Ran Li
Quantitative Risk Modelling Analyst @TD
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WORK HISTORY
Quantitative Risk Modelling Analyst @TD
Developed predictive models (linear/logistic regression) for PD, LGD and EAD which serve as the basis for establishing default, exposure and loss related parameter estimates for use in calculating risk weighted assets (RWA) for retail credit exposures under the Basel II AIRB approach.2. Performed data mining and data pipelining using SAS and Python3. Estimated credit risk imbedded in the Bank\'s retail credit product portfolios, and the amount of regulatory and economic capital the Bank needs to allocate against these portfolios.
EDUCATION
University of Toronto
Bachelor of Science - BS, Theoretical Statistics Specialist & Mathematics Application Specialist
ABOUT RAN LI
Quantitative Risk Modelling Analyst at TD Bank
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