Yiping Xing, Ph.D, CFA, is a seasoned Risk Quant Senior Manager with extensive experience in software development and credit risk quantitative analysis. They previously served as a VP of Credit Risk Quantitative Strategy at Goldman Sachs, where they managed the implementation of stochastic simulation models. With a Ph.D. in Electrical and Computer Engineering from Stevens Institute of Technology and a Master's in Computational Finance from Carnegie Mellon University, Yiping has demonstrated expertise in developing complex financial systems and innovative technology solutions. Their work has included leading credit risk projects that leverage machine learning for risk forecasting.
This person is not in the org chart
This person is not in any teams
This person is not in any offices