Yuhao Zhu
Senior Model Validator
Rotterdam, South Holland, Netherlands
Summary
👤
Senior🎓
Top SchoolYuhao Zhu is a Senior Model Validator with a decade of experience in quantitative credit risk, currently leading validation work at ABN AMRO and maintaining the bank’s internal Python and SAS validation toolchains. He holds a PhD in Finance from Erasmus University Rotterdam, is an FRM certificant and CFA Level II passer, and combines deep econometric and stochastic modeling skills with practical implementation expertise in Python, SAS and SQL. His work covers end-to-end IRB model validation (PD, LGD, EAD), technical standard-setting, and automation of validation pipelines for regulatory reporting. Beyond validation, he has an academic track record teaching and supervising graduate research in incentive contracting and behavioral finance, which informs his strengths in translating complex theory into auditable, production-ready model assessments.
10 years of coding experience
Bachelor of Arts (BA), Economics, 3.78, Bachelor of Arts (BA), Economics, 3.78 at Fudan UniversityTI Master of Philosophy (MPhil) cum lauda, Economics and Finance, 8.0, TI Master of Philosophy (MPhil) cum lauda, Economics and Finance, 8.0 at VU University AmsterdamBachelor of Science (Honors), Economics and Business Economics, 8.5, Bachelor of Science (Honors), Economics and Business Economics, 8.5 at University of GroningenDoctor of Philosophy - PhD, Finance, Doctor of Philosophy - PhD, Finance at Erasmus University Rotterdam
Chinese, English, Japanese, Dutch
Github Skills (18)
modular10
max10
numerical-analysis10
mojo10
translation9
programming-language9
machine-learning9
mathematics9
ai9
decimal9
chinese-simplified8
ime8
math5
input-method4
weighting3
Programming languages (11)
Github contributions (5)
forFudan/xuma
Apr 2022 - Feb 2023
Rime·尔雅徐码输入法·CJK全汉字拆分·三重注解
Contributions:1 release, 113 commits, 2 PRs in 9 months
forFudan/yustar
Sep 2023 - Aug 2024
宇浩输入法的次世代衍生方案，强聚类、强音托、弱分区
Contributions:16 releases, 15 PRs, 63 pushes in 10 months
rimerime-schema
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.