Xudong Chen
Quant Risk Analyst II @ First Citizens Bank | M.S. FinMath & M.A. Econ @ NCSU | FRM Level 2 | Trilingual in CN/JP/EN
- Role
- Quantitative Risk Analyst Ii - Model Validation at First Citizens Bank
- Location
- Raleigh, NC, US
- LinkedIn followers
- 500 followers
About Xudong Chen
Double Master in Financial Mathematics and Applied Econometrics with 3 years of…
Experience
Quantitative Risk Analyst Ii - Model Validation
Mar 2024 — Present · Raleigh, NC, US
Full-scope validation experience across a wide range of CECL Mortgage models (PD, LGD, ECL), covering data quality assessment, conceptual soundness review, model testing, implementation testing, output report evaluation, and ongoing monitoring plan design.• Performed independent model validations, including SAS/Python/SQL code review and results replication, in full compliance with MRM policies.• Identified and communicated validation findings to senior management and relevant stakeholders, facilitating risk awareness.• Review Ongoing Monitoring results and other remediation to assess the effectiveness of corrective actions, determine closure eligibility for identified findings, and ensure accurate tracking and documentation of findings and models in the Archer system.• Authored high-quality validation documentation that meets internal standards and regulatory expectations.
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