Zhenlan Wang
ED at JPMorgan Chase & Co.
- Role
- Lead Ai Researcher at JPMorganChase
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Zhenlan Wang
Deep expertise in LLM post-training, including prompt engineering, supervised fine-tuning, RLHF, and reasoning. Experienced in optimizing model inference through techniques such as quantization, distillation, paged attention, FlashAttention, and speculative decoding2. Tech Lead for credit card decision science models for a portfolio of over 70 million customers and $200 billion in outstanding balancesFor more information, please see my github repo https://github.com/zhenlan0426
Experience
Lead Ai Researcher
Jan 2022 — Present · NJ, US
Led the development of the first generation of ML models for credit card underwriting (over 200B sized portfolio), incorporating various ML interpretability techniques (e.g, LIME, SHAP) to enhance model transparency Pioneered the use of Shapley Values to explain credit card application declines, improving customer understanding of model-driven decisions Identified a key limitation of interventional SHAP, out-of-distribution feature combinations affecting SHAP calculations, leading to inaccurate attributions. Researched and developed improved alternatives, GroupSHAP, to mitigate this limitation and enhance reliability of model explanations
Education
Georgia State University - J. Mack Robinson College of Business
Master, Risk Management
2010 — 2012
University of International Business and Economics
Risk Management and Insurance
2006 — 2010
Skills
- Monte Carlo Simulation
- Sas Programming
- Financial Modeling
- Python
- Stochastic Calculus
- Risk Management
- Machine Learning
- Quantitative Risk Analysis
- Market Risk
- Bayesian Statistics
- Vba
- Sql
- Microsoft Excel
- Sas
- Statistical Modeling
- Time Series Analysis
- Matlab
- Deep Learning
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