Sekun Heo
Head Of Retail Model Development at Citi
Tampa, Florida, United States
Summary
👤
Senior🎓
Top SchoolSekun Heo is a risk management and model development leader with nine years at Citi and over two decades building credit risk frameworks across retail, SME and mortgage portfolios. As Head of Retail Model Development he combines deep regulatory expertise (Basel II IRB, RWA, economic capital) with hands-on implementation of FICO and Experian toolchains and expert SAS/SQL coding to process multi-billion record datasets. He has a track record of standing up credit risk functions and validation frameworks from the ground up, previously spearheading PD/CCF/LGD model programs and scorecard systems in Korea and the U.S. Comfortable translating regulatory requirements into production analytics, he also brings a curious, maker mindset from an active interest in learning and tinkering with computers outside work. Based in Tampa, he pairs practical delivery experience with an academic foundation in applied economics and English, which helps him bridge technical, regulatory and business stakeholders.
9 years of coding experience
17 years of employment as a software developer
B.A. English, B.A. English at Sogang UniversityM.S. Applied Economics, M.S. Applied Economics at University of Nevada, Reno
Github Skills (190)
tinyurl10
nix10
servant10
stack10
nixos10
linux10
emacs-lisp10
cabal10
nixpkgs10
ghc10
querying10
ide10
bitly10
functional-programming10
emacs-lsp9
Programming languages (20)
Github contributions (5)
sekunho/holidapi
May 2022 - Sep 2023
A JSON API for holiday definitions
Contributions:17 PRs, 61 pushes, 17 branches in 1 year 4 months
apidefinitionsjson-apijsonholidays-ical
sekunho/moneyman
May 2023 - Feb 2025
💱 A crusty currency converter
Contributions:1 release, 39 PRs, 98 pushes in 1 year 9 months
currency-converterrust-lang
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