Dr. Dabin Wang has over 10 years’ experience as a Market Risk Manager and Quantitative Model Developer in the financial services industry. Her major expertise is in Capital Models and Risk Management across asset class, primarily in Commodities, FX and Credit. She also has extensive experience in pricing, trading and risk managing a broad spectrum of derivative instruments from Vanilla to Exotics. She joined J.P. Morgan in 2013 and currently heads the Commodities and FX Market Risk Quantitative Research team. Before that, she worked in Global Commodities Market Risk team at Morgan Stanley, where she was responsible for Global Oil risk management and Commodities’ Comprehensive Capital Analysis and Review (CCAR) exercise. Prior to joining Morgan Stanley, she worked in the Corporate Risk team at Goldman Sachs. At Goldman Sachs, Wang has been involved in various regulatory and Basel related projects, such as Regulatory VaR, Stressed VaR, Liquidity VaR, Incremental Risk Charge (IRC) and Comprehensive Risk Measure (CRM) for firm’s capital model and capital attribution. She led the sub-team for capital model validation and VaR backtesting across different line of businesses. Between 2007-2009, she managed the transition from Commodities to Credit area at the time of Credit Crisis. At Merrill Lynch, she was a quantitative analysis in the Portfolio Analytics team and Commodities Risk team, involved in Commodities, Credit and Equity specific risk projects. Wang holds a M.S and Ph.D. in Applied Economics from Cornell University.