Xuefei Rebecca Yuan
Head of Counterparty Cross-margining Analytics, Quantitative Analytics Senior Manager @Wells Fargo
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WORK HISTORY
Head of Counterparty Cross-margining Analytics, Quantitative Analytics Senior Manager @Wells Fargo
Charlotte, NC, US
Lead the Counterparty Cross-Margining Analytics (CCMA) function, providing enterprise-wide risk analytics and modeling across OTC (PFE), Prime Brokerage (PEAC/RBM), and FCM (RM) businesses to support counterparty credit risk management, capital efficiency, and regulatory compliance.• Build and develop high-performing teams, driving talent development, collaboration, and a strong risk culture.• Set strategic direction for risk methodology enhancements, including new product coverage, exposure and margin analytics, liquidity add-ons, and stress testing frameworks, improving scalability and analytical consistency.• Represent the function in regulatory examinations and internal audits, delivering clear documentation, rigorous analysis, and effective responses.• Partner with technology (FRAME & CoRS), data (RFDM, 1RDI), model governance, and model validation leaders to strengthen exposure analytics, reporting, and data quality for cleared derivatives risk management, and compliance with RCSA controls.• Expand influence of PFE modeling framework through continued collaboration with business partners and be attentive and responsive to business partners’ current and emerging priorities and requests.• Led the Quantitative Analytics Program (QAP) Committee for Capital Markets, overseeing campus recruiting strategy and training curriculum design in collaboration with modeling leaders across risk, traded products, mortgage, and model validation.• Serve in firmwide leadership and advisory roles, including the MCRA Women’s Advisory Council and ERN Asian Connection (Charlotte Chapter) leadership team, advancing diversity, equity, inclusion, and leadership development initiatives.
EDUCATION
Zhejiang University
BS
Columbia University - Fu Foundation School of Engineering and Applied Science
Ph.D.
SKILLS
ABOUT XUEFEI REBECCA YUAN
Visionary executive leader with extensive experience spearheading cross-functional teams and steering complex organizational initiatives from conception to execution. Seasoned in mentoring talent and cultivating high-performance cultures within global financial institutions, with a proven track record of fostering collaboration and driving team success. Adept at building consensus among stakeholders, navigating change management during periods of organizational transformation, and managing multiple high-priority projects with a strategic, results-driven approach. • Highly skilled in quantitative analysis and scientific disciplines, with deep expertise in stochastic processes, optimization, statistics, applied mathematics, and applied physics. Over a decade of hands-on experience in capital markets, spanning equities, equity finance, credit, interest rates, foreign exchange, and commodities—encompassing product development, quantitative modeling, and both market and counterparty credit risk. More than 20 years of experience in scientific computing, advanced algorithm development, numerical and performance analysis, and complex debugging using C/C++, Python, SQL, R, MPI, and TotalView. Known for exceptional analytical rigor, attention to detail, and commitment to excellence in all facets of quantitative finance and computational science.• Exceptionally proficient in regulatory and compliance frameworks, with extensive expertise in CCAR, Basel requirements, and counterparty risk regulations. Demonstrates deep familiarity with supervisory guidance, including SR 11-7, SR 11-10, and SR 15-18, among others. Brings a proven record of applying rigorous analytical standards to the interpretation and implementation of regulatory policies in complex financial environments, ensuring robust risk controls and operational excellence across capital markets and risk management functions.
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