Seniority
Director
Department
General Business & Management
Location
Canada
Industry
Banking
Company size
47K
Contact information
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y•••••••@••••••.com
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Background
About Yuting Yang
Senior Quant/data scientist with 8 years’ hands-on experiences in Statistical and Applied ML Models with focus in Banking Credit Risk Management and Model Risk Management. Validated Basel Credit Risk Models (PD, LGD, EAD) for Wholesale and Retail products Validated IFRS 9 Models (PD, LGD, EAD, Lifetime PD); Validated AIRB Risk Rating Process for various Lines of Business; Programming Languages: Matlab, Python, SAS, R, SQL Exams: Passed CFA Level I Exam (2014.12) Passed CFA Level II Exam (2015.06) Passed FRM Level I & II Exams (2015.11)
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