Runmin Shi
PhD, CFA, FRM;Quantitative Model Validator at Citi
- Role
- Model Validator at Citi
- Location
- Tampa, FL, US
- LinkedIn followers
- 500 followers
Experience
Model Validator
Sep 2017 — Present · Tampa/St. Petersburg, FL, US
Performed functional and conceptual review for firm-wide Algorithmic Trading (Market Making) models across major asset classes (Equity, Rates, FX and Credit), and produced high value added model assessments, highlighting risks and limitations of the model.•Developed benchmark/challenger risk score card models for US credit card portfolios using linear/logistic regression as well as machine learning approaches (i.e. Factor model analysis, Classification And Regression Tree, Random Forest, Gradient Boosting Machine, Time Series etc.).•Provided intellectual support and statistical solutions (constructing the credibility of estimators, performing statistical tests and defining performance metrics) to various ad hoc requests across Model Risk Management teams.
Education
University of Florida
Doctor of Philosophy (Ph.D.), Statistics
2012 — 2017
University of Prince Edward Island
Bachelor's degree, Mathematics and Computer Science
2010 — 2012
Sichuan University
Bachelor's degree, Mathematics
2008 — 2012
Skills
- Microsoft Excel
- Powerpoint
- English
- Python
- Social Media
- R
- C++
- Java
- Teamwork
- Sas Programming
- Public Speaking
- Research
- Microsoft Office
- Microsoft Word
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