Sheila Chen

Sheila (Xuehua) Chen, Ph.D., FRM, is a Senior Manager in Risk&Reg Data Analytics and Technology at PwC, where they focus on finance transformation and quantitative model development. Previously, they served as a Quantitative Model Validator at Morgan Stanley and as a Boas Assistant Professor at Northwestern University, where they designed and led mathematics courses. With extensive experience in data science and financial products, Sheila demonstrates expertise in statistical analysis and modeling, utilizing programming languages such as R, Python, and Matlab. They completed their Ph.D. in Mathematics at The Johns Hopkins University, where they also earned a Master's degree with a perfect GPA.