Shelly H.

Shelly (Xiaomeng) H. is a seasoned quantitative strategist with extensive experience in risk management and model development. Currently at Goldman Sachs since June 2022, Shelly specializes in counterparty risk, stress testing, and CECL. Prior to this role, Shelly co-headed model development and led various initiatives at Capital One from June 2014 to May 2022, focusing on credit risk models across multiple portfolios and innovating for the post-pandemic landscape. Shelly's career began at Oliver Wyman as a consultant in finance and risk, where effective client relationship management and strategic guidance were prioritized. Shelly holds dual degrees in Finance and Statistics (BS) and Mathematics (BA) from The Wharton School and the University of Pennsylvania, respectively.