Yong H Koo
Head of Rates and Mortgage Valuation Hedging Modeling Team @Wells Fargo
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WORK HISTORY
Head of Rates and Mortgage Valuation Hedging Modeling Team @Wells Fargo
New York, NY, US
Managing a team responsible for IR and hedging models for supporting Wells Fargo mortgage businesses.
EDUCATION
Seoul National University
BS/MS, Mathematics
Caltech
PhD Course work, Applied Mathematics
University of Minnesota
PhD, Mathematics
ABOUT YONG H KOO
20 years of experience in financial industry including capital market and risk management operations, model development and validation of complex models used for asset pricing, risk analytics-Expertise in various quantitative financial modeling and validation techniques including potential effects of model assumptions and limitations-In-depth experience in banking regulatory review and internal audit review of model risk-Excellent leadership with ability to positively influence others, and excellent verbal and written communication skills-Hands-on model development experience with programming languages: C/C++, VBA, Matlab, R, SAS
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