• Deep learning ( Image Painting demo, More here )
  
• Fluid Mechanics
• Biofluids (tissue mechanics, morphogenesis)
  
• Computational Methods, fast linear algebra (boundary integral method, pseudo-spectral, low-rank approximation etc)
• Interactive AI
  

Model Validation, Scotia Bank
Toronto, ON
Phone: # 416-400-8802
Email: qiming.wang@scotiabank.com or qw6@njit.edu

• Deep Learning & Reinforcement Learning Summer School, @Vector Institute, @UofT, Toronto, ON, Canada, 2018
• PhD in Applied Mathematics, NJIT, USA 2010 
• BS in Mathematics, Nanjing University, China 2005 

• Senior Manager, 2021-present, Model Validation & Approval, Scotia Bank (Toronto)
• Leading various projects and coordinating between counterparties and different teams, including Group Treasury Balance Sheet Management team, Market Risk Management team and other validation and audit teams.
• Maintaining and enhancing functionalities for in-house built Bancware ALM6 benchmark models (C++) to calculate bank's Structure Interest Rate Risk (SIRR) measurements (Gap/EVE/NII), to comply with OSFI B12.
• Prototyping a Python code to handle all parameter related downstream impact calculations associated with ALM6 engine.
• Built Python solver to replicate an excel-based Bond Pricing model and to conduct stress testing with flexibility.
• Extended SAS based ARIMA analysis to both Python and R code for time series related modeling projects.
• Validated Mortgage prepayment CPR models for International Banking (IB) countries, internal capital models (IC) from different perspectives (business risk, concentration, retail/non-retail sectors etc), fraud model using XGBoosting method and so on.
• Senior Manager, 2018-2021, Internal Rating Management, Scotia Bank (Toronto)
• Developing and enhancing the methodology of risk quantification (PD/LGD/UGD)
  
• Manager, 2016-2018, Internal Rating Management, Scotia Bank (Toronto)
• Risk parameters estimate for non-retail portfolio
• Probabilistic model on estimating probability of default (PD)
  
• Data analyst, 2015-2016, TMX group for transaction data analysis (Toronto)
  

• Researcher:
• Researcher 2013-2016 Fields Institute/York University, Toronto, Canada
  
• Postdoc fellow 2011- 2013 UBC, Canada
  
• Research Associate 2010 - 2011 NJIT, USA
• Teaching
  
• Ordinary differential equations, 2011 NJIT
• Calculus, Advanced linear algebra 2012-2013 UBC
• Calculus, Symbolic computation lab I, Mathematical Modelling M4090, M6931 (graduate), York University