Feng Zhang, Ph.D.

Feng currently serves as the co-leader of Quantitative Advisory Services at EY US with about 20 years of extensive experience in the financial services industry. His expertise spans banking and capital markets, asset management, and insurance firms, with a focus on development and implementation of risk management frameworks.

In his role, he leads a team of hundreds of professionals and provide clients services in a variety of areas, including derivative pricing across multiple asset classes and various valuation adjustments (XVAs). His proficiency extends to market / counterparty credit / credit risk (MR / CCR / CR), along with a deep understanding of related regulatory capital requirements, such as Basel II / II.5 / III, and the Fundamental Review of the Trading Book (FRTB). Additionally, his team also support in Comprehensive Capital Analysis and Review (CCAR) / stress testing, and asset-liability management (ALM).

Beyond these competencies, he also specialized in compliance risk such as Anti-Money Laundering (AML) and sanction screening, fraud risk, and cyber risk, including the application of artificial intelligence (AI) and generative AI (GenAI) technologies.

Feng holds a Ph.D. in Mathematics from the University of Illinois at Urbana-Champaign, where he focused on stochastic processes, a B.S. from Nankai University.