Yan S
Director, Model Risk Management at Industrial and Commercial Bank of China | New York, New York, United States
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Yan S. currently serves as the Director of Model Risk Management at the Industrial and Commercial Bank of China (ICBC), where he plays a pivotal role in overseeing the bank’s comprehensive model governance framework. In this capacity, Yan leads a team responsible for the development, validation, and ongoing monitoring of critical financial models, including credit risk, market risk, and liquidity risk models. His expertise ensures that ICBC remains compliant with evolving regulatory standards such as CCAR, CECL, Basel III capital requirements, and NYDFS Part 504, effectively managing model risk across diverse portfolios.
In his role, Yan actively guides stakeholder engagement throughout the entire model lifecycle—from model identification and risk tiering to validation and periodic review. His leadership emphasizes continuous improvement of the Model Risk Management framework, integrating best practices in model documentation, governance, and risk assessment. Yan’s deep understanding of model development and validation, combined with his proficiency in statistical data analysis, econometrics, and financial analysis, enables him to identify potential model weaknesses and implement robust mitigation strategies.
Furthermore, Yan leverages advanced tools and skills such as Bloomberg, KnowledgeStudio Decision Tree, and managing large datasets to enhance model accuracy and predictive power. His strategic approach to model risk ensures that ICBC’s risk appetite aligns with regulatory expectations while supporting sound decision-making and financial stability. Through his expertise, Yan S. significantly contributes to strengthening ICBC’s risk management capabilities, fostering a resilient banking environment that adapts to the dynamic landscape of financial regulation and market conditions.
Director, Model Risk Management at Industrial and Commercial Bank of China in July 2022 to Present
Vice President, Model Risk Management at Industrial and Commercial Bank of China in June 2020 to June 2022
Model Risk Management at Bank of China in August 2019 to June 2020
Risk Modeler, Risk Core Modeling at JPMorgan Chase & Co. in June 2015 to August 2019
Assistant Director, Institutional Research & Planning at Marist College in August 2009 to December 2011
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Columbia University, Doctor of Philosophy (Ph.D.)
Peking University, B.A.
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Stakeholder Management
Transparency
Presentations
Communication
Stress Testing
Data Analysis
SAS
Bloomberg
Research
Project Planning
Report Writing
Stata
Statistical Modeling
Management
Investments
SPSS
Portfolio Management
Program Evaluation
Managing Database
Statistical Data Analysis
Quantative Analysis
Economics
Teaching
Econometrics
Financial Modeling
Analytics
Event Planning
Project Management
KnowledgeStudio Decision Tree
Risk Modeling
Financial Analysis
Model documentation
Credit Risk
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Discover more about Industrial and Commercial Bank of ChinaWhat is Yan S email address?
Email Yan S at [email protected] and [email protected]. This email is the most updated Yan S's email found in 2026.
What is Yan S phone number?
Yan S phone number is 212-965-8438.
How to contact Yan S?
To contact Yan S send an email to [email protected] or [email protected]. If you want to call Yan S try calling on 212-965-8438. (updated on April 28, 2025)
What company does Yan S work for?
Yan S works for Industrial and Commercial Bank of China
What is Yan S's role at Industrial and Commercial Bank of China?
Yan S is Director, Model Risk Management
What industry does Yan S work in?
Yan S works in the Banking industry.
Yan S Email Addresses
Yan S Phone Numbers
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