Ben Huang

Experience

JPMorgan Chase & Co. NY, NY, USA
Quant Analytics Manager VP, Card Installments
Feb 2023 - present

  • Connected Commerce
  • Lending Innovation
  • Card Installments

adidas Amsterdam, North Holland, Netherlands
Senior Manager, Global Trading Analytics
Jun 2022 - Jan 2023

  • Led a team to provide analytic support for buying, planning and trading teams
  • Measured campaign performance (traffic, conversion, net sales)
  • Defined measurement methodology for Data science models’ financial uplift
  • Supported regular and ad-hoc Competitor intelligence reporting
  • Recommended range optimization leveraging internal visual similarity score and hierarchical clustering algorithm

ING Amsterdam, North Holland, Netherlands
Credit Risk Model Developer, IFRS 9 Methodology
Nov 2020 - May 2022

  • IFRS 9-compliant model for Commercial Property Finance portfolio (wholesale portfolio)
  • Enhanced methodology standard to fulfill Recommendation R issued by KNF, the Polish regulator

OnDeck Capital NY, NY, USA
Senior Risk Analyst, Credit Loss Forecasting
Aug 2019 - Nov 2020

  • CECL-compliant model for credit line product
  • Roll rate model for term loan portfolio
  • Quarterly reporting and analysis for Allowance for Loan and Lease Losses (ALLL)

UBS NY, NY, USA
Quantitative Risk Specialist, Associate Director
Oct 2016 - Aug 2019

  • Scenario expansion models for economic variables, OOP model implementation
  • Model risk monitoring automation, and automated soundess checks on model forecasts
  • Pension risk stress testing model for UBS defined benefit plans

Wellington Management Company Boston, MA, USA
Technology Associate, Quality Assurance
Apr 2015 - Sept 2016

  • Software testing for Financial Derivatives Systems
  • Interest rate swaps, Swaptions, Equity Derivatives

Education

Boston University, MS in Mathematical Finance
National Tsing Hua University, BS in Quantitative Finance

Contact me

Email:
Linkedin: https://www.linkedin.com/in/anpinhuang/