Nowadays we are experiencing an exciting epoch of digital transformation in the financial industry. Automation becomes unprecedentedly important, driven by automated data transfer, automated systems and automated MODELs. In this talk, Zhe will bring in his insights in financial models from his years serving the US and Chinese financial industry. Starting from the definition of models, he will navigate the audience through many interesting topics around financial models, including model uses, model categories, model risk and model risk management. By the end of the talk, you are supposed to form a big-picture view of the models in the current financial industry.
Dr. Zhe Li (PhD,CFA,FRM), is a Senior Director at Tongdun Consulting. Prior to returning to China, he has around 10 years of experience serving the US financial industry, including the Big4 banks and many other major banks. His expertise spans across a variety of financial products including consumer finance, commercial finance, trading products, etc. His insights in financial models cover credit risk, market risk, operational risk, liquidity risk and so on. Around the model work, he owns hands-on experience over the entire model lifecycle including model design, model development, model validation, model audit, model implementation, post-model qualitative framework, etc. Dr. Li owns a PhD in Industrial Engineering & Management Sciences from Northwestern University.