Biwei Chen
量化分析经理 at 华夏银行股份有限公司信用卡中心
Greater Chicago Area United States
Summary
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Senior🎓
Top SchoolBiwei Chen is a quantitative analytics manager with nine years of experience building and validating credit portfolio models (PD/LGD/EAD) and stress-testing frameworks for CCAR/Dodd-Frank compliance. Trained in mathematical finance, she combines hands-on statistical modeling (multilinear/logistic regression, ARIMA) with strong data engineering skills in SAS, Python, SQL, MATLAB and VBA to deliver robust, auditable models. Her background spans retail and commercial credit, market risk and derivatives pricing, with practical experience recalibrating Basel models and coordinating model validation. Biwei is comfortable communicating technical assumptions to validators and stakeholders and visualizing results for decision-making. She has a track record of automating data pipelines and database procedures to reduce error and speed model development. Based in the Greater Chicago area, she brings both academic rigor and industry pragmatism to risk model development and governance.
9 years of coding experience
4 years of employment as a software developer
Bachelor's Degree, Mathematical Economics and Mathematical Finance, Bachelor's Degree, Mathematical Economics and Mathematical Finance at Central University of Finance and EconomicsMaster's Degree, Mathematical Finance, Master's Degree, Mathematical Finance at Illinois Institute of Technology
English, Chinese, JapaneseGithub contributions (5)
beeway/interest-rate-term-structure
May 2017 - Jul 2022
Contributions:77 pushes, 3 branches in 5 years 3 months
beeway/economics-textbooks
Mar 2022 - Jun 2023
Contributions:183 pushes, 4 branches, 1 comment in 1 year 2 months
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