Alan Yu

Alan Yu

Financial modeling and AI-driven insights for financial freedom.

Role
Lead Quantitative Analytics Specialist, VP, Model Risk Management at Wells Fargo
Location
New York, NY, US
LinkedIn followers
500 followers

About Alan Yu

2026 Quant + AI for Model Risk and Investing (Asset Allocation, Trading Strategies, and Capital Growth)“Apply Engineering Everywhere, with a Financial‑Markets Focus.”My career goal has been to research and implement financial models that increase profits, reduce risks, or ideally achieve both.(2009)Applied Mathematician — Aerospace Science & Engineering (2003)Built a rigorous foundation in applied mathematics and engineering‑driven modeling.Quant — Derivative Pricing Models (2010)Commodity futures, options, and swaps; equity options; interest‑rate and currency swaps; curve construction; and FX products.Quant — Investment Research & Analytics (2018)Portfolio construction, asset allocation, and trading strategies.Quant — Market Risk Models (2023)Model risk and validation.

Experience

  1. Lead Quantitative Analytics Specialist, VP, Model Risk Management

    Wells Fargo

    Jan 2026 — Present · New York, NY, US

Education

  • University of Toronto

    Ph.D., Aerospace Science and Engineering, Multidisciplinary Design Optimization

    2003 — 2008

  • George Brown Polytechnic

    Ontario College Graduate Certificate with Honors, Financial Planning - Accounting and Finance

Skills

  • Python
  • Derivatives
  • Market Risk
  • Programming
  • Optimization
  • Financial Modeling
  • Quantitative Analytics
  • Research
  • R
  • Numerical Analysis
  • Sql
  • Quantitative Finance
  • Data Analysis
  • Vba
  • Optimizations
  • Financial Engineering
  • Analytics
  • Risk Management
  • Mathematical Modeling
  • Matlab
  • Investments
  • Credit Risk
  • Access
  • Finance
  • Fortran
  • Visual Basic for Applications (Vba)
  • Portfolio Management

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Alan Yu — Lead Quantitative Analytics Specialist, VP, Model Risk Management at Wells Fargo in New York, NY, US | Unifers