Xin Zhang
Quant Modeling Director @JPMorganChase
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WORK HISTORY
Quant Modeling Director @JPMorganChase
Manage the Wholesale Credit Risk model review team for the JPMC’s global wholesale portfolio including Commercial & Industrial (C&I), Business Banking (Small Business), Held-for-Sale (HFS), and Fair Value Option (FVO). Validate models covering Stress Testing (CCAR and ICAAP), Allowance (CECL, IFRS9), Risk Rating, and Regulatory Capital (Basel • Lead quantitative team to conduct end-to-end model validation by review and challenge data integrity, conceptual soundness, model specification and assumptions, business assumptions, implementation testing, and ongoing model performance monitoring. The model validation has been highly recognized in the firm and by the regulators, leading to successfully closure of regulatory concerns.• Lead benchmarking model development effort for the managed Wholesale exposures. Employed various modeling techniques including but not limited to: Structural model (Merton-like), Logistic Regression, GLM, Survival Analysis, etc. The developed benchmarking models helped to triangulate the credit costs of the wholesale portfolio during the COVID-19 extreme economic shock, and largely impacted the firm’s wholesale allowance reported in the 20••••21 earning release.• Lead communication with model development team over potential model risk identification and remediation, both during and between model review cycle. Monitor resolution of identified model risk issues. • Liaison with Finance, Risk Management, LOB for regular risk management activities, specifically over model risk governance and management. Lead communication with regulator and compliance for risk issue mitigation.
EDUCATION
Zhejiang University
B.S.
University of California, Riverside
Doctor of Philosophy (Ph.D.)
University of California, Riverside
M.S.
SKILLS
ABOUT XIN ZHANG
Experienced in leading highly quantitative teams for credit risk model development and…
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