Fan Yang, Ph.D., currently serves as a Senior Manager at the Federal Home Loan Bank of Chicago and an Adjunct Lecturer at the University of Chicago, specializing in Time Series Analysis & Forecasting and Statistical Models for Data Science. Previously, Fan led the Credit Card Acquisition Risk Modeling Team at Discover Financial Services and managed the Advanced Data Analytics team at BMO Harris Bank. A former Quant Risk Manager at KeyBank, Fan oversaw a consumer risk portfolio exceeding $15 billion and led loss forecasting model development. Earlier roles include Second Vice President at Northern Trust Corporation, where loss forecasting models were implemented, and Data Scientist at Pearson VUE, managing data science activities. Fan holds a Ph.D. and an MS in Statistics, as well as an MBA from the University of Iowa, and a BS in Applied Mathematics from Xidian University.
