Wankun Li, Ph.D.

Wankun Li, Ph.D.

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  • Timeline

  • About me

    Financial Risk Management professional; ex-Neurobiologist; IBM Data Science Professional

  • Education

    • Peking University

      2007 - 2011
      Bachelor of Science (B.S.) Biological and Biomedical Sciences

      Activities and Societies: Cycling association

    • UCSD

      2011 - 2017
      Doctor of Philosophy (Ph.D.) Neuroscience
  • Experience

    • Peking University

      Jan 2007 - Jan 2011
      Student

      molecular biology: gene cloning, plasmid construction, in vivo transformationrats behavioral study: fear conditioning; maze tests for learning and memory study.

    • The Hong Kong University of Science and Technology

      Jan 2009 - Feb 2009
      Research Intern
    • Tsinghua University

      Sept 2009 - Jun 2011
      Research Assistant

      Using rodent behavioral test to study the effectiveness of certain pharmacological treatments on improving the function of various brain areas, and the mechanism behind it.

    • Rice University

      Jul 2010 - Sept 2010
      Research intern

      Drosophila behavioral study; the effect of gene alternations on nervous system development; Drosophila brain dissection and immunostaining

    • University of California San Diego

      Sept 2012 - Nov 2017

      Komiyama Lab, a lab of Systems Neuroscience. My studies focused on how the mammalian brain encode perceptual learning and decision making, combining cutting-edge live imaging technique and advanced data analytics. TA for: Cellular and Molecular Neurobiology(BIPN146);Computational Neuroscience(BIPN140);Biochemical technique(BIBC103).Evaluated by students and professors as a TA of excellency for all 3 classes.

      • Ph.D. student

        Sept 2011 - Nov 2017
      • Teaching Assistant

        Sept 2012 - Jun 2015
    • EY

      Mar 2018 - now

      • Led proposal, contract negotiation, signing, staffing, and delivery of an engagement supporting a top global bank Canadian branch's risk transformation journey.• Instrumental in winning the pursuit and the subsequent execution of an engagement supporting a top Canadian bank in credit risk modeling and AIRB readiness journey, generating seven-figure revenue• Leadership of innovative go-to-market solutions regarding B2B loan underwriting acceleration and compliance, performance monitoring, and process enhancement through automation.• EY Canada Risk Consulting Life Science sector liaison Show less Business Consulting - Financial Services Risk Management• Supervised and hand-on participated in the end-to-end development of Credit Risk models for multiple top-tier Canadian Financial Institutions, specifically: AIRB PD, LGD, EAD models for all Wholesale asset classes and Retail small business and mortgage; Commercial IFRS9/CECL PD and LGD models; Commercial Stress Testing PD and LGD models• Simultaneous involvement of engagements with three separate Canadian banks, serving an oversight and client-facing role with direct interactions with lines of business, credit risk management, validation, audit, and executive leadership• Part of a core team in actualizing the collaboration between EY and a global top Tech player for our go-to-market strategy, introducing industry innovation and disruption with potential for millions of dollars in revenue• Pursuit, proposal, business development support Show less • Supported a host of G-SIBs across four continents in their Financial Risk Management, with business coverage from front office to back office• A lead contributor in an array of client engagements, including derivatives risk models, VaR, credit risk models (individual and small business PD, LGD), regulatory compliance (FRTB, SR 11-7), data modeling, and data governance• Served as the only representative of the Risk Management service line in an innovative EY collaborative effort to bring a large-scale data infrastructure transformation to a global top bank• Involved in a firm initiative that explored Machine Learning techniques for Risk Management in Financial Institutions, showcasing adaptability and forward-thinking approach• Pursuit, proposal, business development support Show less

      • Senior Manager

        Aug 2023 - now
      • Manager

        Oct 2020 - Aug 2023
      • Senior

        Mar 2018 - Sept 2020
    • Victoria Education Group

      Jan 2024 - now
      Python Programming Instructor

      Teaching Grade 4-10 Canadian students Python programming

  • Licenses & Certifications

    • EY Better Us - Inclusion and Belonging - Learning (2022)

      EY
      Jul 2022
      View certificate certificate
    • IBM Data Science Professional

      IBM
      Mar 2024
      View certificate certificate
    • EY Sustainability - Climate change - Learning (2022)

      EY
      Apr 2022
      View certificate certificate
    • SmartServe

      Smart Serve Ontario
      Feb 2023
    • EY Health - Learning (2022)

      EY
      Mar 2022
      View certificate certificate
    • Advanced Predictive Modeling Using SAS Enterprise Miner

      SAS
      Jan 2022
      View certificate certificate
    • Data Mining

      UC San Diego Extension
      Sept 2017
    • MicroMBA

      University of California, San Diego - Rady School of Management
      Aug 2017
    • Using the SAS Risk Engine Interface

      SAS
      Dec 2021
      View certificate certificate
  • Volunteer Experience

    • Canine care taker

      Issued by San Diego Humane Society
      San Diego Humane SocietyAssociated with Wankun Li, Ph.D.
    • Leading to Reading program volunteer

      Issued by Toronto Public Library on Sept 2024
      Toronto Public LibraryAssociated with Wankun Li, Ph.D.