Summary
Dongyi L is a Data Science Manager with over a decade of experience designing and leading ML-driven credit risk and valuation models across card, auto, and mortgage portfolios. At Capital One he leads charge-off forecasting and a horizontal stress provision framework for capital allocation, blending statistical rigor with production Python tooling and interactive Dash visualizations. Previously he built econometric and machine learning models for RMBS/CMBS valuation and macro forecasting at Radian, managing datasets with 100M+ rows and performing model validation to regulatory standards. Comfortable translating complex risk requirements into automated workflows, he pairs a Quantitative Finance Master’s (3.93 GPA) with hands-on coding in Python and emerging interest in JavaScript. Known for bridging analytics and cross-functional decision-making, he brings both deep domain expertise in credit risk and a practical engineering mindset that accelerates business impact.
9 years of coding experience
5 years of employment as a software developer
Master's Degree, Quantitative Finance, 3.93/4.0, Master's Degree, Quantitative Finance, 3.93/4.0 at University of Maryland - Robert H. Smith School of Business
Bachelor's Degree, Economics, Investment, 3.8/4.0, Bachelor's Degree, Economics, Investment, 3.8/4.0 at University of International Business and Economics
English, Chinese