Summary
Jian Wang is a quantitative analyst and seasoned full-stack developer with 13 years of experience building production-grade risk systems for capital markets, currently working on algorithmic trading risk control and model risk management at Saxo Bank. He combines strong software skills in Java, C++, Haskell, TypeScript and Python with a PhD in Formal Methods and Mathematical Logic, bringing rigorous, provable thinking to financial software design. Past roles include developing credit Monte Carlo and CVA solutions at Nordea Markets and research on metric temporal logic at ETH Zurich, reflecting a blend of research depth and industry delivery. Based in Copenhagen, he is comfortable across the stack—from low-latency trading controls to cloud-native risk services—and often applies formal techniques to improve auditability and correctness in complex risk calculations.
13 years of coding experience
2 years of employment as a software developer
Doctor of Philosophy (Ph.D.), Computer Science, Doctor of Philosophy (Ph.D.), Computer Science at IT-Universitetet i København
Master of Science (M.Sc.), Computer Science, Master of Science (M.Sc.), Computer Science at Rheinisch-Westfälische Technische Hochschule Aachen / RWTH Aachen
Bachelor of Science (B.Sc.), Computer Science, Bachelor of Science (B.Sc.), Computer Science at Shanghai Jiao Tong University
English, Chinese, German, Japanese, Danish, Swedish