2011 -2013 Manager, Credit Risk and Portfolio Management @
2008 -2011 Credit Analytics Lead @
2007 -2008 Risk Analyst @
2004 -2006 Research Assistant @
Eric Yao Education
University of Waterloo
Master (Management Sciences and Quantitative Methods)
2006-2008
McMaster University
BSc (Mathematics)
2000-2004
McMaster University
Bachelor of Science (BSc) (Statistics)
2000-2004
Eric Yao Skills
Credit Risk
Portfolio Management
Risk Management
Financial Modeling
Credit
Analysis
Investments
Economics
Matlab
Basel II
Statistics
SPSS
Cognos
Mathematical Modeling
SQL
SAS
CCAR Stress Testing
Banking
Capital Management
Regulatory Capital
Testing
Stress
Operational Risk Management
Analytics
Eric Yao Summary
Eric Yao, based in New York, NY, US, is currently a SVP, Global Strees Testing and Model Governance at Citi. Eric Yao brings experience from previous roles at TD, GE Capital, M&T Bank and AGF Management Limited. Eric Yao holds a 2006 - 2008 Master in Management Sciences and Quantitative Methods @ University of Waterloo. With a robust skill set that includes Credit Risk, Portfolio Management, Risk Management, Financial Modeling, Credit and more. Eric Yao has 3 emails and 1 mobile phone numbers on RocketReach.
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