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Simon Cai is a seasoned finance professional with extensive experience in quantitative modeling and risk analysis. Currently serving as a Quantitative Modeler Manager at U.S. Bank since May 2018, Simon has focused on consumer and small business credit card products, auto loans, stress testing, and process automation. Prior to this role, Simon held positions at M&T Bank as a Quantitative Risk Modeler, where the development of transition loss forecasting models for residential mortgage portfolios was a key achievement. Earlier experience includes leading a team at Benchmark Analytics & Consulting, Inc. to implement stress testing models and working as a Graduate Research Intern at Siemens on predictive analytics for gas turbine sensor data. Simon holds a Master’s degree in Statistics from Columbia University and a Bachelor’s degree in Statistics from Nanjing University, enhanced by an exchange program at Saint Joseph's University.