Patrick Zhang

Background

About Patrick Zhang

Patrick is a manager in PwC's consulting practice specializing in credit risk, anti-money laundry, and data analytics. He has completed 2 secondments in Ireland and China. He is selected as one of 130 Digital Accelerators from PwC Canada. Patrick has performed IFRS 9 model development, validation, audit review projects for major banks in Canada, Ireland, and China. He also conducted economic capital model validation for canadian crown company and BASEL A-IRB compliance review for a major canadian bank. Recently, Patrick is the core member in designing and implementing AML transaction monitoring system for a major canadian bank. It consists of data ETL process design, alert generation with scorecard model, and tableau dashboard visualization. Patrick has a Master and a Bachelor in Mathematical Statistics and Actuarial Science. He has passed all preliminary exams for Society of Actuaries and currently pursue Certified Anti-Money Laundry Specialist designation. He has hands-on programming experience in SQL Server (SSIS, SSMS), R, SAS, Python, Alteryx, MATLAB, as well as visualization software experience such as Tableau and Power BI. Patrick’s previous research area was statistical inference in stochastic processes. In his academic publication, he explored and studied an shrinkage estimation strategy on the drift parameter of a generalized Ornstein-Uhlenbeck (mean reverting) process.