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Zhewen Fan
Zhewen Fan

Zhewen Fan, Ph.D./CFA

Director

Zhewen Fan, Ph.D./CFA is a Director at Intensity and an accomplished expert in statistics, model design, and data science. Dr. Fan’s research and applied experience in these areas include:

  • Predictive modeling
  • Machine learning
  • Credit risk modeling
  • Bank stress testing
  • Pharmaceutical statistics
  • Non-parametric statistics
  • Survival analysis
  • Time series analysis

Prior to Intensity, Dr. Fan served as a senior credit risk specialist for a major financial services company, where she led a team to build a commercial credit risk scorecard model across borrowers. Dr. Fan’s scorecard predicts default probabilities and is a key component in capital planning, underwriting, and stress testing. Dr. Fan also designed statistical models specific to stress testing and loss-given-default for portfolios in industries including commercial real estate and industrials. These models have identified more than $180 billion in exposure. Dr. Fan has also served as a senior statistician for a global health company where she developed a creative bootstrap approach for modelling drug stability, designed experiments to study system robustness, and provided statistical consulting services for drug formulators and biochemists. In this role, she authored and taught Six-Sigma training courses to improve business processes.

Dr. Fan earned her Ph.D and M.S degrees in Statistics from the University of Illinois at Urbana-Champaign, where her research focused on non-parametric statistics, time-series modeling, and psychometrics. She has published peer-reviewed research papers in several prestigious journals, including Nucleic Acids Research, PloS, and the Journal of Educational and Behavioral Statistics.  In addition, Dr. Fan earned her CFA by passing all three levels in her first attempts.

The Team