Junqi Zhao

TD Bank

Junqi Zhao received his Ph.D. in Engineering from The Pennsylvania State University, University Park, PA, USA, in 2020, and his M.S. and B.S. degrees from Tianjin University, China. He is currently a Senior Manager in the Model Risk Management team at TD Bank, Mount Laurel, NJ, USA, where he focuses on the validation of quantitative and machine learning models. His research interests include applied machine learning, deep neural networks, and financial risk management.

Articles by Junqi Zhao

Original research

Interpretable machine learning for default risk prediction in stress testing

This paper proposes a benchmark model which can be used to predict the forward-looking probability of default of a real-world credit card portfolio.

09 Dec 2025

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here