Vincent Hongqing Wang
Model Validation Quant @Wells Fargo
Charlotte, NC, US
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MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Sep 2018 — Present
Model Validation Quant @Wells Fargo
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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 ComputingOptimizationC#C.netNumerical AnalysisData AnalysisSqlComputational GeometryMultithreadingProduct DevelopmentC++JavaSimulationsMatlabManagementDerivativesAlgorithmsSoftware Development
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