Sophie X.
About Sophie X.
Sophie X serves as the Vice President and Quantitative Credit Risk Manager at City National Bank in Los Angeles, California, where she has worked since 2017. She specializes in econometric modeling techniques and has extensive experience in financial modeling and valuation.
Work at City National Bank
Sophie X. has served as the Vice President and Quantitative Credit Risk Manager at City National Bank since 2017. In this role, she is responsible for overseeing credit risk assessments and developing quantitative models to evaluate financial risks. Her work is based in Los Angeles, California, where she has contributed to the bank's risk management strategies for seven years.
Education and Expertise
Sophie X. specializes in econometric modeling techniques, with a strong focus on Time Series Analysis and Quantile Regression. Her expertise extends to financial modeling and valuation, emphasizing empirical research in corporate finance. She is well-versed in Dynamic Stochastic General Equilibrium Modeling, which is significant in macroeconomic analysis.
Technical Skills and Programming Proficiency
Sophie X. is proficient in various programming languages and tools essential for quantitative analysis. Her skill set includes Python, SAS, R, and MATLAB, which she utilizes to develop and implement complex financial models. This technical proficiency supports her work in credit risk management and empirical research.
Advanced Statistical Methods Utilization
In her role, Sophie X. employs advanced statistical methods, including Generalized Linear Mixed Models and Non-parametric Analysis. These techniques enhance her ability to analyze data and derive insights relevant to credit risk and financial modeling.