Zhou Xi

Experience

1. Risk Modeller Ii

   JPMorganChase

   Oct 2013 — Present · Dallas, TX, US

   Loss forecasting and risk managementWorked for Mortgage Banking and Business Banking.Building and supporting CCAR risk models including PD, LGD, EAD models.Building and supporting scorecard models.Building and supporting origination models- Modeling methodology designFamiliar with logistic regression, generalized linear regression, survival analysis, decision tree, neural network, censored regression, reject inference.Independent research on up-to-date modeling methodologies on categorized models, transition models, linear and non-linear models and machine learning- Model validationFamiliar with method and criterion to check model fitting and model performance.Hands on experience of regular model performance review.Familiar with stability analysis, stress testing and scenario analysis- Big data manipulation. Sampling design for very big data sets.Splitting, assembling, updating and maintaining the data- SAS coding expertWriting neat and efficient SAS code based on business and statistical modeling need in a short time.Writing, debugging, updating and maintaining custom macro for general use- Model implementationOrganizing and debugging production code, compiling and documenting modeling and analytical results, support implementation team to help the model go production- DocumentationWrite complete model documentation.Hands on experience of communicating with model reviewers to update model doc and final submission.

Education

• Wuhan University

  Bachelor’s Degree, Mathematics

  2003 — 2007

• Wuhan University

  Bachelor’s Degree, Economics

  2003 — 2007

• University of California, Riverside

  Doctor of Philosophy (Ph.D.), Econometrics and Quantitative Economics

  2008 — 2013

Skills

• Microsoft Office
• Sas
• Statistical Modeling
• Data Analysis
• Latex
• Spss
• Higher Education
• Risk Management
• Matlab
• Statistics
• University Teaching