Bill Huajian Yang

Bill Huajian Yang - Royal Bank of Canada

Bill Huajian Yang, Ph. D (USA) and Britton postdoc fellow (Canada) in mathematics, is currently a senior quantitative leader with the enterprise stress testing team of Royal Bank of Canada, leading the CCAR and IFRS9 methodology research and model development. 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 banking industry in 2001, first as a SAS programmer with TD Bank of Canada, next in 2003 as a senior statistical modeller on retail portfolio credit risk with Royal Bank of Canada. He started in 2008 working on wholesale portfolio PD, EAD, and LGD methodology research and model development with Bank of Montreal until the year of 2014, when he returned to Royal Bank of Canada, working as a senior quantitative leader in CCAR and IFRS9 methodology research and model development, for wholesale credit risk and operational risk.

Return to the full Editorial Board listing

More information on The Journal of Risk Model Validation

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

Sign in
You are currently on corporate access.

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

Sign in.

Alternatively you can request an individual account here