
Wankun Li, Ph.D.
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About me
Financial Risk Management professional; ex-Neurobiologist; IBM Data Science Professional
Education

Peking University
2007 - 2011Bachelor of Science (B.S.) Biological and Biomedical SciencesActivities and Societies: Cycling association

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

Peking University
Jan 2007 - Jan 2011Studentmolecular 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 2009Research Intern
Tsinghua University
Sept 2009 - Jun 2011Research AssistantUsing 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 2010Research internDrosophila behavioral study; the effect of gene alternations on nervous system development; Drosophila brain dissection and immunostaining

University of California San Diego
Sept 2012 - Nov 2017Komiyama 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 2017Teaching 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 - nowManager
Oct 2020 - Aug 2023Senior
Mar 2018 - Sept 2020

Victoria Education Group
Jan 2024 - nowPython Programming InstructorTeaching Grade 4-10 Canadian students Python programming
Licenses & Certifications
- View certificate

EY Better Us - Inclusion and Belonging - Learning (2022)
EYJul 2022 - View certificate

IBM Data Science Professional
IBMMar 2024 - View certificate

EY Sustainability - Climate change - Learning (2022)
EYApr 2022 
SmartServe
Smart Serve OntarioFeb 2023- View certificate

EY Health - Learning (2022)
EYMar 2022 - View certificate

Advanced Predictive Modeling Using SAS Enterprise Miner
SASJan 2022 
Data Mining
UC San Diego ExtensionSept 2017
MicroMBA
University of California, San Diego - Rady School of ManagementAug 2017- View certificate

Using the SAS Risk Engine Interface
SASDec 2021
Volunteer Experience
Canine care taker
Issued by San Diego Humane Society
Associated with Wankun Li, Ph.D.Leading to Reading program volunteer
Issued by Toronto Public Library on Sept 2024
Associated with Wankun Li, Ph.D.
Languages
- chChinese
- enEnglish
- frFrench
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