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, Simon worked for Wells Fargo and The Vanguard Group as a quantitative developer and software engineer.

Simon received his master’s degrees in mathematical finance from the University of North Carolina at Charlotte. He also earned a master’s degree in computer science from the University of Toledo.