. Review results of models for.

• Lead Quantitative Analytics team within FRM department.
• Perform concentration risk analysis on the loan portfolio to support risk appetite statement.
• Develop benchmark models using industry data for the Bank’s capital stress test.
• Support mortgage loan pricing through rate adjustment analysis.
• Perform deposit run-off analysis to support the Bank’s asset liability management.
• Conduct model review on deposit growth regression model.

• Lead Quantitative Analytics team within Enterprise Risk Monitoring & Analytics (ERMA) department.
• Collaborate with other teams of ERMA in developing models for stress testing including models related to credit loss, net interest income, and other forms of income and expense.
• Provide subject-matter expertise and advisory services regarding model risk management including substantive review of models/tools and their underlying calculations and assumptions.
• Broaden the use of advanced analytics in such areas as deposit modeling, the Allowance for Loan Lease Losses process/Current Expected Credit Losses, the risk appetite statement, and assistance to Finance, Business, and.
• Research best practices, properly manage data, conduct quality review, and thoroughly document processes.
• Communicate with a wide range of audiences, including regulators, validators, senior management, and business line managers, to share insights produced by the team.

• Contribute to the Bank’s overall risk analysis and stress testing process.
• Support Dodd-Frank Act Stress Test submissions including data management, credit loss model and benchmark model development, and technical document preparation under the supervision of senior modelers.
• Conduct ongoing monitoring on the performance of underwriting scorecard for small business loans.

Master'S Degree, Applied Statistics, 4.0/4.0

Graduate Coursework, Organic Chemistry

Bachelor'S Degree, Chemistry