Sophia Lim

Sophia Lim is a senior model risk specialist at the Federal Reserve Bank of New York and a lecturer in the Enterprise Risk Management graduate program at Columbia University. She brings more than twenty years of experience in model development, validation, quantitative risk management, and supervisory oversight. Her recent work focuses on emerging AI models, with emphasis on methodology evaluation, data testing, and risk themes tied to adoption across large financial institutions. She has extensive experience in model design and lifecycle assessment across diverse institutions, with expertise spanning market, credit, counterparty, and liquidity risk across banking and trading book exposures.