Yangyi Xu
Vice President, Senior Quantitative Finance Analyst at Bank Of America
Based in Charlotte, United States
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Seniority
Vp
Department
Finance & Accounting
Location
Charlotte
Industry
Banking
Company size
220K
Contact information
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y•••••••@bankofamerica.com
Phone
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Background
About Yangyi Xu
Three years Modeling and validation experience for the bank’s Anti Money Laundering line of business Introduced new quantitative methodologies for modeling and validation Led the ongoing model monitoring team for improving the process and producing reports Project experience for Machine Learning, Data/Text Mining, Predictive/Discovery modeling, Model selection, evaluation and validation Project experience for Big data and High dimensional data handling in linear, generalized linear, additive and non-linear models Project experience for Time/spatial based analysis such as competing risks, decision tree, time series, longitudinal, Spatial regression Project experience for Monte Carlo and Stochastics methods for data with unknown/nonstandard distribution• Strong computer skills in SAS, R, Matlab, SQL
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