Zhanxiong Xu
AVP, Enterprise Credit Risk Modeling and Analytics
Fifth Third Bank
Abstract:
This presentation gives an overview of credit risk data analytics at Fifth Third bank, and provides some tips on building up roads data analysis career in the banking industry.
In the first part of the presentation, fundamental concepts related to credit risk analytics are introduced, in which the Comprehensive Capital Analysis and Review (CCAR) stress testing and the Expected Loss (EL) framework are emphasized. A zoom-in to one component model of the EL suite elicits the second theme of the talk --- three key elements that make an excellent quantitative analyst.
Bio:
Zhanxiong Xu is Senior Quantitative Analyst at Fifth Third Bank. He graduated with a PhD in statistics from
Penn State in 2017.
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All statistics graduate students are expected to attend.