Weizhe L.

Background

About Weizhe L.

Weizhe, also known as Edward or Eddy, is a former quantum physicist specialising at the theoretical modelling and numerical simulation (see google scholar profile "Weizhe Edward Liu"). Currently he is working in banking industry, which interacts constantly with data analytics, risk management, machine learning and software development.1. Statistics: Linear regression, logistic regression, log-normal distribution, hypothesis testing, p-value, correlation, R square, adjusted R square, neural network, time series analysis, ARIMA model.2. Program languages - STRONG: R, Mathematica; READY TO USE: Python, C#, Batch, SAS, Javascript; OLD: Fortran, C++.2. Data Science: R Shiny App, Flexi dashboard, Sankey plots, data wrangling, data transformation, data profiling, Python, large language model (LLM) and local LLM.3. Software Development: R package development, Github, automation, systematic test, error handling, Excel macro, Outlook macro, algorithm development.4. Credit Risk Modelling: PD, LGD, and EAD models, Vasicek model, IFRS9, APS113, model documentation, model validation (Monitoring, Backtesting, Stress Testing, Sensitivity Analysis).5. Portfolio Management: credit risk insurance, credit default swaps, portfolio optimisation, concentration risk management.