Paul Zhang
Senior Vice President at Citi
- Role
- Senior Vice President - Fin Solution Group Manager at Citi
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Paul Zhang
Highlights:# 14-year experience in quantitative analysis and risk management with a strong understanding of equity and credit asset classes, an analytical mindset and a passion for global market and portfolio management;# Got exceeded expectation rating at year-end performance reviews 7 times in the past 7 years;# CFA Charterholder (Passed all three levels of the CFA exam at first attempt);Personality traits: self-motivated, highly disciplined and attention to details;Ongoing project: Python for data analysis
Experience
Senior Vice President - Fin Solution Group Manager
Jul 2022 — Present · New York, NY, US
Finance Transformation Office -(May 2024 - Now) SACCR SWAT TeamCapital Controller Group - Basel 4 Initiatives (July 2022 - Apr 2024)- Managed the analytics function for B4 credit risk related calculations, including Securitization, Securities Financing Transactions (SFT), Wholesale and Retail Credit- Took a structured approach to understanding the intricacies of SFT RWA calculation by breaking it into components and building from scratch my own challenger calculator in Python, compared the results step-by-step and drove for bug fixes and enhancements systemically- Initiated four (4) mini-research projects (sponsored repo in SFT, ineligible margin loan in Securitization, etc.) and deep-dived into the most fundamental building blocks to fully understand the mechanics of processes and proposed a revised approach under the new regulatory context (Basel 3 End Game)- Collaborated with Prime Finance desk, Risk, Chief Data Office and IT and onboarded credit risk calculation results to a centralized platform to solve data accessibility problem (a common one among multiple stakeholders) and improve process transparency- Navigated the complex and diverse systems of records of input data for securitized products, built Python-based risk parameter calculation under the standardized approach (SEC-SA) to independently validate results from test environment and drove the implementation of BCBS Basel 4 capital standards
Education
Duke University
Master of Science, Electrical and Computer Engineering
Beijing University of Posts and Telecommunications
Bachelor of Engineering, Communications Engineering
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