Yisha Wang

About Yisha Wang

At PNC, my focus is leading the charge in the development and review of pioneering retail…

Experience

1. Senior Quantitative Analytics and Model Development Analyst

   PNC

   Oct 2015 — Present

   Independently perform validations on high impact models in compliance with OCC 2011-12 and PNC’s Model Validation Policy and Guidelines; Projects includes- Scoring models (Auto Origination Scorecard and Decision Framework)- Pricing models (Consumer Card Credit Line Assignment, Wholesale pricing)- CCAR models (Small Business Loss Forecast PD/LGD/EAD, Home Equity Loss Forecast PD/LGD)- PPNR models (New Volume Spreads, Asset Management Fee, BlackRock income)- Basel models (Business Banking, Credit Card)- Insurance models (Bank-Owned Life Insurance)- CECL models (Retail Commercial PD/LGD/EAD) Provide effective challenges on all model aspects, including data collection and manipulation, model methodologies and conceptual soundness, model assumptions and expert judgment, model development testing and performance, model monitoring and controls, risk and limitations. Design and conduct quantitative testing and analysis on statistical models, time series models, economic models, and other types of models. Build benchmark models as challengers in model development stages. Multi-task on projects and produce validation reports; follow up on validation issues and give recommendations for model improvements.