Yuwen Liu
Senior Manager @EY
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WORK HISTORY
Senior Manager @EY
New York, NY, US
Business consulting services with multiple banks on following areas- Model development and validation for Front-office pricing models (Interest rates/Equity), Counterparty credit risk (CCR) and Credit valuation adjustment (CVA) modelling, market risk models, credit risk models, consumer fraud models- Advanced data analytics, AI/ Machine learning models
EDUCATION
Zhejiang University
Bachelor's degree
The Johns Hopkins University
Master's degree
ABOUT YUWEN LIU
Quantitative consultant with 12 years of experience advising global financial institutions on model development, testing, and risk strategy. Proven leadership in delivering complex quantitative solutions across Counterparty Credit Risk (CCR), CVA/DVA, market risk (IR/FX/Equity/Credit), and financial crime models. Skilled in regulatory compliance (SR11-7/10, CCAR), team management, and communication with cross-functional stakeholders. Proficient in Python and SQL, with hands-on expertise in portfolio data analysis, model diagnostic and performance testing, and model documentation.
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