Candice You, Ph.D.

Candice You, Ph.D., is a Senior Director in FTI Consulting’s Securities, Commodities & Derivatives practice. Dr. You has more than six years’ experience in quantitative modeling and risk management for a major investment bank. She also has extensive experience in data science, statistical modeling and machine learning to quantify and solve problems in finance, science and other industries.

Dr. You has experience enhancing risk management systems and developing market impact models and optimal execution strategies. Additionally, she has developed reinforcement learning frameworks for complex portfolio optimization problems, forecasted prices using machine learning methods and market sentiments and performed portfolio valuation using pricing models and simulation techniques.

Prior to joining FTI Consulting, Dr. You was a member of the Market Risk Management and Analysis team at Goldman Sachs for more than six years, where she was responsible for developing and implementing robust and efficient models for quantification of firmwide market risk across asset classes.

Dr. You drove several efforts in model development for capital quantification under the Fundamental Review of the Trading Book (“FRTB”), as proposed by the Basel Committee. She contributed to the Quantitative Impact Study (“QIS”) for FRTB from 2018 to 2023. In her role as the lead modeler for FRTB-Internal Models Approach (“IMA”) from 2022 to 2023, she was responsible for model development, QIS submissions and model reviews with regulators. She also participated in industry benchmark exercises with the International Swaps and Derivatives Association (“ISDA”) and formulated advocacy points for the firm. Additionally, Dr. You applied data science and machine learning techniques in various other projects, including improving the accuracy of risk attributions and optimizing the efficiency of Monte Carlo simulations and time series analysis, such as clustering and anomaly detections.

Dr. You has a Ph.D. in physics and a M.S.E in computer science. She also spent a year at the European Organization for Nuclear Research (“CERN”), participating in a cross-institutional effort on Higgs research and algorithmic detector precision optimization. Her M.S.E research focused on data science and machine learning, using datasets across different industries, such as healthcare, automotive and science. Additionally, Dr. You earned her B.Sc. with double majors in mathematics and physics and a minor in finance from the University of Hong Kong.