Michael Wentz

Market Risk Manager at BOK Financial

Tulsa, Oklahoma, United States
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Summary

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Senior
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Michael Wentz is a Market Risk Manager with eight years of cross-disciplinary experience bringing quantitative rigor to fixed-income market-making across Agency MBS, Municipals, Corporates, and derivatives. He specializes in intraday risk monitoring, pre-trade controls, P&L attribution (actual and risk-theoretical), and model performance assessment, and has driven risk limit framework enhancements to support trading decisions. Comfortable at the intersection of engineering and finance, he applies scripting and Python skills developed earlier in his career to automate workflows and improve analytics. His background in petroleum engineering and reservoir economics gives him a systems-oriented mindset and an uncommon ability to translate complex technical models into clear, auditable risk insights. Based in Tulsa, he pairs an MBA with hands-on market risk leadership to deliver pragmatic, data-driven risk solutions.
code8 years of coding experience
job6 years of employment as a software developer
bookBachelor of Science (B.S.), Petroleum Engineering, Geoscience Option, Bachelor of Science (B.S.), Petroleum Engineering, Geoscience Option at University of Tulsa
bookMaster of Business Administration - MBA, Master of Business Administration - MBA at The University of Tulsa
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Stackoverflow

Stats
87reputation
7kreached
1answer
5questions
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Github Skills (36)

pylint10
python-extension10
intellisense10
python9
vscode-extension9
linter9
vscode9
freeze9
cx-freeze8
visual-studio8
static-typing8
financial8
python-scripts8
typechecker7
finance7

Programming languages (2)

TypeScriptPython

Github contributions (5)

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mwentzWW/petrolpy

Apr 2018 - Nov 2020

Contributions:131 commits, 119 pushes, 1 branch in 2 years 7 months
mwentzWW/PetroAlchemy

Jun 2020 - Dec 2021

Open source petroleum forecasting and financial tool.
Contributions:3 releases, 123 commits, 2 PRs in 1 year 6 months
financialforecastingpythonpetroleummachine-learning
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Michael Wentz - Market Risk Manager at BOK Financial