Shiyu Ye
Sr Quant Modeling Associate @KeyBank
Signup · Get unlimited contacts
WORK HISTORY
Sr Quant Modeling Associate @KeyBank
Developed CECL loss forecasting models (PD, LGD, EAD) for retail (e.g. Credit Card) and wholesale (e.g. Institutional Banking, Middle Market, Dealer, High Net Worth, Leasing, Business Banking) portfolio, designed innovative model development methodology, enhanced testing framework, led communication with model validation, and presented model driven results analysis and recommendations to executives and managers in credit risk, line of business, accounting, etc Lead a team of 4 to build Home Equity Line of Credit (HELOC) Utilization and Closure model for marketing purposes using traditional as well as machine learning method Established new onboarding and recruiting process
EDUCATION
The University of Georgia
Doctor of Philosophy (Ph.D.), Applied Economics
Wuhan University
Bachelor's Degree, Financial Engineering
The University of Georgia
Master's Degree, Statistics
ABOUT SHIYU YE
Specialties: CECL Credit Risk Modeling (retail and wholesale), Statistical Analysis…
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.