Summary
Qiming Wang is an Associate Director in Balance Sheet Analytics with eight years of experience applying applied mathematics, statistical modeling and machine learning to banking risk, ALM and model validation. With a PhD in Applied Mathematics and a strong software toolkit (Python, C/C++, MATLAB, SAS, R, SQL, Fortran), he has a track record of translating research-grade numerical methods into production-ready solutions such as Python solvers, C++ ALM benchmarks and replicated bond pricers. At Scotiabank he has led cross-functional validation of capital, market and credit models and prototyped end-to-end tooling to replace Excel and legacy systems. His background spans computational fluid dynamics, probabilistic programming and deep learning, giving him a rare ability to bridge theoretical research and practical finance problems. Colleagues value his fast learning, clear communication and aptitude for coordinating complex projects across treasury, risk and audit teams. Outside banking he continues research-oriented work visible on GitHub, reflecting continual curiosity in deep learning and risk analytics.
7 years of coding experience
12 years of employment as a software developer
Deep Learning, Neural Network, Deep Learning, Neural Network at Vector Institute
PhD, Applied Mathematics, PhD, Applied Mathematics at New Jersey Institute of Technology
B.S, Mathematics, B.S, Mathematics at Nanjing University
English, Chinese