Hao Wang

About Hao Wang

Career Goals: Financial expert with deep understanding of commercial underwriting, pricing, servicing, and portfolio managementInterests:Commercial C&I and CRE lending, collateral analysis, borrower risk assessment, loan pricing, covenants, and portfolio appetite & management Specialties:Asset Pricing: Fixed Income, mortgage, PD, LGD, prepay; simulation;Econometrics modeling: OLS, GLS, GMM, SUR, time series data (AR, GARCH); Logistic, Probit, Forecasting;Programming: SAS (Macro, IML, SQL) and Excel VBA, experience with Matlab, and R;Data: Bloomberg, Reuters, CRSP, Capital IQ Compustat, TAQ, Short, I/B/E/S, First Call, SDC;

Experience

1. Director of Consumer Model Development

   First Citizens Bank

   Jul 2025 — Present

   Director of Consumer Model Development, Model Owner

Education

• Zhejiang University

  Bachelor, Electrical Engineering

  1995 — 1999

• University of Mississippi

  PhD, Finance

  2007 — 2011

• Peking University

  MBA, Finance

  2003 — 2006

Skills

• Valuation
• Forecasting
• Management
• Portfolio Management
• Analytical Skills
• Strategy
• Quantitative Finance
• Market Risk
• Vba
• Credit
• Sas
• Financial Modeling
• Quantitative Analytics
• Derivatives
• Financial Analysis
• Monte Carlo Simulation
• Sas Programming
• Financial Risk
• Econometrics
• Banking
• Corporate Finance
• Risk Management
• Economics
• Data Mining
• Analysis
• Credit Analysis
• Matlab
• Statistics
• Investments
• Stata
• Bloomberg
• Project Management
• Statistical Modeling
• Time Series Analysis
• Research
• Hedging
• Credit Risk
• Business Analysis
• Predictive Modeling
• Fixed Income