Michael Yan Chen

Michael Yan Chen has extensive experience in model validation and risk management within the financial services industry. From May 1995 to May 2013, Michael served as Vice President and Head of the Individual Model Validation Team at American Express, where responsibilities included building and managing a model validation team in the US and India, and establishing governance and documentation standards. Since May 2013, Michael has held the position of Director of Global Modeling Oversight at Citi, focusing on managing model risk for global Citi Cards and enhancing governance frameworks. Additionally, since August 2016, Michael has worked as Managing Director at PNC, leading asset and liability analytics and overseeing forecast modeling and stress testing. Michael holds a Master's degree in Mathematics from Nanjing University and a Ph.D. in Economics specializing in Game Theory from the State University of New York at Stony Brook.