Peng Wang Email & Phone Number

New York, NY, US

• End-to-end model development to support business, including data preparation, model estimation, model implementation, model performance testing, and production deployment
• Financial engineering: design and implement software applications addressing the needs of various clients across the firm
• Big data analytics (consumer/commercial client data, market data, and financial data), with goals to drive business decision
• Business domain: wholesale credit risk, mortgage credit risk, stress testing (CCAR/CECL/IFRS9), capital management, liquidity risk

New York, New York, US

• Validation (including model framework design assessment, data processing, model estimation, model performance testing) on various statistical models: portfolio loss forecasting model with component models that predict.
• Developed a streamlined tool to pull data from model inventory database and generate automated report

Los Angeles, CA, US

1) Solved a fundamental, long-standing question in planetary science and published a well-received paper (editor’s highlight).2) Processed multi-dimensional data sets (~1TB) from observation and numerical simulation in Python/MATLAB, read and wrote specific chunk of data from binary files, analyzed the data with statistical method such as time series.

Los Angeles, CA, US

1) Established the first mathematical and physical description for a generic type of small-scale instability in shear fluids. 2) Developed a linear instability analysis model in MATLAB/Python to solve large-size, sparse matrix eigenvalue problems. This model is applicable to a variety of linearized PDE systems and therefore has been frequently used by.

Los Angeles, CA, US

TA for undergraduate class AOS 1, led three 1-hour lecture discussions per week, 6 lab experiments/quarter besides grading.

北京, Beijing, CN

Analyzed global, multi-dimensional atmospheric winds, pressure and temperature data (60 years, ~1T) with statistical methods to reveal the teleconnection between the northern-hemisphere winter storm tracks and the Arctic Oscillation.

Doctor Of Philosophy (Ph.D.), Applied Mathematics/Atmospheric And Oceanic Sciences

Bachelor'S Degree, Physics