Laura Liu
Manager, IFRS 9 Modelling & Analytics, Enterprise Stress Testing at Scotiabank
Toronto, Ontario, Canada
Summary
👤
Senior🎓
Top SchoolLaura Liu is a quantitative modeling and analytics manager with 10 years of experience, currently leading IFRS 9 modelling and enterprise stress testing at Scotiabank. She combines deep statistical and credit-risk expertise (PD, EAD, LGD) with strong market-risk knowledge and hands-on proficiency in Python, R, SAS, SQL and BI tools to turn noisy financial data into actionable insights. Her background in actuarial science and a mathematics/statistics degree from the University of Toronto supports rigorous model development and validation, while certifications (SAS Advanced Programmer, Tableau, SOA exams, CFA Level II candidate) underscore her technical breadth. Laura is skilled at bridging stakeholders and technical teams—streamlining SQL pipelines, building dashboards, and communicating model implications to senior management. She also brings research-oriented instincts from PhD-level exposure to SLAM, 3D vision and generative models, giving her an unusual blend of financial modeling rigor and advanced machine learning literacy. Detail-oriented, collaborative and self-driven, she excels at delivering auditable, production-ready analytics under regulatory constraints.
10 years of coding experience
Bachelor's degree, MATHEMATICS AND STATISTICS, Bachelor's degree, MATHEMATICS AND STATISTICS at University of TorontoMaster of Actuarial Science, Actuarial Science, 91, Master of Actuarial Science, Actuarial Science, 91 at University of Windsor
English, Chinese, Japanese
Github Skills (57)
convolutional-neural-networks10
kinect-v210
depth-camera10
raycasting9
darknet9
kinect9
interaction8
ros8
slam8
pangolin8
computer-graphics8
robotics8
rendering8
opengl7
signed7
Programming languages (3)
Github contributions (5)
XunshanMan/SoSLAM
Jun 2021 - Sep 2021
Contributions:6 commits, 5 pushes, 1 branch in 2 months
XunshanMan/semantic-data-association-tool
Oct 2019 - Jun 2020
Contributions:16 commits, 8 pushes, 3 branches in 7 months
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