Shelly Shen is a Senior Risk Quantitative Analyst based in Atlanta with eight years of experience building credit risk models, loss forecasting frameworks, and running regulatory stress tests including CCAR/DFAST and CECL. She combines a PhD in Applied Economics with an MS in Financial Engineering to bridge rigorous academic research and practical model implementation for banking risk and economic capital. At Regions Bank she leads quantitative development using credit correlation techniques and machine learning to enhance model performance and interpretability. Her background includes academic research and policy-oriented analysis from Auburn University and the Milken Institute, giving her a strong foundation in empirical methods and macro-financial context. Shelly’s GitHub-linked portfolio suggests she documents her work publicly, indicating a commitment to transparency and reproducible model development. She’s known for turning complex regulatory and statistical requirements into auditable, production-ready solutions.
8 years of coding experience
4 years of employment as a software developer
Master of Science (M.S.), Financial Engineering, Master of Science (M.S.), Financial Engineering at Claremont Graduate University - Peter F. Drucker and Masatoshi Ito Graduate School of Management
Doctor of Philosophy (Ph.D.), Applied Economics, Doctor of Philosophy (Ph.D.), Applied Economics at Auburn University
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