WenSui Liu

San Antonio, Texas Area United States

Senior Quantitative Manager in Treasury Analytics at Fifth Third Bank

Finance / Banking / Insurance

Analytical manager with 7-year management experience in developing and nurturing a high-performing quantitative team to deliver high-quality results for critical projects of Bancorp significance, including operational loss forecast models, consumer credit risk models (PD / EAD / LGD), scorecard developments, analytical supports for consumer credit strategies, and CCAR submissions of consumer credit and operational losses. Technical Skills: - In-depth statistical knowledge of generalized linear models, count outcome models, fractional outcome models, longitudinal models, and time series forecasting - Real-world experience in developing large-scale machine learning applications with gener...