Model development, validation and audit in market risk, counterparty credit risk, wholesale and retail credit risk, treasury, ALM, liquidity risk, derivatives valuations, capital and portfolio management with deep background across banks and consulting firms.
-
Independent Business ConsultantTdRichmond Hill, On, Ca -
Model Validation ConsultantBmo Apr 2023 - PresentToronto, Ontario, Canada -
Senior ManagerGenpact Jan 2023 - Feb 2024CanadaBMO model validation project - market risk, counterparty credit risk, treasury and stress testing -
Senior QuantRbc Capital Markets Sep 2021 - Jan 2023CanadaLiquidity risk management - data process, risk reporting and analytics -
Senior Manager, Financial Engineering And AnalyticsDeloitte Canada Aug 2015 - Sep 2021Toronto, Ontario, CanadaConsulting/auditing services in model development / validation of market risk, banking/trading book credit risk, treasury/liquidity/ALM, and derivatives valuation. -
Senior Manager, Capital And Credit Loss Forecasting Methodology, Risk ModelsBmo Financial Group Aug 2013 - Jul 2015Toronto, Canada AreaModel development for risk capital and stress testing. -
Manager, Structural Market Risk R&D, Corporate TreasuryBmo Financial Group Sep 2012 - Aug 2013Model development and risk management in interest rate risk and asset liability management -
Senior Manager, Risk Capital And Stress TestingBmo Financial Group Jan 2011 - Aug 2012Model development in credit risk and capital management -
Manager, Commercial RiskBmo Financial Group Oct 2009 - Jan 2011Model development in credit risk and capital management -
Senior Analyst, Commercial RiskBmo Financial Group Jan 2009 - Oct 2009Model development in credit risk and capital management -
Analyst / Senior Analyst, Economic CapitalBmo Financial Group Jul 2007 - Jan 2009Model development in credit risk and economic capital -
Analyst, Model Risk And VettingBmo Financial Group Sep 2006 - Jul 2007Model vetting in market risk
Yi Liu Education Details
-
Mba And Graduate Diploma In Financial Engineering -
Computer Software Engineering -
Computer Engineering
Frequently Asked Questions about Yi Liu
What company does Yi Liu work for?
Yi Liu works for Td
What is Yi Liu's role at the current company?
Yi Liu's current role is Independent Business Consultant.
What schools did Yi Liu attend?
Yi Liu attended York University - Schulich School Of Business, University Of Electronic Science And Technology, Sichuan University.
Who are Yi Liu's colleagues?
Yi Liu's colleagues are Matt Power, James Weiler, Alexander Spadafora, Jennifer Bartell, Corey Swahn, Gulshan Kumar, Alexis Belisle.
Not the Yi Liu you were looking for?
-
1dal.ca
-
1yahoo.com
Free Chrome Extension
Find emails, phones & company data instantly
Download 750 million emails and 100 million phone numbers
Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.
Start your free trial