Li Zhang
SVP, Sr. Audit Manager at Citi
- Role
- SVP Sr Audit Manager, Internal Audit - Model Risk Management at Citi
- Location
- Tampa, FL, US
- LinkedIn followers
- 500 followers
About Li Zhang
An experienced professional in quantitative finance, model risk management, and financial risk analytics for large commercial banks, with an exceptionally strong educational background including a Ph.D. in Economics and a Master in Statistics. Areas of expertise include, but not limited to, the following: • Model Risk Management - Extended experience with model risk management policy, governance and control framework. Proficiency with model performance review and validation. Valuable experience validating regulatory Stress Test (CCAR) models for large commercial banks. • Quantitative Credit Analytics and Basel Compliance - Advanced knowledge of statistical analyses, including binomial and multinomial Logistic regression, discrimination and classification analysis, cluster analysis, principal component analysis, factor analysis, and Monte Carlo simulation techniques. Strong background in stochastic process and econometric analyses. Valuable experience validating Basel compliance models. Working experience of tracking and monitoring scorecard performance for Home Mortgage/Home Equity origination and account management. • Mortgage Valuation - Solid knowledge and experience with analytics of mortgages, Mortgage-Backed Securities (MBS), Mortgage Servicing rights (MSR) and pipeline valuation and risk management. Expertise in validating behavioral models including fallout models for pipelines, prepayment and delinquent/default models for mortgages and in interest rate model performance testing.• Financial Applications and Platforms – Hands-on experience with QRM Mortgage Banking for pipeline valuation and hedge, QRM Balance Sheet Management, BlackRock Aladdin for investment products and MSR valuation, and PolyPaths for MSR valuation and residual valuation.• Programming Skills - Proficient in SAS, SQL, R, Mat-lab and Microsoft Office.
Experience
SVP Sr Audit Manager, Internal Audit - Model Risk Management
May 2018 — Present · Tampa/St. Petersburg, FL, US
Education
Wuhan University
Master’s Degree, Economics
2000 — 2002
Wuhan University
Bachelor’s Degree, Economics
1996 — 2000
Iowa State University
PhD, Economics
2003 — 2008
Iowa State University
MS, Statistics
2003 — 2008
Wuhan University
Bachelor’s Degree, Law
1996 — 2000
Skills
- V&V
- Mortgage Lending
- Portfolio Management
- Banking
- Risk Management
- Financial Risk
- Credit Analysis
- Market Risk
- Finance
- Financial Modeling
- Credit Risk
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