Summary
Pan Han is a quantitative analytics specialist with 11 years of experience blending PhD-level computational research and production-grade risk engineering. Currently at Wells Fargo after leading counterparty credit risk model development and validation at Citi, he builds Monte Carlo simulation frameworks, integrates derivatives pricing libraries, and automates exposure reporting using Python and Bash. His background at Bank of China includes database development, ML-driven transaction monitoring, and practical deployment work, giving him end-to-end product experience from data ingestion to model monitoring. Earlier academic work in computational fluid dynamics and bio-inspired robotics produced multiple publications and a research award, and he brings that algorithmic creativity to financial model design. Based in Tampa, he balances deep scientific rigor with hands-on implementation, often uncovering subtle pricing issues and expanding model coverage in ways that materially reduce operational risk. Off the desk he’s known for a playful Github tagline — 一言不合就飙车 — hinting at a fast-moving, results-oriented approach.
11 years of coding experience
7 years of employment as a software developer
Master of Science Mathematics, Master of Science Mathematics at Beihang University
Doctor of Philosophy - PhD Mechanical and Aerospace Engineering, Doctor of Philosophy - PhD Mechanical and Aerospace Engineering at University of Virginia
English, Chinese