Heng Wang Email & Phone Number

As a Quantitative Analytics Specialist at Wells Fargo Bank, I worked as a team leader in developing Basel PD/EAD/LGD models for total of $60 Billion Auto and Small Business Lending (SBL) portfolios, and managed Basel model development activities including reference dataset creation, model estimation, validation, documentation, implementation and monitoring. Communicated effectively with corporate model validation team to achieve full approval status for all submitted models. Successfully resolved known SBL data issues, implemented a rigor data reconciliation process, and significantly improved the corporate oversight group’s confidence and buy-in in the SBL data. As a result of the effort, I established a strong and trusting working relationship with various business partners. In my previous role at Wells Fargo, I served as a primary modeler in the development of PD and LGD models for Dealer Service Indirect and Direct portfolios. Conducted quarterly model submission and model performance monitoring review. Designed and generated a series of monitoring reports to ensure models were appropriately used and monitored. Highlights of my experience and skills include:• Demonstrated credit risk model development and statistical analysis experience. • Thorough knowledge of credit risk model validation and monitoring process.• Solid computer and programming skills.• Strong working knowledge of retail assets, such as Auto loan and lease, Small Business Lending card,

• 

  University Of Central Florida

  Operations Research