Shengsi Li
Quantitative Finance Ph.D. with 10 years of Predictive Modeling, Model Validation, Generative AI Model Risks.
- Role
- Model Risk Manager at Discover
- Location
- Arlington Heights, IL, US
- LinkedIn followers
- 500 followers
About Shengsi Li
Quantitative discipline Ph.D. with 10 years of Model Validation, Machine-learning, Predictive Modeling, Generative AI Risks, and Azure cloud deployment/automation.
Experience
Model Risk Manager
May 2024 — Present
Led the validation of the organization\'s first Retrieval-Augmented Generation (RAG) framework.Led adversarial prompt red-teaming and prompt sensitivity tests that quantified LLM risks.Conducted comprehensive validation of the company\'s first text-to-speech Generative AI model (XTTS by Coqui AI), focusing on mitigating risks associated with text preprocessing and ensuring output fidelity.Evaluated third-party AI models, including those from Google Vertex and Microsoft Copilot, for potential model risks, ensuring compliance with internal risk management standards.Contributed to the development of Model Risk Management frameworks, policies, standards, and procedural guides tailored for Generative AI models, aligning with industry best practices.
Education
East China University of Political Science and Law
Bachelor, Political Science
2005 — 2009
Illinois Institute of Technology
Doctor of Philosophy - PhD, Finance, General
Illinois Institute of Technology
Master of Science, Finance
2009 — 2011
Illinois Institute of Technology
PhD, Quantitative Finance
2011 — 2019
Skills
- Data Analysis
- Trading
- Finance
- Salesforce.com
- Corporate Finance
- Portfolio Management
- Vba
- Matlab
- Investments
- Monte Carlo Simulation
- Microsoft Office
- Sql
- Valuation
- Visual Basic for Applications (Vba)
- Eviews6
- Risk Management
- Derivatives
- Financial Analysis
- Analytical Skills
- Microsoft Excel
- Financial Modeling
- Quantitative Analytics
- Analysis
- Bloomberg Terminal
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