Brian Zhao

About Brian Zhao

Over my career, I have worked in various finance roles as a data scientist, quant…

Experience

1. Quantitative Analyst

   USAA

   Aug 2023 — Present · Plano, TX, US

   Managed credit risk of $115B investment portfolio, leveraging financial and statistical analysis techniques to optimize risk/reward• Constructed Bayesian Additive Regression Tree model in Python for 1-year forward S&P 500 returns using financial time series data (19••••25)• Engineered a reusable Object-Oriented Python pipeline for forecasting various financial metrics, enabling modular backtesting and model comparisons• Presented ML Fundamentals Training to economic, market, and credit risk teams over a 5-week period including topics of predictive modeling, Object Oriented Programming, and data science principles• Provided independent challenge and oversight on the accuracy of internal credit ratings for $2.7B Commercial RE Loan portfolio• Automated credit risk reporting and validation using Python and SQL, reducing run time by 50% and improving reproducibility of risk analytics• Transitioned reporting from third-party TVaR model to CECL model, using severely adverse economic assumptions to quantify risk• Proposed a Strategic Asset Allocation model for Life Company to maximize investment income while adhering to policy constraints• Developed and cascaded a real estate investment strategy to increase annual returns by $1.97M while minimizing expected losses• Built financial models in Python and Tableau to vary parameters and observe potential losses under current and stressed scenarios• Trained over 300 cross-functional employees on investment credit, counterparty, and tail value-at-risk to enhance corporate risk culture• Reviewed and challenged investment credit risk appetite metrics and key risk indicators for the 2025 annual metric refresh cycle• Performed data analysis and visualization using Bloomberg, SQL, Python, and Tableau to make decisions within USAA risk appetite

Education

• Texas McCombs School of Business

  Master of Science - MS, Business Analytics

• Texas McCombs School of Business

  Bachelor of Business Administration - BBA, Finance

• Flower Mound High School

  High School Diploma

  2013 — 2017