Min Wu

Dr. Min Wu is an Associate Director at a global consulting firm, specializing in model risk, development, and validation. He has extensive experience supporting clients across market risk, credit risk, and AI/GenAI/LLM domains. Dr. Wu has led impactful projects for major banks and insurers, covering model development, validation, and internal audit. His expertise in AI and machine learning includes validating advanced models, implementing governance frameworks, and assessing risks related to Generative AI. He is also a named inventor on a pending patent applying AI/ML to credit, enterprise risk, and fraud detection.

Dr. Wu holds a Ph.D. in mathematics from the University of Washington and a master’s degree from Tsinghua University. He is a CFA charterholder and a member of CFA Society New York.

Articles by Min Wu

Original research

Hierarchical allocation method for capital: a general method

The authors present a new technique to allocate a bank's risk capital across portfolios and transactions that can be applied to most risk capital types.

17 Sep 2025

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