JD

Billy Lee

Model Risk Manager | Data Scientist

A seasoned professional with over 25 years of experience in technology, specializing in model risk management, regulatory compliance, and machine learning applications.

Featured Projects

Credit Risk Model Validation Framework
Credit Risk Model Validation Framework

Developed a comprehensive framework for validating credit risk models for a major bank, ensuring compliance with SR 11-7 guidelines. Implemented automated testing and reporting.

Python
Pandas
Scikit-learn
SQL
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ML-Based Fraud Detection System
ML-Based Fraud Detection System

Built and deployed a real-time fraud detection system using gradient boosting models. Reduced false positives by 30% while improving detection rates.

TensorFlow
Kubernetes
Python
GCP
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Portfolio Optimization Dashboard
Portfolio Optimization Dashboard

Created an interactive dashboard for portfolio managers to analyze and optimize asset allocation based on various risk-return scenarios.

React
D3.js
Django
PostgreSQL
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Skills & Expertise

Technical Skills

Domain Knowledge