Simon Zhang Frm

FAQ About Simon Zhang Frm

• What is Simon Zhang Frm's address?

  Simon Zhang Frm is located at
  McLean, Virginia, United States

• What is Simon Zhang Frm's job title?

  Simon Zhang Frm is a
  Experienced Financial Risk Modeling and Model Validation professional with a strong Quantitative skills and diverse hand-on modeling experience Ph.D. (ABD) in Economics; FRM (Financial Risk Manager); CFA (Chartered Financial Analyst) candidate Invited speaker and conference chairperson at the Second Annual Model Validation Conference (2015), invited speaker at other conferences including University of Maryland (2010) and Marcus Evans (2007). Winner of Capital One Research Award (2007) 9 years’ experience as a manager and individual contributor in financial risk modeling and model validation -Stress Testing (CCAR and DFAST), PPNR, Operational Risk, BHC Scenarios Design, FR Y14A submission -Market Risk and Capital Markets: Derivative Pricing, PFE(Potential Future Exposure), CVA, MSR, Bond (Treasury, MBS, Municipal and Corporate) valuation using behavior models (Prepayment, PD, Severity) and cash flow engine (Intex/Polypaths) -Accounting: Fund Transfer Pricing, Goodwill, Fair Value (FAS 107/157/ ASC820) Measurement, Level 3 Disclosure -Economic Capital: Single risk type (credit, market, operational, and business) modeling, Copula for diversification and risk aggregation, capital allocation to LOBs and products, Capital Adequacy Assessment (ICAAP), Basel 1, 2, and 3 -Commercial: Basel AIRB, dual risk rating system, counterparty risk management and default model, Moody (EDF, FSO, CreditEdge, RiskCalc, CMM, AVC, RiskFrontier), credit limit setting, collateral management -Deposit: NMD, volume/ runoff (survival) model, rates/ pricing (time series ARMAX) model, QRM, QualiFile, Novantas -Retail: PD/LGD/EAD/ Prepayment/ Loss forecasting for credit card, auto loan, mortgage, small business loan and deposit -In-depth valuation experiences across both asset classes (including credit card, auto loan, mortgage, fixed income, and structured securities) and liabilities Wells Fargo

• What industry does Simon Zhang Frm currently work in?

  Simon Zhang Frm currently works in the
  Wells Fargo

• What is Simon Zhang Frm's area of expertise?

  Simon Zhang Frm specializes in
  Experienced Financial Risk Modeling and Model Validation professional with a strong Quantitative skills and diverse hand-on modeling experience Ph.D. (ABD) in Economics; FRM (Financial Risk Manager); CFA (Chartered Financial Analyst) candidate Invited speaker and conference chairperson at the Second Annual Model Validation Conference (2015), invited speaker at other conferences including University of Maryland (2010) and Marcus Evans (2007). Winner of Capital One Research Award (2007) 9 years’ experience as a manager and individual contributor in financial risk modeling and model validation -Stress Testing (CCAR and DFAST), PPNR, Operational Risk, BHC Scenarios Design, FR Y14A submission -Market Risk and Capital Markets: Derivative Pricing, PFE(Potential Future Exposure), CVA, MSR, Bond (Treasury, MBS, Municipal and Corporate) valuation using behavior models (Prepayment, PD, Severity) and cash flow engine (Intex/Polypaths) -Accounting: Fund Transfer Pricing, Goodwill, Fair Value (FAS 107/157/ ASC820) Measurement, Level 3 Disclosure -Economic Capital: Single risk type (credit, market, operational, and business) modeling, Copula for diversification and risk aggregation, capital allocation to LOBs and products, Capital Adequacy Assessment (ICAAP), Basel 1, 2, and 3 -Commercial: Basel AIRB, dual risk rating system, counterparty risk management and default model, Moody (EDF, FSO, CreditEdge, RiskCalc, CMM, AVC, RiskFrontier), credit limit setting, collateral management -Deposit: NMD, volume/ runoff (survival) model, rates/ pricing (time series ARMAX) model, QRM, QualiFile, Novantas -Retail: PD/LGD/EAD/ Prepayment/ Loss forecasting for credit card, auto loan, mortgage, small business loan and deposit -In-depth valuation experiences across both asset classes (including credit card, auto loan, mortgage, fixed income, and structured securities) and liabilities

• Which languages does Simon Zhang Frm speak? 

  Simon Zhang Frm speaks the following languages:
  No languages available.

• Which industries has Simon Zhang Frm previously worked in?   

  Simon Zhang Frm has prior experience in the following industries:
  Santander Bank , Freddie Mac , Capital One , Capital One Financial , Capital One Financial

• What is Simon Zhang Frm’s work experience?  

  Simon Zhang Frm has the following professional experience:
  Wells Fargo , Santander Bank , Freddie Mac , Capital One , Capital One Financial , Capital One Financial .

• How can I find Simon Zhang Frm on LinkedIn?  

  You can view Simon Zhang Frm’s
  LinkedIn profile at LinkedIn URL.

• What are Simon Zhang Frm’s work email addresses?  

  Simon Zhang Frm’s work email addresses are
  [email protected] .

• What company does Simon Zhang Frm work for?  

  Simon Zhang Frm works at
  Wells Fargo