Mark An Ph. D.
About Mark An Ph. D.
Mark An, Ph.D., is the Director at CIBC, specializing in credit risk modeling and stress testing methodologies.
Title
Mark An holds the position of Director at CIBC. His primary role involves overseeing the Credit Risk Modeling Team within the retail banking sector. His responsibilities span Basel II modeling scorecards and other credit risk-related activities.
Company
Mark An is currently employed at CIBC, where he has held the position of Director since 2008. His work at CIBC involves significant responsibilities in risk management and credit risk modeling.
Education and Expertise
Mark An completed his Ph.D. at Universität Osnabrück with a focus on EC SS. His advanced education underpins his expertise in credit risk modeling and macro-economic stress testing methodologies. His academic background has significantly contributed to his professional capacity in risk quantification and modeling processes.
Developing Macro-economic Stress Testing Methodologies
Mark An has been instrumental in developing macro-economic stress testing methodologies at the portfolio level. His work ensures that risk models accurately reflect potential economic adversities, thereby enhancing the robustness of the bank's risk management framework.
Risk Quantification Methodologies
In his role at CIBC, Mark An has been involved in the design and implementation of various risk quantification methodologies. These include Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD). His contributions in this area are pivotal for the bank's credit risk assessment and management.
Building Scorecards for Delinquency Modeling
Mark An is responsible for building scorecards used in delinquency modeling processes at CIBC. These scorecards are essential tools in predicting and managing delinquencies within the retail banking portfolio, contributing to the bank's overall risk management strategy.
Overseeing Validation and Post-Methodology Implementation
One of Mark An's key roles at CIBC includes overseeing the validation and post-methodology implementation processes for risk models. This ensures that all risk models are functioning as intended and adheres to the regulatory and internal standards set by the bank.