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Vincent Hongqing Wang

Role
Model Validation Quant at Wells Fargo
Location
Charlotte, NC, US
LinkedIn followers
500 followers
ScienceView LinkedIn profile

Experience

  1. Model Validation Quant

    Wells Fargo

    Sep 2018 — Present

    Validating market risk models including VaR, Stress, FRTB, IRC, DSR, IDR, etc. with a focus on spread products including structured products (RMBS, CMBS, ABS) and credit products (corporate, muni, and agency bonds, CDS/CDX, RPS). Developing benchmark models. Improving model risk management to meet regulatory requirements.

Skills

  • Grid Computing
  • Optimization
  • C#
  • C
  • .net
  • Numerical Analysis
  • Data Analysis
  • Sql
  • Computational Geometry
  • Multithreading
  • Product Development
  • C++
  • Java
  • Simulations
  • Matlab
  • Management
  • Derivatives
  • Algorithms
  • Software Development

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Vincent Hongqing Wang — Model Validation Quant at Wells Fargo in Charlotte, NC, US | Unifers