Alice Tian

Alice Tian, PhD, is an experienced leader in quantitative analytics and risk management. Currently serving as Head of US Scorecard and Quantitative PPNR Model Validation at TD since April 2019, Alice leads a team responsible for validating credit risk models, including those employing AI and machine learning, across various business sectors. Prior to TD, Alice was Vice President and Group Lead of Model Risk Management at Barclays, where the expansion of the model validation team was a key focus. Additionally, Alice's tenure at JPMorgan Chase as a Risk Manager involved significant contributions to credit management analytical projects, including forecasting modeling and balance transfer program optimization. Educational credentials include a Ph.D. in Applied Mathematics from Washington State University and a B.S. in Mathematics and Applied Mathematics from Sichuan University.