Summary
Zhenlan Wang is a Lead AI Researcher in New York with nine years of experience building and governing ML models for enterprise-scale credit portfolios exceeding $200B and 70M customers. He blends deep LLM expertise—prompt engineering, SFT, RLHF, and inference optimizations like quantization, FlashAttention, and speculative decoding—with rigorous model risk governance and interpretability (LIME, SHAP, GroupSHAP). At JPMorgan Chase he pioneered practical explainability fixes after identifying SHAP’s out-of-distribution limits and led deployment-ready underwriting models that improved predictive performance and regulatory transparency. Comfortable moving from low-level inference tricks to high-stakes production modeling and governance, he pairs quantitative rigor (multinomial logit, stacking, mixture-of-experts) with pragmatic engineering to deliver auditable, high-impact AI systems.
9 years of coding experience
3 years of employment as a software developer
risk management and insurance, risk management and insurance at University of International Business and Economics
master risk management, master risk management at Georgia State University - J. Mack Robinson College of Business
Chinese, English