Jing Fu is a quantitative risk manager at UOB, specializing in credit risk with a focus on model development in areas such as Counterparty Credit Risk, Economic Capital, Stress Testing, and IFRS 9 ECL models. Jing has held various roles in leading financial institutions, including as an Executive Director in Wholesale Credit Risk Management at OCBC and as a First Vice President at UOB. Their programming skills span Matlab, Python, C++, SAS, and VBA, complemented by expertise in market risk and machine learning. Jing holds a BSc in Mathematics & Applied Mathematics from Zhejiang University and an MSc in Stochastics & Financial Mathematics from the University of Amsterdam.
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