Alex Wang, Ph.D., is a seasoned professional in quantitative analytics and model risk management, currently serving as Senior Quantitative Analytics Manager at KeyBank since October 2023. Prior experience includes roles at JPMorgan Chase & Co. overseeing quantitative model validation for First Republic Bank's legacy models, and as Director of Model Risk Management at First Republic Bank, where leadership was provided to model risk analysts on various validation projects. Notable earlier positions include Vice President at Wells Fargo, developing CECL/CCAR/Basel models, and Senior Data Scientist at Visa Inc., where machine learning techniques were employed to predict fraud risk. Alex Wang's academic background features a Ph.D. in Economics, alongside master's degrees in Statistics and Economics from the University of Missouri-Columbia, and a Bachelor's Degree in Economics from Fudan University.
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