Curriculum Vitae

Over four years of hands-on experiences on quantitative modeling, and Python/C/C++/R library implementation from work in Citibank and UBS. Solid object-oriented design and quant model development skill. Solid understanding in model/library profiling. Solid understanding in Bond/mortgage pricing, futures/option pricing, interest rates, and fixed income. Hands on experience in developing and implementing quantitative financial models using Python/C/C++/R. Multiple years of research experience in derivative pricing, fixed income, and mathematical operations

Education Work Experience Skills

Education

	Info	Date
PhD in Economics	Iowa State University	2015-2020
Master in Mathematical Finance	Wuhan University, China	2012-2015

Work Experience

	Info	Date
Barclays, Credit Desk Strategy VP	Credit desk quant. Portfolio management and optimization.	September 2023 -
UBS, Quant Modelling Manager	Developed and implemented data-driven pricing and forecasting models for diverse credit products such as mortgage/MBS, leveraged loans/SBL, and Sweeps in Python, improving profitability and reducing potential losses.	March 2022 - September 2023
Citibank, Senior Risk Quant Analyst	Developed, implemented, and tested quantitative risk models using a variety of programming languages, such as Python, R and Matlab, for monitoring credit and market risk exposure. Established robust model validation framework, adopting advanced validations methods to improve accuracy of credit rating calculations. Analyzed and processed large scale data to derive financial patterns	December 2019 - March 2022

Skills

	Info	Date
Languages	Strong coding proficiency in Python, R, and SQL, work experienced with C/C++(11), Matlab, GitLab
Statistical Techniques	Advanced mathematical modeling techniques in machine learning, data mining/cleaning, derivatives pricing. Abundant experience in quantitative analysis and model development and outstanding programmer
Financial Markets	Creative professional and collaborator with 4+ years' experience in credit derivatives pricing & risk management. Expertized in derivatives pricing using statistical techniques including PDEs, Monte Carlo, and PCA.