Experience

Federal Home Loan Bank of Atlanta

• United States
• Banking
• 200 - 300 Employee

• Manager - AVP

  • Dec 2016 - Present

  Atlanta Quantitative Modeling, Credit Risk and Mortgage Valuation.

• Senior Quantitative and Statistical Analyst

  • Jul 2015 - Present

  Atlanta Midtown Mortgage Valuation, Credit Score Model Development, Credit and Collateral Risk Analytics - Lead the monthly mortgage valuation production process and ad-hoc analysis. - Lead the credit score model performance monitoring and back-testing procedures. - Responsible for collateral and credit risk analytic framework development and various testing design. - Drove credit score model development and enhancement for shareholders’ creditworthiness rankings. - Provide… Show more Mortgage Valuation, Credit Score Model Development, Credit and Collateral Risk Analytics - Lead the monthly mortgage valuation production process and ad-hoc analysis. - Lead the credit score model performance monitoring and back-testing procedures. - Responsible for collateral and credit risk analytic framework development and various testing design. - Drove credit score model development and enhancement for shareholders’ creditworthiness rankings. - Provide leadership to drive efficient management of existing models, identification and evaluation of new data, incorporation of new techniques and new methodology research. - Proven capability to efficiently communicate complex analysis, modeling methodologies and analytical results to senior management, internal and external parties including validators and regulator. - Trained and instructed junior analysts on modeling methodologies and quantitative analysis skills.

• Manager

  • Feb 2011 - Present

  Atlanta, Georgia, United States

• Quantitative and Statistical Analyst II

  • Feb 2013 - Jun 2015

  Atlanta Midtown Built internal credit rating models for health insurance companies and banks. Efficiently comleted the entire development process including financial ratio analysis, collecting and scrubbing raw data, data manipulation, variable transformation, performing single/multi factor analysis and other related statistical analysis. Redevelope internal credit rating scorecard model for insurance companies. Performed research on various aspects of default probabilities, applied logistic models and… Show more Built internal credit rating models for health insurance companies and banks. Efficiently comleted the entire development process including financial ratio analysis, collecting and scrubbing raw data, data manipulation, variable transformation, performing single/multi factor analysis and other related statistical analysis. Redevelope internal credit rating scorecard model for insurance companies. Performed research on various aspects of default probabilities, applied logistic models and related methodologies, conducted model recalibration and back testing. Facilitated model implementation through efficient and effective communication with model users, credit analysts and IT. Created model documentation for model scoping and development, implementation and control processes. Communicated the modeling methodologies, implementation, controls and analytical results to senior management, validators, internal auditors and federal regulators. Trained and instructed junior analysts on modeling methodologies and quantitative analysis related to credit risk.

• Quantitative and Statistical Analyst

  • Feb 2011 - Jan 2013

  Atlanta Midtown Built internal credit rating models for life and P&C insurer. Designed the core methodology generating the creidt scores. Efficiently led interns go through the complete development process. Communicate with model users and created model technical documentation. In charge of monthly collateral mortgage valuation process and prepared monthly valuation reports. Conducted monthly securities benchmarking to identify, monitor and report any market risk relevant to collateral… Show more Built internal credit rating models for life and P&C insurer. Designed the core methodology generating the creidt scores. Efficiently led interns go through the complete development process. Communicate with model users and created model technical documentation. In charge of monthly collateral mortgage valuation process and prepared monthly valuation reports. Conducted monthly securities benchmarking to identify, monitor and report any market risk relevant to collateral portfolio. Wrote various reports and memos; created and updated documentation for internal processes and controls. Assist in the development of analytical tools to measure risk in the collateral portfolio including credit, valuation, model, possible concentration, correlation, and portfolio-level risks. Developed stress and scenario test for mortgage and other collateral product valuation methods. Developed and improved valuation discount methodology.



Georgia Institute of Technology

• United States
• Higher Education
• 700 & Above Employee

• Master Student in Quantitative and Computational Finance

  • Aug 2009 - Dec 2010



PwC

• Professional Services
• 700 & Above Employee

• Senior Associate

  • Aug 2006 - Jul 2009

  • Performed financial analytical reviews, fluctuation analysis, substantive testing, business risk identification, financial modeling evaluation and risk-oriented auditing on consolidated financial statement; • Provided Sarbanes Oxley Act-“Sec.404” internal controls evaluation, validating & testing and suggestion for optimizing clients’ business process and enterprise resource planning. • Provided consolidated reporting service and PRC statutory audit for listing companies under the… Show more • Performed financial analytical reviews, fluctuation analysis, substantive testing, business risk identification, financial modeling evaluation and risk-oriented auditing on consolidated financial statement; • Provided Sarbanes Oxley Act-“Sec.404” internal controls evaluation, validating & testing and suggestion for optimizing clients’ business process and enterprise resource planning. • Provided consolidated reporting service and PRC statutory audit for listing companies under the PRC GAAP as well as US GAAP. Meantime, provided US GAAP IPO (initial public offering) audit service. My Clients included over 10 multi-national companies (such as Utsarcom, Ingersoll-rand, 3M China, Honeywell China, Toyota Industry Co., Nidec Group, Statschipac.etc.). Show less