Chengzhen Bian
Senior Quantitative Modeling Associate at Fannie Mae with expertise in credit risk modeling.
- Role
- Senior Quantitative Modeling Associate (Contractor with Novagigs) at Fannie Mae
- Location
- Fairfax, VA, US
- LinkedIn followers
- 500 followers
About Chengzhen Bian
A driven data scientist with 9 years of experience, currently contributing to the World…
Experience
Senior Quantitative Modeling Associate (Contractor with Novagigs)
Feb 2024 — Present · Washington, DC, US
Leading the implementation of automation of model performance for the governance report, covering allFannie Mae credit risk models, such as Common Cashflow Application and Multifamily Credit Works.• Researching relations between newly available credit scores and risk attributes towards default risk, prepayment risk, and delinquency risk, with multivariate regression and time series models, reaching accuracies of around 95%.• Backfilling credit score history data of individual borrowers with inverse CDF and deep learning models (LSTM), increasing the available data size by 36%. • Synthetic data generating missing risk attributes on each loan for model training purposes with machine learning models such as kNN and CNN, utilizing GAN for performance improvement, to fill the missing data points (about 22% of the dataset).
Education
University of Wisconsin-Madison
Bachelor of Science (BS)
2011 — 2015
Virginia Tech
Graduate Certificate
2018 — 2019
WorldQuant University
Master of Science - MS
2020 — 2023
High School Affiliated to Fudan University
High School Diploma
2008 — 2011
Virginia Tech
Master of Science - MS
2019 — 2021
Skills
- Javascript
- Prophet
- Microsoft Excel
- Tableau
- Html
- Access
- Sas
- Customer Service
- Event Planning
- Sql
- Vba
- R
- Dreamweaver
- Teamwork
- Banking
- Retail Banking
- Foxpro
- Java
- Stata
- Matlab
- Bloomberg
- Microsoft Office
- Sales
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