Deep knowledge of financial models from theoretical and practitioner perspective: - Statistical (P-measure): prepayment, credit, VaR - Risk neutral (Q-measure): equity/rate derivative pricing models - Complex portfolio risk management Extensive client facing experience: - Most recently ...more

Deep knowledge of financial models from theoretical and practitioner perspective: - Statistical (P-measure): prepayment, credit, VaR - Risk neutral (Q-measure): equity/rate derivative pricing models - Complex portfolio risk management Extensive client facing experience: - Most recently in technical relationship management role, covering hedge funds - Former Regional Director for PRMIA NY Chapter and frequent speaker at industry events - Twice captained Compass/Midnight Madness puzzle solving challenge teams at Credit Suisse - Speaks 🇨🇳 🇩🇪 in-depth knowledge of Sino-European business relationshipless