Yongxue Zhou

Senior Quantitative Analyst – Credit unions

Yongxue Zhou brings a unique combination of technical expertise and strategic insight, with specialized skills in quantitative finance, database, CECL implementation, and asset-liability management. Proficient in Python, Excel VBA, and advanced financial modeling, Yongxue is adept at risk analytics, scenario design, and model development. Core strengths include credit risk modeling, interest rate risk analysis, and sustainable finance solutions.

With a robust academic and professional foundation in finance, Yongxue Zhou holds a Bachelor’s degree in Finance and a Master’s degree in Quantitative Finance from the University of Maryland. Yongxue is also a certified Financial Risk Manager (FRM), with a strong commitment to quantitative analysis, regulatory compliance, and strategic financial management.

Yongxue specializes in the Current Expected Credit Losses (CECL) framework, bringing in-depth expertise across its various components — including data architecture, scenario design, model development and validation, and regulatory reporting. Yongxue supports CECL implementation, aligning institutional objectives with evolving regulatory standards and risk tolerance requirements.

In addition, Yongxue has conducted advanced research focusing on the financial performance of credit unions and banks, with a particular emphasis on asset-liability management (ALM) and interest rate risk modeling. These efforts have enhanced strategic decision-making by enabling more accurate simulation and scenario planning in dynamic rate environments.

Combining technical depth with a strategic perspective, Yongxue Zhou brings a data-driven, risk-aware approach to financial innovation and regulatory alignment in today’s rapidly evolving financial landscape.