Xuan Ji
Quantitative Risk Manager
Los Angeles Metropolitan Area United States
Summary
👤
Senior🎓
Top SchoolXuan Ji is a quantitative risk manager with 8+ years building models and tooling for interest rate, credit, and liquidity risk across CCAR and internal stress testing, backed by a PhD from UCLA and a deep data-science toolkit in R, SAS, and Python. He brings over a decade of quantitative research experience, having translated climate modeling expertise and large-scale data diagnostics into robust financial models for banks like MUFG and State Street. A CFA and FRM charterholder who also passed all three CFA levels, Xuan has led development of deposit, prepayment, and spread models and driven model governance with validation teams. Notably, his early climate research—published in Journal of Climate—reflects a distinctive strength in complex dynamical systems and time-series analysis that informs his risk modeling approach. Based in Los Angeles, he combines academic rigor with production-facing delivery across Treasury, ALM, and consumer lending contexts.
8 years of coding experience
10 years of employment as a software developer
Bachelor of Science (BS), Atmospheric Physics and Dynamics, Bachelor of Science (BS), Atmospheric Physics and Dynamics at Nanjing UniversityUniversity of California, Los Angeles
English, Chinese, French
Github Skills (1)
matlab2
Programming languages (1)
Github contributions (5)
typhooneye/materials
Jul 2019 - Sep 2021
Contributions:37 commits, 30 pushes, 1 branch in 2 years 2 months
typhooneye/xuan.github.io
Aug 2019 - Nov 2021
Contributions:15 pushes, 1 branch in 2 years 3 months
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