Qian Zha is a Vice President in Model Risk Management with 11 years of experience combining finance, data science, and regulatory expertise across credit, market risk, and AI governance. She has designed SR 11-7–aligned tiering and intake frameworks, validated CECL/PD-LGD-EAD models, and built automated Python/SQL pipelines and Power BI dashboards that materially sped reporting and scenario analysis. Her work spans stress testing for CCAR/DFAST, pragmatic model remediation, and advanced ML—she even developed an LLM Risk Validator to assess hallucination and citation integrity in financial AI systems. Experience in hedge fund, bank, and fintech settings is complemented by a Columbia Data Science master’s and hands-on contributions localizing an open-source gaming mod, reflecting both technical depth and a user-focused, international perspective.
11 years of coding experience
1 year of employment as a software developer
Bachelor's degree Finance General, Bachelor's degree Finance General at University of Connecticut
Master's degree data science, Master's degree data science at Columbia University
Contributions:32 commits, 25 PRs, 15 comments in 5 years 2 months
Contributions summary:Qian's primary contribution to the `wayoftime/bloodmagic` repository involved translating the game's text into different languages, specifically Chinese (zh_CN) and Traditional Chinese (zh_TW). They created and updated language files, adding localized strings for blocks, items, and entities within the BloodMagic mod. Their work focused on ensuring the game's content was accessible to a wider audience by providing translations for various in-game elements.
Contributions:51 pushes, 14 branches in 4 years 2 months
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Qian Zha - Vice President, Model Risk Management at BNY