Yiqun (Alex) Zhang

Quantitative Model Analyst - AVP at U.S. Bank | MBA Graduate from Chicago Booth | Asset Liability Management | Financial Risk Management

Atlanta, Georgia, United States

About

I am passionate about solving business problems that drive real impacts. I am a goal and result oriented person. I enjoy breaking down an ambiguous business problem into manageable pieces, identifying goals and deliverables, making strategic plans, and working diligently to achieve those goals. I currently work at U.S. Bank as a quantitative financial analyst where my day to day job is to build financial models to help manage bank’s capital and interest rate risk. I work closely with bank’s treasury management team to enhance financial model forecasts, optimize profitability, and generate sustainable growth. I am excited for opportunities to create value by leveraging my quantitative skills and risk management expertise in the financial industry, as well as opportunities to adopt my analytical mindset and strategic thinking to solve broader business issues. Expertise: Quantitative analysis, data analysis, financial modeling, leadership, strategic planning, project development, problem solving, communication, financial risk management, time management, presentation

Experience

  • U.S. Bank (Full-time · 7 yrs 4 mos)
    • Quantitative Model Analyst - AVP
      Apr 2021 - Present · 5 yrs 4 mos

      - Developed PPNR models to forecast balances & cashflows across bank's balance sheet with experience in full model development life cycle, including modeling dataset generation, model development, model documentation, Model Risk Management (MRM) engagement, and Model Implementation support. - Leveraged model results in CCAR stress testing, Risk-Weighted Asset (RWA) calculation, Interest Rate Risk (IRR) management, Fund Transfer Pricing (FTP), and baseline forecast to support Treasury Asset Liability Management (ALM) functions. - High proficiency programming in Python, SQL, and SAS.

    • Quantitative Model Analyst
      Apr 2019 - Apr 2021 · 2 yrs 1 mo

  • Quantitative Analyst at Citizens Bank
    Apr 2017 - Apr 2019 · 2 yrs 1 mo

  • Quantitative Modeling Consultant at IBM
    Jun 2016 - Aug 2016 · 3 mos

  • Investment Analyst at Cinda Wealth Investment Management Co., Ltd.
    Jun 2013 - Aug 2013 · 3 mos