Max Wong

Max Wong is an accomplished author-researcher in risk management and quantitative modeling, currently serving as the Executive Director and Head of Risk Model Validation at SGX since 2014. They began their career as a derivatives consultant at Credit Suisse First Boston in 1996 and have held various prominent positions, including Head of VaR Model Testing at Royal Bank of Scotland and Quantitative Risk Manager at Standard Chartered Bank. With two published books and a range of scholarly articles, Max actively explores innovative risk modeling, speaks at conferences, and researches climate risk models. They hold a B.Sc. in Physics from Universiti Malaya and an M.Sc. in Financial Engineering from the National University of Singapore, and they also serve as an adjunct lecturer at both Singapore Management University and National University of Singapore.