Jason Wang
SVP @Credit Suisse
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WORK HISTORY
SVP @Credit Suisse
London, GB
ICAAP, regulatory stress testing Oversaw off-shore analytical team, successfully leading their transition from Excel to R and PythonDesigned & implemented an end-to-end stress testing platform (R & Python) from the ground up, with version control (Atlassian Bitbucket) and issue tracking (JIRA). Currently, collaborating with IT to deploy the platform onto internal container solution, OpenShift:Data import layer: sourcing data in various non-standardized structures and formats, ranging from email attachments to APIs, across teams in Risk and FinanceBack-end: cleaning, standardizing and restructuring the input data into a consistent relationship and structure for storage in SQLite Execution: based on stress-testing models from Group proprietary libraries to redevelop / improve methodologies subject to UK and EU specific regulatory requirementFront-end: automated methodology documentation and supporting analyses using Python (Jupyter Notebook). Automated data template population sourcing Finance COREP and PRA107 data templates Front-end: developed interactive (R Shiny) web-app to visualize capital adequacy implied by stress testing, interactively perform what-if analysis for capital & financial plan assumption sensitivity. Implemented drill-down and PoP comparison features to identify drivers
EDUCATION
University of Groningen
Econometrics
SKILLS
ABOUT JASON WANG
Summary of my R/Python projects: https://jason2003wxy.github.io/Specialties: Economic Capital modeling, ICAAP stress testing & Pillar 2 model development, PBIL/PPNR stress testing modeling, Quantify Credit Concentration Risk, Defaulted Assets, Quantitative Risk Model Development and Validation
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