Brookline, Massachusetts, United States
Daniel Wang is a Financial Services Management Consultant specialized in statistical modeling, stress testing, development of analytics tools, and product management.
Responsibilities spanning Management Consulting, Tool development, and Product Management: 𝗠𝗮𝗻𝗮𝗴𝗲𝗺𝗲𝗻𝘁 𝗖𝗼𝗻𝘀𝘂𝗹𝘁𝗶𝗻𝗴: Financial Services consulting focusing on analytics applications including: • Development and testing of GenAI applications • Stress testing model development and validation (e.g. PPNR, Credit Risk, Operational Risk, Liquidity) • Credit risk modeling with alternative data (e.g. news articles) • Deposit and pricing analysis • Customer segmentation Has experience with a wide range of quantitative techniques, such as Simulation, Cross-sectional Regression, Time-series Regressions, Panel Regression, Binary / Multinomial / Ordinal Classification, Survival / Hazard modeling, Natural Language Processing and Sentiment Analysis, Survey Analytics, Clustering Analysis. 𝗧𝗼𝗼𝗹 𝗱𝗲𝘃𝗲𝗹𝗼𝗽𝗺𝗲𝗻𝘁: Development of quantitative tools to support Oliver Wyman's consulting work and our clients, to achieve high degree of automation and efficiency. Capabilities include: • Econometric Regression Modeling (Time-series, Cross-section, and Panel regression) • Clustering and Segmentation analysis • Data Diagnostics, Cleaning, and Pipelining as well as a range of utilities for specific analytical or consulting applications. These tools and utilities were developed in either R, Python (incl. pyspark), SAS, or Matlab. Since mid-2023, have developed tools that rely on LLMs for automating qualitative tool outputs (e.g. reports and documents). 𝗣𝗿𝗼𝗱𝘂𝗰𝘁 𝗠𝗮𝗻𝗮𝗴𝗲𝗺𝗲𝗻𝘁: • Manages the end-to-end lifecycle of quantitative assets described above • Supports asset and product development across Oliver Wyman 𝗣𝗼𝘀𝗶𝘁𝗶𝗼𝗻𝘀 𝗵𝗲𝗹𝗱 𝗮𝘁 𝗢𝗪: Specialist / Director of FS Assets and SQUAD: Jan 2023 - Now Specialist -- Head of F&R SQUAD (Strategic and QUantitative Asset Development): Jan 2018 - Dec 2022 Engagement Manager: Jan 2016 - Dec 2017 Associate: Jan 2015 - Dec 2015 Senior consultant: Jan 2014 - Dec 2014 Consultant: Jul 2012- Dec 2013
Supported Operational Risk AMA modeling for Basel II (LDA approach) and related capital allocation.