Simon Wang is a senior quantitative research analyst within our Supervision, Regulation and Credit department. He focuses on derivative pricing, volatility modeling, Monte Carlo simulation and model risk management. He has extensive industry programming experience in design patterns, refactoring and multi-platform integration.

Before joining the Richmond Fed in 2015, Wang worked for Wells Fargo and The Vanguard Group as a quantitative developer and software engineer.

Wang received his master’s degrees in mathematical finance from the University of North Carolina at Charlotte, as well as a master’s degree in computer science from the University of Toledo.