Jingyi Xiao
Model/Analyst/Valid Sr. at Citi
- Role
- VP, Model Developer at Citi
- Location
- Austin, TX, US
- LinkedIn followers
- 500 followers
About Jingyi Xiao
Senior model developer in quantitative risk and stress testing, with strong background in statistical modeling, machine learning, actuarial modeling, and financial engineering.
Experience
VP, Model Developer
May 2019 — Present
Senior model developer in the team which is responsible for developing, testing, and monitoring performance of A-IRB (PD, LGD, EAD) models, Risk Capital and Global Systematic Stress Test models, advance CCAR RWA model and other retail models.
Education
Florida State University
Master, Financial Mathematics, Actuarial Science Concentration
2009 — 2011
Florida State University
Doctor of Philosophy (Ph.D.), Statistics
2015 — 2019
Hunan University
Bachelor, Risk Management/Insurance
2005 — 2009
Skills
- Longitudinal Data Analysis
- Financial Modeling
- Quantitative Analytics
- Categorical Data Analysis
- Actuaries
- Visual Basic for Applications (Vba)
- R
- Sas
- Quantitative Finance
- Microsoft Excel
- Insurance
- Actuarial Science
- Statistics
- Financial Risk
- Statistical Modeling
- Time Series Analysis
- Data Analysis
- Risk Management
- Matlab
- Vba
- Monte Carlo Simulation
Find verified contacts for anyone on LinkedIn
Unifers gives sales teams verified emails and direct dials, enriched profiles, and outreach that lands in the inbox.
Free plan included · No credit card required
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.