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May 2022

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


Xiaobo Liu currently is a managing director of Corporate Model Risk Management at Wells Fargo and head of Markets Model Validation Team with responsibilities for the validation and approval of models by CIB Markets business activities (derivative pricing, counterparty credit risk, market risk, Etrading). 

Prior to joining Wells Fargo, he was a managing director and head of Model Risk Management for Americas, Deutsche Bank A.G. with responsibilities for the regional model risk management policies, procedures, and validation. Previously, he was co-head of Model Validation for the Institutional Clients Group at Citi.

He has a P.h.D in Mathematics and is a CFA charter holder. His other working experiences include supporting Commodity Business at Morgan Stanley, FX Business at JP Morgan, working as a software engineer in a CAD firm, and being an assistant professor of mathematics at Clarkson University.

Agenda Sessions

  • Re-thinking model risk management in a new era of risk