Xian Wang

Xian Wang is an experienced quantitative analytic professional with a strong background in fraud modeling, loss forecasting, and credit risk management. Currently serving as a Quantitative Analytic Senior Manager at Wells Fargo since May 2015, Xian Wang specializes in fraud modeling, loss forecasts, and regulatory compliance methodologies such as CCAR and CCEL. Prior experience includes roles at Bank of America, where responsibilities ranged from small business lending strategy to fraud detection and prevention, and at First Tennessee Bank, focusing on loss forecasting and consumer credit risk. Xian Wang began the career as a Statistical Modeler at Bank of America and holds a PhD in Statistics from the University of North Carolina at Charlotte.