Fang Chang, PhD
Herndon,VA
Summary
Self-motivated Data Scientist offering 10+ years of hands-on analysis and leadership experience in the financial industries. Methodical with significant experience in predictive modeling, statistical analysis, and experimentation on complex data. Excellent problem-solver with history automating processes and driving operational enhancements.
Overview
13
13
years of professional experience
1
1
Certification
Work History
Data Scientist, Card Strategy and Experimentation
Capital One
Mclean, VA
06.2022 - Current
- Collaborated with cross functional teams to design and implement experimentation on card credit policy and enhanced program infrastructure
- Developed and executed experimentation strategies to personalize customer experience, resulting in a $100MM increase in Card portfolio growth
- Engaged with senior management and business stakeholders regularly to foster alignment and consensus
- Conducted performance reviews and offered ongoing feedback to junior associates, enhancing their performance
Model Risk Officer, Enterprise Model Risk
Capital One
Mclean, VA
10.2019 - Current
- Managed model governance activities (validations, model monitoring etc.) on 10+ Statistical/ML models
- Independently identified and effectively communicated model risks to model developers and model owners
- Approved model validation results and recommended limits on model usages
- Supported Regulators, Credit Review, and Audit during model review cycles and no issues identified
Quantitative Analyst, Enterprise Model Risk
Capital One
Mclean, VA
06.2018 - 05.2022
- Independently conducted model validation and built benchmark statistical models with superior results
- Built and led a team of 6+ associates, drive strong team collaboration and growth
- Developed long-term relationships with key partners such as model developers, software engineers, product managers, credit review, and audit
- Conducted interviews and evaluated candidates, expanding company talent pool
Quantitative Analyst, Risk Model Development
Canadian Imperial Bank of Commerce
Toronto , ON
02.2014 - 06.2018
- Developed predictive statistical models to assess default risk for both Corporate and Small Business Bank clients
- Developed and implemented a SAS pipeline for continuous monitoring of portfolio health and model performance, effectively communicating findings to senior management
- Oversaw operations of loan pricing product, enhancing efficiency and accuracy for loan origination officers
- Collaborated with Audit to conduct multiple model reviews with satisfactory outcomes
Quantitative Analyst, Model Validation
Bank of Nova Scotia
Toronto, ON
03.2011 - 02.2014
- Independently validated the statistical model for predicting operational risk capital requirement and recommended significant improvements through a benchmark model, reducing capital by 10%
- Independently validated vendor capital model (RiskFrontier) and confirmed suitability for the Bank's use case
- Validated credit risk parameter models and obtained regulatory approval
- Validated the Bank's capital aggregation model and suggested for capital committee approval
Education
Ph.D. - Statistics
York University
Toronto, Canada01-2011
Master of Arts - Statistics
York University
Toronto, Canada01-2007
Bachelor of Science - Mathematics and Statistics
Northeast Normal University
Changchun, China01-2006
Skills
- Predictive models
- Statistical Analysis
- Experimentation
- Python/R/SQL Programming
- Model Risk Management
- Project Management
Languages
English
Full Professional
Chinese (Mandarin)
Native/ Bilingual
Certification
- FRM, CFA level 2
References
References available upon request.
Timeline
Data Scientist, Card Strategy and Experimentation
Capital One
06.2022 - Current
Model Risk Officer, Enterprise Model Risk
Capital One
10.2019 - Current
Quantitative Analyst, Enterprise Model Risk
Capital One
06.2018 - 05.2022
Quantitative Analyst, Risk Model Development
Canadian Imperial Bank of Commerce
02.2014 - 06.2018
Quantitative Analyst, Model Validation
Bank of Nova Scotia
03.2011 - 02.2014
Ph.D. - Statistics
York University
Master of Arts - Statistics
York University
Bachelor of Science - Mathematics and Statistics
Northeast Normal University
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