Susan Email & Phone Number
Head of Model Development Team @ Fitch Ratings
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Susan Location
- New York, NY, US
Susan Work
- Head of Model Development Team @ (April 2017 - Present)
- Head of Model Validation Group @ (June 2015 - April 2017)
- Director of Model Management @ (June 2014 - June 2015)
- Market Risk Mgt Director, Model Development Director, Head of Model Governance @ (January 2007 - January 2013)
- Manager, Market Risk Management, ERM @ (January 1998 - January 2007)
- Senior Technical Specialist @ (January 1997 - January 1998)
- Technical Consultant @ (January 1995 - January 1996)
Susan Education
- Harvard University
Postdoctoral Research Fellow
- Peking University
M.Sc. and B.Sc. (Physics)
- York University
Ph.D. (Physics)
- New York University
M.Sc. (Financial Mathematics)
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 2 mobile phone numbers on RocketReach.
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