Summary
Overview
Work History
Education
Skills
Timeline
Generic

Yanhua Chen

Bellmore

Summary

Demonstrates strong analytical, communication, and teamwork skills, with proven ability to leading end-to-end validation projects across diverse model types. Eager to contribute to team success and further develop professional skills. Brings positive attitude and commitment to continuous learning and growth.

Overview

10
10
years of professional experience

Work History

Lead Model Validation

Flagstar Bank
03.2017 - Current
  • Recruited to independently validate the enterprise-wide models in the model inventory and provide guidance to the junior model validation analyst. It includes providing subject matter expertise on the assessment of the model’s design and conceptual soundness, outcomes analysis, and ongoing monitoring; reviewing model development documentation; actively monitoring the finding resolutions and preparing the corresponding report
  • Key Contributions:
  • Independently validate the enterprise-wide models on a regular basis, including Credit Risk models, Scorecard models, CECL loss forecasting models, and Deposit models via assessing the model’s conceptual soundness; testing model assumptions and inputs integrity; identifying model weakness; and conducing model’s performance via various outcome analysis.
  • Review the validation reports issued by the junior validation analysts prior to MRM executive manager and provide feedback for validation report improvements
  • Manage the remediation plans of the findings posted in the validation reports and Track the remediation progress with the model owners and users
  • Maintain the model inventory for completeness and accuracy and support the manager for potential model identification

CREDIT RISK MODELER

FIRST NIAGARA FINANCIAL GROUP (FNFG)
01.2015 - 03.2017
  • Hired as a quantitative analyst to maintain the loss forecasting models.
  • Key Contributions:
  • Develop and Maintain loss forecasting model for retail credit risk, conducting scenario analysis, performing outcome analysis and summarizing key findings to senior management.
  • Develop Ongoing Performance Monitoring (OPM) plans for credit risk modeling, checking data quality and integrity, model design, model accuracy, model sensitivity analysis, model limitations and assumptions evaluation in the OPM report.
  • Conduct Stress Testing (DFAST) for Closed-end Residential and Revolving Residential Portfolios.
  • Develop Probability of Default (PD) Models for Indirect Auto Portfolios and monitor Model Performance.
  • Work closely with Model Risk Governance and Internal control in the model validation and control process.

Education

MASTER OF ARTS - STATISTICS/BIOSTATISTICS

University at Buffalo - State University of New York
Buffalo, NY
07.2015

MASTER OF ECONOMICS - MINOR IN STATISTICS

Jinan University
07.2013

BACHELOR OF ARTS - STATISTICS

Hainan University
07.2010

Skills

  • Validate & Challenge Models
  • 10 years of professional experience of model validation, challenging the models' conceptual soundness, data quality, and model performance
  • Adapt to Project Needs
  • Successfully validate models in dynamic environments (regulatory deadlines, new methodologies, cross-functional teams)
  • Strengthen Governance
  • Design robust model risk controls, documentation, and monitoring frameworks to meet audit/regulatory standards
  • Communication Insights
  • Translate technical findings into actionable recommendations for stakeholders

Timeline

Lead Model Validation

Flagstar Bank
03.2017 - Current

CREDIT RISK MODELER

FIRST NIAGARA FINANCIAL GROUP (FNFG)
01.2015 - 03.2017

MASTER OF ECONOMICS - MINOR IN STATISTICS

Jinan University

BACHELOR OF ARTS - STATISTICS

Hainan University

MASTER OF ARTS - STATISTICS/BIOSTATISTICS

University at Buffalo - State University of New York

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