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Liming Brotcke Quantitative Manager, Model Risk Oversight at Federal Reserve Bank Of Chicago


Liming Brotcke is a quantitative manager of the Model Risk Oversight team at the Federal Reserve Bank of Chicago. She manages a team of model risk management specialists who conduct quantitative and qualitative review of a variety of models (retail, wholesale, securities, market, and operational) for CCAR/DFAST as well as routine supervisory monitoring for bank holding companies across the Federal Reserve System. She is an active member of the CCAR retail risk evaluation team and has been leading the quantitative review of loss estimation approaches used for credit card portfolios.

Prior to joining the Fed, she worked at Citi Group and Discover Financial Services and spent 7+ years in model development and portfolio management for various financial products. Liming holds a Ph.D. in Economics from the University of Illinois at Chicago.