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Lillian Ma, Ph.D., serves as the Director and Head of Loss Forecasting & Portfolio Management at Ant Group since July 2018, previously holding the position of Senior Manager in Data Science focused on Credit Loss Forecasting. Prior to that, Lillian was a Manager of Data Science and Model Risk at Capital One, where responsibilities included the development and validation of various credit risk models. Experience also includes a role as Senior Associate in Model Risk Management at PwC, specializing in CCAR and credit risk model validation. Earlier positions at Capital One involved developing Basel models for credit cards and loss forecasting models for CCAR. Lillian's academic background includes a Ph.D. in Economics from The Ohio State University, specializing in Housing Economics and Econometrics, along with experience as a Research Assistant and an intern in credit risk modeling at Freddie Mac.