Sarah Chen

Analytics for financial risk management and investment

  • summary
  • publications

“Simple can be harder than complex: You have to work hard to get your thinking clean to make it simple. But it’s worth it in the end because once you get there, you can move mountains.”
― Steve Jobs

Summary

  • Seventeen years of hands-on analytics delivering business value in financial services
  • Deep domain knowledge and advance skills using statistical and machine learning
  • Climate, credit, market, operational risks in financial services
  • Collaborative team builder/leader with a proven capacity to work with stakeholders to identify risks/opportunities and provide quantitative guidance/solutions for business problems
  • Fellow of the Casualty Actuarial Society (FCAS)
  • Fellow of the Society of Actuaries (FSA).
  • Sustainability and Climate Risk (SCR) certified.
  • Co-founder of Magic Math Mandarin
  • Co-author of Python for SAS Users
  • Columbia University 2007, B.A. Mathematics, summa cum laude

Expertise: Enterprise risk analytics, climate risk modeling, credit risk modeling, market risk, insurance loss reserving/ pricing models, and macroeconomic scenario stress testing, data management, time series analysis, algorithm design,statistical, machine learning , Python, R, SAS and SQL.

2019



2019