Bill Huajian Yang

Royal Bank of Canada

Bill Huajian Yang, Ph. D (USA) and Britton postdoc fellow (Canada) in mathematics, currently a quantitative leader with Royal Bank of Canada, with focus on machine learning algorithms, automations, risk-supervised clustering, probability of default term structure, and loss given default term structure, CCAR stress testing, IFRS9 expected credit loss, and AIRB regulatory capital estimation. His early researches focused on algebraic topology and stable homotopic calculations, his thesis “The stable homotopy types of stunted lens spaces mod 4” was published in Transaction American Mathematical Society in 1998. He started working for the financial industry in 2001. His latest publication is “resolutions to flip-over credit risk and beyond” by Big Data and Information Analytics (March 2019).   

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