Hong Wang
Director @Wells Fargo
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WORK HISTORY
Director @Wells Fargo
Charlotte, NC, US
Head of Analytics Infrastructure and Engineering (AIE) team inside Market and Counterparty Credit Risk Analytics group. Build and manage infrastructures and platforms for risk modeling and analysis, both for market risk analytics (MRA) and Counterparty Credit Risk Analytics (CCRA).
EDUCATION
Northwestern University
Ph.D Candidate, Electrical Engineering
Lanzhou University
PhD, Physics
University of Science and Technology of China
Master's degree, Physics
ABOUT HONG WANG
An efficient risk quant manager with strong executive skills and more than 18 years experience in capital market risk analytics, including Counterparty Credit Risk (CCR), Market Risk (MR) Analytics, and Quantitative Analytic System Architecture. Risk Market Factor simulation models, OTC derivatives pricing models, SFT P&L models, VaR/ESF methods, Basel II and Regulatory Capital methods, Margin Algorithm, CCR exposure aggregation across methods (IMM, CEM, VaR, SCM, SA-CCR) and systems/sources. Risk Models and exposure methods backtesting, model performance benchmark and monitoring, Stress Testing Strong science and engineering background, PhD in physics and Master in computer science Managed teams across multiple locations
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