yu fan

* Conduct independent credit risk model validation for various banking clients including documentation review, code review, statistical testing, model performance benchmarking, sensitivity testing, stress testing and ongoing model performance tracking and monitoring using SAS, R and VBA * Perform independent valuation for various complex financial instruments, review valuation and spread sheet models for accuracy including the discounted cash flow (DCF) * Draft validation reports and findings. * Collaborate with various business units to deliver excellent client service.

* Develop quantitative prepayment and default models to support mortgage origination and securitization * Collaborate with various business units to implement corporate model risk policy and perform model validation * Support the financial and operational model related reporting needs of senior leadership through accurate, timely and high-quality analysis * Conduct independent model validation including code review, model performance benchmarking, sensitivity testing, stress testing and ongoing model performance tracking and monitoring

* Pulled web data from Google Analytics, cleaned and structured the data to identify the driver of consideration from all channels of digital marketing using R, applied GLM and PCA. * Assisted in optimizing and implementing the Direct Mail Response Model and Prospect Segmentation Model using logistic regression and machine learning techniques, estimated Customer Life Time Value and communicated across channels to gather data. * Analyzed the relationship between media impression and web traffic, visualized and presented data driven insights using Tableau to assist business decision making . * Worked across teams to help bridge the gap between digital and consumer insights. Presented data driven insights to entire team and Director of Marketing, which could potentially save 10k per month. * Held a R training session to the data analytics team.

minor in General Business Activities and Societies: Dean's list, Dance Team Lead

Financial Accounting (MGMT 237O) Macroeconomic Essentials (MGMT237P) Introduction to Econometrics (MGMT237Q) Fundamentals of Investments (MGMT237B) Empirical Methods in Finance (MGMT237E) Derivative Markets (MGMT237D) Stochastic Calculus and Derivatives (MGMT237C) Corporate Finance and Risk Management (MGMT237A) Financial Risk Measurement and Management (MGMT237I) Quantitative Asset Management (MGMT237H) Computational Methods in Finance (MGMT237G) Fixed-Income Markets (MGMT237F) Intro to Credit Market Risk (MGMT237K) Statistical Arbitrage (MGMT237M2)