Wilson C. Kung

About Wilson C. Kung

Wilson brings more than two decades of diverse quantitative finance experience in building practical, profitable solutions to complex business problems through machine learning, AI and other quantitative techniques. Currently, he serves as Head of Data Science for Capital One’s Commercial Bank where he has built out the Data Science Center of Excellence to enable innovation and accelerate scalable ML / AI / Advanced Analytics solutions across the enterprise. The DS COE provides an environment that includes open source and commercial software, a modern tech stack, agile methodologies as well as internal and external data to support and empower teammates to ideate and execute from POC to fully deployed solutions. Formerly, Wilson was Head of Data Science for a hedge fund-backed Fintech startup focusing on identifying credit-worthy consumers within an underbanked population by combining non-traditional data and machine learning. His efforts enabled a partnership with a Top 10 bank underwriting a total of several billion dollars of consumer loans per year.Wilson also held a number of senior roles in companies ranging from hedge funds, investment management firms and financial consultants focused on complex credit derivative and business cashflow modeling. He believes that great outcomes from data science efforts are achieved as a team. He builds teams that leverage the collective thought and effort of a diverse sets of backgrounds and experience. To that end, he strives to create psychologically safe environments and hires talent excited to be part of such a culture. He has turned disparate, siloed data scientists into highly effective, collaborative teams.An expert in applied AI and DS, Wilson holds an MS in Financial Mathematics from NYU’s Courant Institute of Mathematical Sciences as well as a BA in Economics from the University of Pennsylvania. He is also a CFA Charterholder. Wilson spends his free time with his wife and two kids, international travel, reading, Jiu Jitsu and Rock Climbing.Specialties:Applied AI and Machine LearningStrategic Innovation and Change ManagementTeam Building, Recruiting, Organization & MentoringFinancial Cashflow ModelingAlternative Data (eg. Consumer and B2B Transactions, Real Estate)Credit Risk, Forecasting, Early Warning Systems, Macroeconomic Risk Monitoring, Attrition Risk, PriceOptimization, Credit Derivatives, Risk Management, Quantitative Fixed Income Analysis

Experience

1. Head of Data Science, Commercial Bank

   Capital One

   Jun 2019 — Present · New York, NY, US

   Responsible for team vision / strategy, execution, and recruiting.Responsible for executive communication and evangelizing data science and machine learning to Commercial Bank leadership.Lead a team of data scientists with the goal of delivering innovative data science and machine learning solutions for the commercial banking lines of business including commercial credit risk / underwriting, prospecting, underwriting, treasury management and B2B payments/business cards.Engage cross functionally with business and tech leaders to understand and improve business operations from prospecting, risk scoring, risk monitoring/management, forecasting, attrition risk, price sensitivity, and early warning using internal and external data assets including consumer and business transaction data.

Education

• University of Pennsylvania

  Bachelor of Arts - BA, Economics

• New York University

  Master's degree, Mathematics in Finance

  2014

Skills

• Hedge Funds
• Machine Learning
• Structured Products
• Asset Management
• Scientific Computing
• Cdo
• Quantitative Finance
• Mbs
• Equity Derivatives
• D3.js
• Matlab
• Investments
• Nltk
• Alternative Investments
• Natural Language Processing
• Large-Scale Data Analysis
• Python
• Derivatives
• Predictive Analytics
• Data Science
• Data Analysis
• Financial Markets
• Equities
• Trading
• Capital Markets
• Data Modeling
• Artificial Intelligence
• Rates
• Bonds
• Data Mining
• Numpy
• Fixed Income
• Finance
• Trading Strategies
• Pattern Recognition
• Financial Modeling
• Quantitative Analytics
• Git
• Big Data
• Hedging