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Xiaobo Liu
Managing Director, Corporate Model Risk Management at Wells Fargo


Xiaobo Liu is currently a Managing Director in Wells Fargo Corporate Model Risk Management and heads Markets Model Validation with responsibilities for derivative pricing, market risk and counterparty credit risk models. He was previously head of Model Risk Management in Americas for Deutsche Bank and co-head of Model Validation at Citigroup. He has a PhD in Mathematics and is a CFA charter holder. His other working experiences include supporting Commodity Business at Morgan Stanley, FX Business at JP Morgan, and being an Assistant Professor at Clarkson University.

Agenda Sessions

  • Risk Models: Post-COVID Changes in Design and Functionality