Susan Email & Phone Number
Head of Model Development Team @ Fitch Ratings
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Susan Location
- New York, NY, US
Susan Work
- 2017 - now Head of Model Development Team @
- 2015 - 2017 Head of Model Validation Group @
- 2014 - 2015 Director of Model Management @
- 2007 - 2013 Market Risk Mgt Director, Model Development Director, Head of Model Governance @
- 1998 - 2007 Manager, Market Risk Management, ERM @
- 1997 - 1998 Senior Technical Specialist @
- 1995 - 1996 Technical Consultant @
Susan Education
- Harvard University
Postdoctoral Research Fellow
- York University
Ph.D. (Physics)
- New York University
M.Sc. (Financial Mathematics)
- Peking University
M.Sc. and B.Sc. (Physics)
Susan Skills
- Derivatives
- Risk Management
- Financial Modeling
- Market Risk
- Basel II
- Fixed Income
- Financial Risk
- Credit Risk
- Economic Capital
- Statistical Modeling
- Hedging
- Quantitative Analytics
- Regulatory Capital
- Dodd-Frank
- Solvency II
- Portfolio Optimization
- Statistical Data Analysis
- SQL
- Programme Governance
- Model Governance
- Model Validation
- SAS, S-Plus
- Excel/VBA
- C, C++
- Capital Markets
- Equities
- Investment Banking
- Portfolio Management
- Structured Finance
- Teradata
- C
- S Plus
- SAS
- V&V
- Marketing
- JavaScript
- C++
- C++ And Vba
- Dodd Frank
- Valuation
- Management
Susan Summary
- Susan, based in New York, NY, US, is currently a Head of Model Development Team at Fitch Ratings. Susan brings experience from previous roles at Fitch Ratings, MBIA and AIG. Susan holds a Postdoctoral Research Fellow @ Harvard University. With a robust skill set that includes Derivatives, Risk Management, Financial Modeling, Market Risk, Basel II and more. Susan has 1 emails and 1 mobile phone numbers on RocketReach.
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