Mr. Yang advises clients on a wide variety of quantitative modeling issues related to risk quantification and capital management. His recent engagements include Comprehensive Capital Analysis and Review (CCAR) and Dodd Frank Act Stress Testing (DFAST) model development and validation, asset / liability / interest income model review, credit valuation and pricing, liquidity model review, economic capital model review, stress scenario design and anti-money laundering (AML) model review.
Before joining A&M, Mr. Yang spent eight years with HSBC North America Holdings, managing a team of quantitative specialists, and oversaw the development of the bank's top-down stress testing models. As the secretary to the bank's stress testing governance committee, he was also responsible for overseeing the review and the approval of stress testing methodologies across the bank.
Prior to the introduction of regulatory stress testing programs, Mr. Yang served as the secretary to HSBC's economic capital governance committee and was responsible for overseeing the economic capital methodologies across the bank.
Mr. Yang earned a bachelor's and master's degree in engineering from Shanghai Jiao Tong University and completed his doctoral studies in industrial engineering with a concentration in statistics and stochastic models at the University of Cincinnati.