Yiyun Wu
Model/Analyst/Valid Sr Analyst at CitiBank
- Role
- Quantitative Model Validation Analyst at Citi
- Location
- Washington, DC, US
- LinkedIn followers
- 500 followers
About Yiyun Wu
Enthusiastic and proven analytical problem-solver and can work independent in a team with a solid foundation in quantitative research and data analysis. Hands-on experience in quantitative financial modeling using programming languages. Self-motivated and like challenge.
Experience
Quantitative Model Validation Analyst
May 2022 — Present · Wilmington, DE, US
Perform model validation on risk models including Operational Risk, Credit Risk, Liquidity Risk, Structured Risk models and etc.• Provide effective challenges to the model being validated to ensure the model development and usage is complied with the regulatory guidance and institution internal business purpose, such as BASEL, CCAR or DFAST• Proven track record of collaborating with cross-functional teams to present complex ideas and implement effective risk management strategies• Perform independent model testing to evaluate model performance by utilizing the testing methods and conducting quantitative analysis such as model result benchmarking, back testing and sensitivity testing, etc. in R, Python, MATLAB and SAS, etc.
Education
Hunan University
Bachelor's degree, Financial Engineering
2013 — 2017
Rutgers University–Newark
Master's degree, Master of Quantitative Finance
2017 — 2019
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