Huanhuan Wang, based in New York, New York, United States, is currently a VP, Model Risk and Development at J.P. Morgan, bringing experience from previous roles at Capital One and SMBC Capital Markets. Huanhuan Wang holds a 2006 - 2011 PhD in Applied Mathematics @ University of Southern California. With a robust skill set that includes Stochastic Calculus, C++, Monte Carlo Simulation, Interest Rate Derivatives, Quantitative Research and more, Huanhuan Wang contributes valuable insights to the industry. Huanhuan Wang has 2 emails on RocketReach.