Fan Yang, PhD

Time Series SP24

Fan Yang is an experienced professional in the financial industry, blending over a decade of expertise in data science and financial modeling with a background in consumer banking. Specializing in Deposits, Residential Loans, Auto Loans, and Credit Cards. His journey has been marked by contributions to loss forecasting, marketing analytics, card acquisition model development, and credit data management. Currently serving as a Senior Manager at Discover Financial Service in Chicago, where he leads the Card Acquisition Risk Modeling team, overseeing both onshore and offshore operations. His role involves building machine learning models and providing strategic data-driven support for various business needs.

His professional narrative also includes tenures at BMO, where he led the Marketing Advanced Data Analytics team, and KeyBank/Northern Trust, focusing on Comprehensive Capital Analysis and Review (CCAR) and Current Expected Credit Loss (CECL) Stress Tests. In these roles, he used advanced quantitative techniques XGBoost, and Convolutional neural network (CNN), helping companies drive business growth and optimize risk management strategies effectively. Fan’s educational background includes a Ph.D. in Statistics and an MBA from the University of Iowa. He currently teaches Time Series Analysis and Forecasting at the University of Chicago and has three years of prior experience teaching at the University of Iowa.