Summary
Coty Huang is a Senior Solution Advisor with nine years of hands-on experience designing risk, capital and stress-testing frameworks for banks, currently applying SAS expertise to IRRBB and regulatory compliance projects. He combines deep quantitative training (M.S. in Mathematics) with practical skills in credit risk modeling (PD/LGD/EAD), ALM/FTP, IFRS9 conversion and Basel II/III implementations across retail and corporate banking. Coty is fluent in numerical and data tooling—C/C++, MATLAB, R, SAS, SQL and VBA—enabling him to bridge model development, valuation and production reporting. His background includes consulting and implementation roles at Kamakura and KPMG and internal analytics at Esun Bank, giving him a rare mix of vendor, audit and bank-side perspectives. Notably, he has experience building front-end FX derivative trading systems and supporting valuation audits for complex instruments, so he understands both the quantitative and engineering sides of risk systems.
9 years of coding experience
5 years of employment as a software developer
Master of Science (M.S.), Mathematics, Master of Science (M.S.), Mathematics at National Taiwan University
English, Chinese