Yanwen Shang

Yanwen Shang

Director @Citi

New York, NY, US
EMAILS
y••••••••@citi.com
MOBILE NUMBERS
+19•••••••74

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WORK HISTORY

Mar 2026 — Present

Director @Citi

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US

Cross-Product Markets IBR

EDUCATION

1994 — 1998

Fudan University

Bachelor of Science (BS), Physics

2003 — 2006

New York University

Doctor of Philosophy (Ph.D.), Theoretical Physics

1998 — 2003

New York University

Statistical Physics

SKILLS

MathematicaTheoretical PhysicsQuantative AnalysisAnalyticsNumerical SimulationC++Numerical AnalysisParallel ProgrammingApplied MathematicsScientific ComputingMathematical ModelingProgrammingPhysicsMonte Carlo SimulationLatex

ABOUT YANWEN SHANG

Experienced manager and risk analyst with a demonstrated history of working in the financial services industry. Years of experience in leading the teams for stress loss modeling covering counterparty credit risk, market risk, and economic risk capital. Skilled in Mathematical Modeling, Applied Mathematics, Physics, Numerical Simulation, Statistical Analysis, C++, Python Programming, and Parallel Computing. Doctor of Philosophy (Ph.D.) in Theoretical Physics.

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