Aijun Zhang
Head of Machine Learning and Validation Engineering at Wells Fargo
- Role
- Quantitative Analytics Senior Manager, Head of Machine Learning and Validation Engineering at Wells Fargo
- Location
- Charlotte, NC, US
- LinkedIn followers
- 500 followers
Experience
Quantitative Analytics Senior Manager, Head of Machine Learning and Validation Engineering
Oct 2022 — Present · Charlotte, NC, US
Responsible for leading and managing two key projects (PiML & ValOps) in MRM organization: • PiML (Python interpretable Machine Learning), an integrated toolbox for inherently interpretable model development, model conceptual soundness and outcome analysis (data quality, model explainability vs. interpretability, fairness, weakness detection, reliability, robustness and resilience).• ValOps (Validation Operations), an end-to-end platform for accelerated deployment and validation automation, in production for Model Risk Management. Key innovations include model wrapping, model transponder, test code standardization, and remote validation.
Education
University of Michigan
PhD, Statistics
2004 — 2009
Tsinghua University
Admitted through Gaokao
1998 — 1999
Hong Kong Baptist University
BSc & MPhil, Mathematics and Statistics
1999 — 2004
Skills
- Portfolio Management
- R
- Analysis
- Statistics
- Data Analysis
- Machine Learning
- Financial Risk
- Quantitative Finance
- Financial Modeling
- Credit Risk
- Data Mining
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