Weiling Shen

Weiling Shen, FRM, has extensive experience in asset and liability management and risk analysis. Beginning a career as a Risk Analyst at Southern Company, Weiling progressed to the role of Quantitative Asset/Liability Analyst at Regions Financial Corporation, where tasks included QRM framework implementation and Economic Value of Equity analysis. As a Forecast Manager at State Street from May 2015 to April 2024, Weiling specialized in asset liability management before advancing to the position of VP, Treasury Risk Modeling and Analytics at State Street in April 2024. Weiling holds a BS in Mathematics from Donghua University and an MS in Quantitative and Computational Finance from the Georgia Institute of Technology.