Stephanie Shuping Wang

Vice President, Model Validation Lead @Morgan Stanley

New York, NY, US

Margin Models, Market Risk Models / Broker Dealer Models Validation Lead- Standard Initial Margin Model for Non-Cleared Derivatives (ISDA SIMM)- The Firm\'s in-house Bilateral Margin Model for Institutional Equity Division and Initial Margin Model for Fixed Income Division- Prime Brokerage Margin Policies for Hedge Fund Clients- Haircut for Structured Financing Reverse Repo Portfolios- Market Risk Models cross-asset classes- Market Risk Models of EQ, IR, FX, Credit, Commodities and SPG- ICAAP and stress testing Pillar 2A models- US Swap Dealers Model Risk Management (model risk metrics design, monitoring and framework)