Shelly Shi

Shelly Shi is a seasoned finance professional with extensive experience in model validation and development, currently serving as Vice President at BNP Paribas since February 2016, focusing on a range of models including PD, LGD, EAD, and stress testing credit models. Previously, Shelly worked at Morgan Stanley as Vice President in Market Risk Methodology, contributing to VaR methodology and back-testing. Shelly's expertise in market risk modeling was further honed at BNY Mellon, where responsibilities included regulatory-required risk calculations. Early career experience includes quantitative research and analytics at Liquidnet, specializing in algorithmic trading and market microstructure. Shelly holds a Master’s in Quantitative Finance from Rutgers University, a B.S. in Physics from Peking University, and a PhD in Physics from Université Paris 13.