Jerry Sha
Vice President, Quantitative Finance Analyst at Bank of America
- Role
- VP, Quantitative Finance Analyst at Bank of America
- Location
- Chicago, IL, US
- LinkedIn followers
- 500 followers
About Jerry Sha
Experienced in quantitative portfolio analytics, credit risk model development, and Python-based machine learning. Specific areas of focus include real estate assets, commercial real estate credit, and climate analytics.
Experience
VP, Quantitative Finance Analyst
Jan 2021 — Present · Chicago, IL, US
Analytical and model development projects supporting wholesale credit risk and climate risk. Notable projects include- U.S. metropolitan population forecasting — Led a team in creating a forecast model for population in U.S. metro areas as a function of birth rates, death rates, domestic net migration, and international net migration, where each component is separately forecasted. The model is conditioned for climate effects such as expected sea-level rise and heat/cold waves. The output of the model is both metro-level population and inter-metro net migration rates- Retail mall traffic analysis — Used BofA customer card transaction data to measure changes in foot traffic and spending patterns at specific U.S. retail malls during the 2020 pandemic- FRB loss forecasting deep dive — Identified and quantified the cause of discrepancy between BofA\'s internal credit loss forecasting model and the Federal Reserve\'s CCAR loss forecast reports.
Education
University of Chicago
Master's of Science, Data Science (MScA)
2019 — 2020
Great Valley High School
High School Diploma
2009 — 2011
University of Pennsylvania
Bachelor's of Science and Engineering (BSE), Materials Science and Engineering
2011 — 2015
The Wharton School
Bachelor's of Economics, Finance
2011 — 2015
Skills
- Commodity Markets
- Financial Regulation
- Microsoft Excel
- Powerpoint
- Credit Quantitative Modeling
- Statistics
- Matlab
- Sql
- Linux
- Microsoft Word
- Trading Strategies
- Nanotechnology
- Public Speaking
- Management
- Mandarin
- Corporate Finance
- Fx Trading
- Data Analysis
- Research
- Fixed Income Portfolio Management
- Financial Statement Analysis
- Microsoft Office
- R
- Java
- Futures Trading
- Fx Options
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