Jie Li

Jie (Amy) Li is a seasoned finance professional with extensive experience in quantitative analytics and risk management. Currently serving as VP and Quantitative Analytics Lead at Wells Fargo since September 2012, Jie specializes in developing loss forecasting and balance models for commercial portfolios, as well as Basel PD, LGD, and EAD models. Prior roles include Sr. Credit Policy and Risk Analyst at HSBC/Capital One, where Jie supported loss forecasting and stress testing, and Customer Information Analyst at HSBC, focusing on risk and marketing support through data analysis. Jie began a career in academia at the University of California, Riverside, where contributions included developing econometric models and teaching. Jie holds a PhD in Economics from the University of California, Riverside and a Master's in Finance from the University of International Business and Economics.