Chao Wang
Counterparty Risk Management
- Role
- Lead Market Risk Officer at Wells Fargo
- Location
- Charlotte, NC, US
- LinkedIn followers
- 500 followers
About Chao Wang
Graduate student from Illinois Institute of Technology, concentrating in Financial Mathematics. I worked as junior quantitative analyst in Clearing House, CME Group for 11 months and 1 year in the Post Trade Technology, Risk Engine QA team. I contributed in the margin model and liquidity model development, which significantly improved the risk control for Credit Default Swaps contracts. I was responsible for data quality analysis, database maintenance, programming risk models, and model researches. I am looking for a position as financial programmer, quantitative analyst, or data specialist.
Experience
Lead Market Risk Officer
Dec 2018 — Present · Charlotte, NC, US
Counterparty risk officer for derivatives products, with concentration in Forex Exchange products and Interest Rates products. Lead designer in Wells Fargo FX E-trading framework and milliseconds credit check methodology which enabled FX automated trading. Lead Counterparty risk model owner for both FX and IR, successfully launch multiple new products.
Education
Illinois Institute of Technology
Master of Science (M.S.), Financial Mathematics
2012 — 2014
South China Agricultural University
Bachelor of Science (B.S.), Applied Mathematics
2004 — 2008
Georgia Institute of Technology
Master's degree, Computer Science
2018 — 2023
Georgia Institute of Technology
Master's degree, Computer Science
2017
Skills
- Quantitative Analytics
- Stochastic Calculus
- Microsoft Word
- Derivatives
- Matlab
- Credit Derivatives
- Volatility
- Cds
- Teamwork
- Risk Management
- Futures Trading
- Bloomberg
- Financial Risk
- Hedge Funds
- Data Analysis
- Sql
- Quantitative Finance
- Probability
- Sas
- Delphi 6
- Trading Systems
- Cantonese
- Statistical Modeling
- Statistics
- Time Series Analysis
- Swaps
- Monte Carlo Simulation
- Interest Rate Derivatives
- Portfolio Management
- C++
- Spss
- Research
- C
- Fixed Income
- Microsoft Office
- Hedging
- Fx Options
- Market Risk
- Vba
- R
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