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Senior Credit Risk Expert Resume

Los Angeles, CA


  • 12+ years of experience in credit risk management, CCAR stress testing, financial Confidential and modeling, and consulting service with top global financial organizations
  • Established track record of building successful analytical models and products including multiple industry leading risk Confidential products
  • Strong product and project management skills.
  • Successfully managed large cross - functional groups for model development, product release, and firm-wide CCAR Stress Testing projects
  • In-depth knowledge of PD/LGD/EAD/ScoreCard models, GAAP and Statutory accounting models, cash flow projection, capital management, Asset Liability Management and auditing
  • Hands-on experience with large financial data.
  • Led successful efforts to adopt various new data sources, integrate and automate large scale data process
  • Strong communication and presentation skills.
  • Extensive experience in financial consulting service


  • SAS, S-Plus, R, Python, Matlab, VBA, and Excel Modeling;
  • Oracle, Sybase, Microsoft SQL Server, ACCESS, TOAD, PL SQL, Micro-strategy, @risk, and C++;
  • SAS Certificates from SAS Institution and UC Berkeley Extension: Statistics package, Econometrics package, Graphing package, SQL package, and Advanced Techniques and Efficiencies in Data Analysis using SAS
  • Bloomberg, Polypath, and Algo


Confidential, Los Angeles, CA

Senior Credit Risk Expert


  • Assisted Chief Credit Officer to oversee credit risk management for investments of over $180BN: providing guidance on risk policies, managing Confidential modeling projects, producing monthly report on risk assessment of all assets, participating risk committee meetings, and guiding the integration of vendor Confidential products into enterprise risk management system.
  • Led successful efforts of large cross-functional working group to complete firm wide stress testing projects.
  • Reviewed and challenged valuation Confidential, accounting and capital management models.
  • Identified critical defects in the models.
  • Documented and presented stress testing report to senior management.
  • Led initiatives to streamline large scale data and model process, and enhanced accuracy and efficiency of the process.

Confidential, San Francisco, CA

Associate Director


  • Led successful efforts to complete several new model research and development, including:
  • CCAR stress testing model for Confidential, a major selling point to large banks and other financial institution.
  • Relative trading strategy module for bond and CDS investment, built into CreditEdge Plus and well-received by asset management clients
  • Bolstered marketing and sales efforts to successfully acquire new clients and gain market share
  • Heavily involved in consulting services for high profile clients

Research Manager/Model Manager



  • Led model management for CreditEdge Plus.
  • Orchestrated research, software development, data production, product managers and sales teams for model releases, including new PD, LGD models, and portfolio correlation models.
  • Researched and developed sovereign credit risk model, a selling point of CreditEdge Plus
  • Provided training and support to internal teams and external clients
  • Involved in new data acquisition and data warehouse enhancement for various research projects

Quantitative Financial Analyst



  • Focused on portfolio valuation research and model Confidential, including:
  • Comprehensive research on credit migration based on MKMV PD models, resulting in the new estimation of Distance-to-Default matrix for portfolio valuation in PortfolioManger and RiskFrontier products.
  • Default correlation and asset correlation model research, and model validation. Released several new correlation models.
  • Portfolio stress testing on economic capital

Research Data Analyst



  • Researched and prototyped a loan valuation model used in CreditMark and conducted model validation
  • Incorporated new loan terms and conditions data and market pricing data into research database for model research and model validation

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