Wenjuan Yang is an experienced finance professional with a strong background in quantitative research and risk management. Holding a BSc in Quantitative Finance from The Chinese University of Hong Kong, an MSc in Financial Engineering from Columbia Engineering, and an MBA from Columbia Business School, Wenjuan has held various roles at prominent firms including EY, BNP Paribas, and PwC. Expertise includes quantitative model development, valuation, and risk control associated with financial derivatives, particularly in the context of climate risk and FRTB compliance. Significant contributions include leading multiple quantitative initiatives for top-tier banks, conducting investment research in the clean energy sector, and maintaining comprehensive index databases. Wenjuan's experience is complemented by early internships that provided foundational skills in quantitative analysis and market risk.
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