Zining Yuan

Model Development Analyst @OSB Group

London, GB

Developed the stress testing framework by refining the risk-grade transition matrix and cash flow models, improving the accuracy of forward-looking risk assessments.2. Implemented the ICCAP Pillar 2 concentration risk model, and evaluated the impact of UK mortgage portfolio geographical diversification on capital adequacy.3. Streamlined monitoring processes by integrating key models—application scorecards, IRB Margin of Conservatism (MoC), long-run LGD, EAD, and IFRS 9 CPR—into a centralized monitoring engine, while overseeing validation and audit activities.