Yi Sun
Model Risk Management @ SoFi
- Role
- Director, Model Risk Management at SoFi
- Location
- Pittsburgh, PA, US
- LinkedIn followers
- 500 followers
About Yi Sun
Extensive model development and validation experience. Hands-on experience building scorecard and loss forecast models. Over 10 years model validation experience on various consumer and commercial models used by the bank (e.g. models in CECL/CCAR loss forecast, PD/LGD/EAD risk rating, Valuation, Budgeting, Pricing, Marketing, Operation, Fraud/AML, etc.) Strong communication and leadership skills, managing a team of 7-10 validators. Demonstrated ability to build and sustain friendly working relationships with various stakeholders. Represent MRMG for the areas covered in the discussion with internal/external auditors and regulators. Solid training in econometrics, finance, and macroeconomics. Advanced knowledge of machine learning methodologies and their application in the banking industry. Adept in SAS, VBA, Matlab, Python, R, with working knowledge of big data platforms and related APIs.
Experience
Director, Model Risk Management
Dec 2024 — Present
Education
University of California, Santa Cruz
Ph.D,, International Finance
2004 — 2010
Fudan University
B.S and M.A, Internatioanal Economics
Skills
- Risk Management
- Portfolio Management
- Statistical Modeling
- Financial Modeling
- Quantitative Analytics
- Financial Markets
- Finance
- Financial Risk
- R
- Sas
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