Yingwei Zhai
Summary
- Quantitative Analysis: Expertise in predictive modeling and statistical analysis with a proven track record of developing high‑quality statistical and machine learning models.
- Strong proficiency in Python (numpy, pandas, sklearn), SQL, R, and SAS
- Strategic Leadership: Demonstrated leadership in risk analytics and model development, with significant contributions to loss forecasting and credit risk assessment. Proven ability to mentor team members and lead cross‑functional projects
- Project Management: Strong organizational skills with experience in leading complex projects from conception to implementation, ensuring alignment with business objectives and stakeholder requirements using Jira and Agile methodologies
- Communication & Collaboration: Excellent verbal and written communication skills, with a history of presenting complex concepts clearly and collaborating effectively with stakeholders at all levels, including C‑suite executives and external partners
Overview
7
7
years of professional experience
Work History
Sr Risk Analyst
Financeit Toronto, Forecasting And Strategy
07.2021 - Current
- Independently developed, monitored and optimized loss provision models for various consumer lending products using Python and R, including home improvement, vehicle and retail loans, achieving higher accuracy and saving $5MM in loss provisions
- Finished multiple projects end‑to‑end to design and implement origination and account management strategies (e.g
- Loan restructure offers), resulting in $126MM increase in annual funded volume and $2MM decrease in credit loss
- Conducted comprehensive risk assessment and stakeholder engagement for the acquisition of Simply Group
- Financial, a leading home improvement financing company, performing data quality checks, portfolio profiling, loss performance validation, and financial pricing model integration
- ManagedandledthetransitionfromUSGAAPtoIFRS9accountingstandard, ensuring seamless integration of the new loss allowance calculation process and reporting requirements; collaborated with CRO, Finance executives, external consultants and auditors
- Identified and implemented innovative machine learning modeling techniques, aligned with industry best practices (e.g
- Stress‑testing) and enhanced portfolio profitability for adjudication, fraud detection and loss provision
Risk Analyst/Senior Analyst
TD Bank Group
03.2017 - 06.2017
- Developed and implemented predictive parameter models for US retail credit portfolios, using machine learning, regression, and stress testing techniques, to comply with CCAR and Canadian AIRB Basel regulations
- Accurately measured credit risk and capital requirements for various retail credit products, such as credit cards, mortgages, and home equity loans, using key parameters such as PD, EAD, LGD and RWA
- Analyzed and evaluated existing and newly acquired portfolios, including data quality, risk strategy, macroeconomic sensitivity and stress testing; supported portfolio performance monitoring and reporting
- Engaged with internal and external stakeholders, such as Model Validation, Line of Business, Internal Audit and regulators (OSFI, OCC, and Federal Reserve) to ensure risk models met the standards and expectations
- Established and led the employee engagement committee for Model Development teams in US and Canada, organized team‑building events, implemented a Mentorship program and initiated a Rewards and Recognition program, improving employee engagement score by 15% YOY; mentored co‑op students who achieved Outstanding ratings
Education
Master of Science - Statistics
University of Waterloo
Waterloo, ON08.2016
Bachelor of Science - Applied Mathematics And Statistics, Economics
Stony Brook University
Stony Brook, New York12.2014
Hobbies
- Community Involvement, Fitness, Reading Art History
Timeline
Sr Risk Analyst
Financeit Toronto, Forecasting And Strategy
07.2021 - Current
Risk Analyst/Senior Analyst
TD Bank Group
03.2017 - 06.2017
Master of Science - Statistics
University of Waterloo
Bachelor of Science - Applied Mathematics And Statistics, Economics
Stony Brook University
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