Xiaoming Sun
- Role
- Director at Citi
- Location
- Queens County, NY, US
- LinkedIn followers
- 500 followers
Experience
Director
Aug 2011 — Present
Nov 2020- Present: Director, Enterprise Stress Testing. Built the stress testing independent review and challenge (IRC) team, and performed technical reviews covering wholesale, CCR, Market Risk, OpRisk and Liquidity. Apr 2017 - Oct 2020: Director, Wholesale Credit Reserve Modeling and Analytics Group Lead. Built the reserve analytics team and supported IFRS9 implementation for 70+ legal Entities and CECL implementation. Jan 2015 - Mar 2017: SVP, CCAR Wholesale Credit Modeling and Analytics, including PD/ RM/ LGD and loss models Jan 2013 - Jan 2015: VP, Wholesale BASEL EAD modeling and ORR/ FRR analysis Aug 2011 - Dec 2012: AVP, Wholesale BASEL modeling
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