Patrick Zhang

Credit risk modelling and quantitative risk analytics professional with 5+ years of experience across credit risk model validation, IFRS 9 expected credit loss review, A-IRB model review, SQL/ETL, risk reporting, and dashboard analytics.

Former

PwC Canada Manager with hands-on experience supporting major Canadian and international financial institutions across retail and wholesale credit risk model development and validation, IFRS 9 ECL, AML/FCRM analytics, and risk data visualization. Experienced in reviewing PD, LGD, EAD, expected loss, segmentation, calibration, data quality, model replication, back-testing, reasonableness checks, and model documentation. Strong alignment to Credit Risk Modelling, Credit Risk Reporting and Methodology, Quantitative Analysis, Model Validation, stress testing, scenario analysis, and risk management recruitment mandates.

Manager, Risk Quantification and Analytics (Credit Risk, Data Analytics, AML) at PwC Canada (2017-03 – 2022-03)

Managed quantitative risk advisory engagements for major Canadian financial institutions and international banking clients, delivering solutions across credit risk model validation, IFRS 9 ECL review, A-IRB model review, AML/FCRM analytics, and risk data visualization.

• Managed quantitative risk advisory engagements for major Canadian financial institutions and international banking clients, delivering solutions across credit risk model validation, IFRS 9 ECL review, A-IRB model review, AML/FCRM analytics, and risk data visualization
• Developed, validated, and reviewed retail and wholesale credit risk models and methodologies, including PD, LGD, EAD, expected loss, scorecard and behavioural risk drivers, segmentation, calibration, sensitivity analysis, and back-testing
• Performed IFRS 9 model validation and audit review work for major banks in Canada, Ireland, and China, including conceptual soundness review, data quality testing, model replication, staging and parameter review, ECL calculations, and documentation of findings
• Led the design and development of an R-based credit risk model validation automation solution, standardizing input structures and test cases while improving repeatability of report generation and analytical review
• Managed business requirements gathering, analytical design, solution development, UAT/testing, methodology documentation, and stakeholder communication in Agile and DevOps-oriented delivery environments using SQL Server, R, SAS, Python, VBA, Tableau, and Power BI
• Prepared concise client-ready reports and presentations for management, clearly articulating methodology issues, model performance results, data exceptions, business impacts, root causes, and recommended remediation actions
• Led a team of 4 to implement an end-to-end AML/FCRM transaction monitoring solution for a Big 4 Canadian bank, covering SQL Server ETL, SWIFT payment data workflows, rule logic, Tableau reporting, and test scenario preparation

Founder (Business Analytics, Sourcing & Trade Services) at Likaera International Trade Co., Ltd (2022-03 – Present)

Founded a China-based sourcing and trade services business supporting overseas-oriented demand across consumer product categories, applying analytics-driven frameworks to supplier screening, quotation comparison, margin analysis, and operational risk assessment.

• Founded a China-based sourcing and trade services business supporting overseas-oriented demand across consumer product categories, applying analytics-driven frameworks to supplier screening, quotation comparison, margin analysis, and operational risk assessment
• Built supplier coverage across major China manufacturing and trading hubs including Shanghai, Yiwu, Hangzhou, Shenzhen, Guangzhou, Foshan, and Dongguan, enabling structured comparison of price point, MOQ, lead time, quality, and export readiness
• Developed quotation, margin, and operational risk summaries to support cross-border purchasing decisions, improving visibility into supplier reliability, cost drivers, execution constraints, and request prioritization
• Established a rapid sourcing workflow through a partner with an Yiwu-based procurement team, improving response speed for RFQs, quotation consolidation, and sample coordination for Canada-facing requests

Master of Science in Statistics – University of Windsor (2013-09 – 2015-01)

Honours Bachelor of Science in Actuarial Science – University of Toronto (2009-09 – 2013-06)