Yingwei Chen
Independent Consultant Associate Director - Ifrs9 Cecl Ccar @RBC
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WORK HISTORY
Independent Consultant Associate Director - Ifrs9 Cecl Ccar @RBC
Toronto, ON, CA
Automate and improve account level wholesale IFRS9/CECL/CCAR models (PD/LGD/EAD/Prepayment/Migration submodels) calculation engine and model monitoring processes.Convert wholesale AIRB/IFRS9/CECL/CCAR SAS code to Python; fully automate the process.
EDUCATION
University of Windsor
Master
Jilin University
Bachelor
ABOUT YINGWEI CHEN
Extensive knowledge of machine learning, deep learning, natural language processing with large language modeling methodologies Great capability of model development/validation/implementation/monitoring of capital/allowance models (AIRB/CCAR/IFRS9/CECL) and rating models (acquisition/behavior/collection)
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