Katherine Zhang is a model risk practitioner in the banking industry for over 20 years. She is a transformational risk leader, and has extensive model risk management experience in the financial service industry. Her current role is Sr. Risk Specialist at Federal Reserve Bank of Boston. Before this, she spent eight years at State Street, and led a team of 40+ quantitative analysts and focused on ALM, Liquidity and Credit Risk model development or validation for CCAR, CECL, ALM and liquidity stress testing purposes. Prior to that, she was the head of model validation at GE Capital, and focused on credit risk and Allowance methodology. In her earlier career, she worked at JPMC’s quantitative research group and was responsible for model development and portfolio analytics.

Katherine played a pivotal role in elevating model risk standard and process and meeting regulatory requirements at her ex-employers. She is known as an expert in problem solving using analytical tool and satisfying both business needs and regulatory expectations. She represented her ex-employers in many bank-specific or horizontal exams, and successfully defended models or addressed regulatory concerns.

She has MBA from University of Chicago, and Mathematics Bachelor from China.