Jonathan Wang
VP, Quantitative Model Development Officer at Truist
Based in Charlotte, United States
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Seniority
Vp
Department
Finance & Accounting
Location
Charlotte
Industry
Financial Services
Company size
28K
Contact information
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j•••••••@truist.com
Phone
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Background
About Jonathan Wang
Extensive knowledge and experience in building complex models/systems from data analysis, model design & implementation, performance measurement/testing to documentation, validation and ongoing monitoring; extensive knowledge and experience in statistical modeling, time-series modeling, machine learning, optimization, numerical analysis, Monte Carlo simulation, risk management; in-depth knowledge of asset/derivative pricing, Greeks, duration/convexity, and stochastic differential equations; extensive experience in Python, SAS/R, Matlab, SQL, C/C++
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