Ya Zhou
- Role
- Senior Vice President at Citi
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
Experience
Senior Vice President
Jul 2020 — Present
Model Risk Quant - Wholesale and Retail Credit Risks, CCAR, Basel, IFRS 9, CECL, Liquidity Management
Skills
- Monte Carlo Simulation
- Time Series Analysis
- Statistical Modeling
- Optimization
- Data Analysis
- R
- Quantitative Finance
- Bloomberg Terminal
- C++
- Quantitative Analytics
- Statistics
- Options
- Microsoft Excel
- Matlab
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