Jie Wang
About Jie Wang
Jie Wang is a Team Lead in Enterprise Risk Management at Murex, specializing in xVA solutions and market risk assessments. He holds a Bachelor's degree in Industrial & Systems Engineering from the National University of Singapore and a Master's degree in Computation for Design and Optimization from the Massachusetts Institute of Technology.
Work at Murex
Jie Wang has been working at Murex since 2016, holding the position of Team Lead in Enterprise Risk Management. In this role, he oversees the implementation of risk management solutions, focusing on compliance with industry regulations. His experience at Murex spans over eight years, during which he has contributed to the development and enhancement of market risk solutions.
Education and Expertise
Jie Wang holds a Bachelor’s degree in Industrial & Systems Engineering from the National University of Singapore, where he studied from 2004 to 2008. He furthered his education at the Massachusetts Institute of Technology, earning a Master’s degree in Computation for Design and Optimization from 2008 to 2009. His academic background supports his expertise in implementing xVA solutions and compliance with IFRS 13 and SA-CVA Capital Charge regulations.
Background
Before joining Murex, Jie Wang worked at PelletSales.com as a Master Project from 2008 to 2009. This early experience contributed to his foundational knowledge in project management and risk assessment, which he has built upon in his subsequent roles in enterprise risk management.
Specializations in Risk Management
Jie Wang specializes in various aspects of risk management, particularly in market risk solutions. He has expertise in Value at Risk (VaR) and FRTB-SA methodologies. Additionally, he is proficient in counterparty credit risk assessment, utilizing standard methods like the Current Exposure Method (CEM) and Standardized Approach for Counterparty Credit Risk (SACCR), as well as advanced techniques such as Monte Carlo Simulation for Potential Future Exposure (PFE) computation.