Susan
Head of Model Development Team, MD at Fitch Ratings. Ph.D.
- Role
- Head of Model Development Team at Fitch Ratings
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Susan
An accomplished analytics leader with strong track record of building and leading diverse…
Experience
Head of Model Development Team
Apr 2017 — Present
Education
Harvard University
Postdoctoral Research Fellow
New York University
M.Sc.
Peking University
M.Sc. and B.Sc.
York University
Ph.D.
Skills
- Sas, S-Plus
- Portfolio Optimization
- Sql
- Risk Management
- Solvency Ii
- V&V
- Equities
- Structured Finance
- Valuation
- Excel/Vba
- Teradata
- Financial Risk
- Market Risk
- Statistical Data Analysis
- Basel Ii
- Derivatives
- C, C++
- Fixed Income
- Statistical Modeling
- Management
- Economic Capital
- Financial Modeling
- Quantitative Analytics
- Programme Governance
- Regulatory Capital
- Investment Banking
- Model Governance
- Hedging
- Credit Risk
- Dodd-Frank
- C, C++ and Vba
- Capital Markets
- Model Validation
- Portfolio Management
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