Wenjie Wang

WORK HISTORY

EDUCATION

ABOUT WENJIE WANG

I’m a quantitatively-driven risk professional with deep expertise in wholesale credit risk modeling, model validation, and regulatory compliance. Over the past 3 years, I have worked across the model risk lifecycle—focusing on the development and independent review of models used for credit risk assessment, particularly in the context of wholesale portfolios and auto loan loss forecasting.My experience includes hands-on work with PD/LGD/EAD models, IFRS 9/CECL frameworks, stress testing (CCAR/DFAST). I have developed and validated models leveraging statistical, econometric, and machine learning methodologies, with a strong focus on interpretability, governance, and regulatory alignment (SR11-7, Basel These projects enable me to gain a deep understanding of both model performance and business impact.As I evolve in my career, I’m actively seeking opportunities in front office roles, where I can leverage my analytical expertise and market intuition to drive pricing, trading strategies, and risk-adjusted performance. I bring a disciplined modeling mindset, a strong grasp of markets, and the ability to communicate complex technical insights clearly to stakeholders. I enjoy leading or working within a team to challenge each other to deliver the best for stakeholders. Key Skills: Quantitative Modeling | Python, R, C++, SQL, Excel | Derivatives Pricing | Machine Learning | Risk Analytics | Model Validation | Communication Across Business & Tech | VaR Calculation | P&L forecasting | Fundamental Analysis Always open to connecting with like-minded professionals, quants, and hiring managers looking for technically strong, market-savvy, risk-driven front office talent.