Jinze Li

Quantitative Analyst @Morgan Stanley

Develop, implement, test, and maintain mathematic, statistical, and econometric models to determine the risk of credit loss under stressed economic scenarios (CECL, CCAR, and FRB Pilot CSA)-Digest academic publications to develop new credit environment forecasting methodology-Use academic papers and math derivation to defend the modeling approach against reviewers-Work with quant developers to implement models for production-Investigate model drivers and communicate risk factors to management in an ever-changing economic environment-Specializing in probability at default(PD), exposure at default (EAD), loss given default (LGD), loss aggregation, marked-to-market, and climate risk (FRB Pilot CSA) models.