Angela Zhang

About Angela Zhang

Angela Zhang is currently a Senior Manager at the Quantitative Advisory Services of EY. Her areas of focus are AI/ML, derivative pricing, market risk analytics, CVA/CCR, and financial crime analytics. Angela is skilled at financial modeling, data analysis, and financial risk management. Angela is a certified Financial Risk Manager and a Chartered Financial Analyst. Angela received her Executive MBA from Columbia Business School.Angela is interested in topics of banking and capital market and technology. Angela is also passionate about travelling, reading, photography and community services.Angela speaks English, Mandarin and French.

Experience

1. Consulting Senior Manager

   EY

   Sep 2021 — Present · New York, NY, US

   Led a team to support a global bank in validating over twenty anti-money laundering models/scenarios used by various legal entities to identify suspicious activities for all products/services, in order to close regulatory feedback. Assessed the conceptual soundness (comprehensiveness of scenario coverage, customer segmentation, scenario design, threshold tuning and suppression rules), input data (sources, quality, lineage, and controls), outcome analysis (distribution of transactions, below-the-line testing, alert review process and sample alert test), assumptions and limitations, ongoing monitoring plan and results, and drafted the validation reports submitted to Internal Audit and regulators.• Led a team to assist a Singaporean bank to enhance its general wrong way risk framework and supported the end-to-end implementation of the identification, measurement, limit monitoring, reporting, and governance. Developed a data-driven and risk-sensitive approach for the GWWR quantification, considering the interaction between credit quality deterioration and exposure mark-to-market change.• Led a team to assist a global bank to enhance its validation for twenty AI/ML models used for marketing and fraud detection purposes, in line with regulatory expectations and leading industry practices. Algorithms reviewed and validated include logistic regression, ensemble methods, gradient boost, random forest, neural network, NLP, etc.• Led a team to assist a global bank to perform a full validation of its Fircosoft sanction screening model. Conducted input data completeness and integrity tests. Reviewed the conceptual soundness via reviewing the model design, evaluating developers’ BTL and ATL test results, and independently testing a sample of suppression rules. Independently tested the model’s ability to detect high risk transactions by exact name matching test and name variation test.

Education

• Columbia University

  Master of Business Administration - MBA, Executive MBA

  2019 — 2021

• Xiamen University

  Bachelor of Science (BS), Statistics

  2008 — 2012

• Washington University in St. Louis - Olin Business School

  Master's Degree, Quantitative Finance

  2012 — 2013

Skills

• Consulting
• Change Management
• Microsoft Office
• Business Transformation
• Mergers & Acquisitions
• Financial Regulation
• Financial Services
• Matlab
• Data Analysis
• Economics
• Project Management
• Microsoft Excel
• Strategic Planning
• Management Consulting
• Banking
• Financial Risk Management
• Risk Management
• Sas
• Management
• Modeling
• Eviews
• Analytical Skills
• Business Analysis
• Finance
• Financial Analysis
• Capital Markets
• Quantitative Finance
• Portfolio Management
• R
• Private Banking
• Quantitative Risk Analysis
• Sharepoint
• Sas Programming
• Wealth Management
• Vba
• Corporate Finance
• Financial Modeling
• Valuation
• Strategy
• Financial Statement Analysis