Yuchen Yue

Vice President @Nomura

NY, US

Model validation on Mortgage backed securities and interest rates models(1) Review Production models and model updates, write validation reports.(2) Validate model assumptions, assess statistical significance of model variables, evaluate in-sample and out-of-sample model performance, and test risk sensitivities of relevant desk positions.(3) Validate and approve python production code in Linux for automated model reserve calculation environment.(4) Develop benchmark mortgage rates models.

University of Maryland College Park

Doctor of Philosophy (Ph.D.)

Tsinghua University

Bachelor of Science (B.S.)