Lead Quantitative Analytics Specialist
& Computational Physicist
Hello, I'm Yaqi. My work at Wells Fargo spans quantitative modeling, risk analytics, and AI solutions, bringing a computational physicist’s curiosity to finance.
Exploring the fascinating intersection of quantum many-body systems, computational methods, and data-driven insights in financial markets.
I’m a physicist by training and a quant by profession. At Wells Fargo, I develop models and analytical tools to understand financial risk and support business decisions. My experience spans derivatives pricing, portfolio and P&L analysis, risk model diagnostics, and the software that makes these analyses useful to trading and risk teams.
In the Model and AI Solutions (MAIS) team, I also lead agentic AI projects and help business units put AI into practice. That includes identifying use cases, guiding development through deployment and monitoring, and helping colleagues build the skills to use these tools.
My PhD at UNC–Chapel Hill explored quantum many-body systems. That work still shapes how I think: start with a good question, make the computation tractable, and turn the results into something useful. I bring that approach to financial modeling, statistical analysis, and AI.
From understanding quantum matter to making sense of market risk.
Lead Quantitative Analytics Specialist, VP · Charlotte, NC
From derivatives pricing and Python risk analytics to agentic AI, I build tools that help teams understand models and make decisions. I lead working groups across analytics and AI projects in a regulated financial environment.
Industry CV (PDF)Computational Physics · UNC–Chapel Hill
Quantum many-body systems, automated algebra, and the thermodynamics of strongly correlated matter.
Publications & presentationsAcademic CV (PDF)yaqi.hou at yahoo.com