Zeyang Y.

About Zeyang Y.

Credit Risk/ Portfolio Management/ Stress testing

Experience

1. AVP, Quantitative Senior Analyst

   Citi

   Nov 2024 — Present · Irving, TX, US

   Wholesale Credit Portfolio Management Group - Stress Testing• Executed monthly Global Systematic Stress Testing and ad-hoc Rapid Stress Testing to monitor the firm’s $1.6 trillion wholesale credit portfolio, identifying obligor, collateral, and concentration risks to ensure alignment with portfolio risk appetite• Developed and implemented Python-based overlay processes to adjust model outputs and map results to key risk drivers, mitigating model limitations and improving the accuracy of adverse-scenario forecasts• Built analytical tools and Tableau dashboards for loss forecasting, outcome analysis, sensitivity testing, and “what-if” analysis, enhancing transparency into portfolio vulnerabilities and capital implications for senior management• Partnered with Technology teams to design and deploy a Model Execution Platform, automating overlay calculations and shortening reporting turnaround times to support faster risk-based decision-making• Collaborated with model developers, risk governance, internal audit, and business stakeholders to evaluate and challenge stress loss assumptions, while authoring methodology documentation to meet regulatory standards (CCAR, DFAST) and strengthen model transparency

Education

• Northwestern University

  Master of Science - MS

  2023 — 2024

• University of Wisconsin-Madison

  Bachelor of Arts - BA