Di is a consultant in Deloitte focusing on Regulatory & Operational Risk and his competency is in Model Risk Management with a sub-competency in Analytics. Di has experience in valuation, modeling, and analytics and his primary industry is in banking and securities, with a secondary industry focus on real estate. He has deep understanding of credit risk and mortgage modeling. Prior to joining Deloitte, Di worked as an analyst in a credit rating agency for 2 years, and focused on providing credit rating, and valuation on securitization products, including ABS, RMBS and CMBS.
Now within the analytics group, Di has engaged in model risk management projects under CCAR scope and investment management review projects on pension fund. He has worked on model document review, model performance testing, and validation reporting. Di is also experienced with VBA and Matlab programming for Monte Carlo simulations, data quality checks for collateral due diligence, and code validations under Java environment.
Expertise in: Financial Modeling, Valuation on financial products, Database programming