Yanjie Li

Senior Manager, Inferential & Predictive Analytics @Charles Schwab

Chicago, IL, US

Led the design, development, and maintenance of sophisticated deposit models to analyze customer behavior, including deposit runoff, interest rate sensitivity, and client segmentation• Oversaw the integration of advanced modeling techniques, including machine learning, econometric modeling, and time-series analysis, to address complex forecasting and scenario analysis needs• Evaluated the impact of macroeconomic variables on deposit trends and translated findings into forecasting and stress testing frameworks• Proposed model changes as necessary such as overlays and recalibration/redevelopment, supporting with sensitivity testing, back testing and fundamental driver analysis• Monitored model performance and communicate results to internal stakeholders• Interacted effectively with Model Risk Oversight (MRO), Market Risk Management and other challenge groups to facilitate period model validations and reviews• Collaborated with Treasury Capital Market, Risk Management, Finance and product teams to align model outputs with strategic objectives and ensure actionable insights• Acted as the subject matter expert for deposit modeling, providing technical leadership, training and mentorship to the team• Stayed abreast of industry trends, regulatory changes, and emerging technologies to maintain the organization’s competitive edge in advanced statistical modeling• Ensured compliance with regulatory standards (e.g. SR 11-7, IRRBB, CCAR, Basel and documentation requirements for model governance

Shanghai High School

High School Diploma, General Studies

Emory University

Bachelor of Science - BS, Mathematics and Economics

University of Chicago

Master of Science - MS, Financial Mathematics