Charles Chen is currently the Credit Risk Manager at Kafene. Charles was previously the Credit Risk Officer at BBVA from April 2016 to May 2021. In that role, they developed CECL/IFRS 9 models (PD LGD EAD) of Commercial and Retail Portfolios and built Loss Forecast models for CCAR stress tests. Charles also ran lifetime loss Provision for entire bank Portfolios and performed Loss driver analysis.
Charles Chen has a PhD in Computational Physics from Iowa State University. Charles also has a Master's Degree in Elementary Particle Physics from Peking University, and a Bachelor's Degree in Physics from Wuhan University. Charles is also certified as an Advanced Programmer for SAS 9 from the SAS Institute.
Charles Chen reports to Joe Wang, Chief Risk Officer. They are on a team with Shengjun Hu - Risk Director, Data Science, Chao Yu - Risk Data Analyst, and Timothy Yu - VP, Credit.
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