Chuyue Wang

Background

About Chuyue Wang

A top-performing technical Risk Analyst with a proven five-year track record implementing models and analytical tools for effective risk and capital measurement, management, and reporting for consumer and commercial portfolios. I lead the full lifecycle of implementation and validation of credit risk models to help clients respond to changing portfolios, economic conditions, and emerging risks. My goal is to drive innovation with a vision of data, analytics, and NextGen tools integrated to create business value. Among my signature accomplishments, I served as a technical lead for a multimillion CECL / CCAR project for a large cap financial institution, including the design and implementation for 20 consumer and commercial portfolios. I’m heavily invested in professional development with an M.S. in Analytics, numerous SAS Certifications, and earned FRM certification in 2021. PUBLICATIONS: Banks, H. T, Bekele-Maxwell, K, Bociu, L, & Wang, C.(2017). Sensitivity via the Complex-Step Method for Delay Differential Equations with Non-Smooth Initial Data. Quarterly of Applied Mathematics, LXXV (2), 231-248. Wang, M, Yanchuck, J.(2020). The Secret to Successful Current Expected Credit Loss Model Implementation. SAS Global Forum 2020, Paper SAS4589-2020.