Yanqi Zhu

Credit Risk Specialist at CriAT
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Contact Information
us****@****om
(386) 825-5501
Location
Singapore, SG
Languages
  • English Full professional proficiency
  • Chinese Native or bilingual proficiency

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Credentials

  • Python for Everybody Specialization
    Coursera
    Mar, 2020
    - Nov, 2024
  • Passed CFA Level III Exam
    CFA Institute
    Jun, 2016
    - Nov, 2024

Experience

    • Singapore
    • Financial Services
    • 1 - 100 Employee
    • Credit Risk Specialist
      • May 2022 - Present

    • United States
    • Financial Services
    • 700 & Above Employee
    • Economist
      • Jul 2020 - Feb 2022

      - Responsible for monitoring and analyzing economies across the Asia-Pacific region, with a focus on China. Manage forecast for baseline, standard alternative and regulatory stress scenarios for China.- Write key data releases and regular blog posts on a variety of economic issues, generating good media presence. Produce quarterly country macro reports and major city reports. Communicate views on regional and China economic outlook via client calls and webinars.- Develop currency depreciation risk model and construct country risk index as part of client consultancy projects.

    • Singapore
    • Higher Education
    • 700 & Above Employee
    • Research Fellow
      • Aug 2018 - Jun 2020

      - Involved in various development projects including (1) distance-to-default estimation for multiple firms with correlation structure, (2) credit risk stress testing toolkit, and (3) portfolio credit analytics for economic capital calculation at group portfolio level.- Responsible for algorithm design, parallel computing implementation, validation, back-testing and integration into production system.- Served as an external editor for CRI weekly publications that provide insights on recent credit events.

    • Teaching Assistant
      • Aug 2014 - Aug 2018

      - Conduct tutorial sessions and provide consultations to courses at various levels, including Financial Economics, Money and Banking, Managerial Economics, Macroeconomics in the Global Economy (MBA)- Recipient of NUS Teaching Award for exceptional teaching performance and feedbacks

    • Philippines
    • International Trade and Development
    • 700 & Above Employee
    • Research Intern
      • Jun 2017 - Aug 2017

      - Collaborated with two economists on a research project studying corporate shadow banking participation and stock market returns in China - Collaborated with two economists on a research project studying corporate shadow banking participation and stock market returns in China

    • United States
    • Financial Services
    • 700 & Above Employee
    • Project Analyst
      • May 2013 - Aug 2013

      1. Initiated and accomplished an independent market research project on commercial mobile banking 2. Assisted senior vice president with Client Relationship Management (CRM) project on status tracking, estimated cost comparison as well as project coordination 3. Coordinated with technology infrastructure representatives from 8 Asian countries on the commercial bank homepage change project 1. Initiated and accomplished an independent market research project on commercial mobile banking 2. Assisted senior vice president with Client Relationship Management (CRM) project on status tracking, estimated cost comparison as well as project coordination 3. Coordinated with technology infrastructure representatives from 8 Asian countries on the commercial bank homepage change project

Education

  • National University of Singapore
    Doctor of Philosophy (Ph.D.), Economics
    2014 - 2019
  • National University of Singapore
    Bachelor's Degree, Applied Mathematics
    2010 - 2014
  • Northwestern University
    Bachelor's degree, Applied Mathematics & Economics
    2012 - 2012

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