Work:
JPMorgan Chase
since Aug 2011
AVP
Ernst & Young
- Greater New York City Area Mar 2010 - Aug 2011
Quantitative Analyst
TimeScape Global Capital Management
Jun 2009 - Aug 2009
Quantitative Analyst
Capgemini Consulting
Feb 2007 - Apr 2007
Consulting Associate Intern
Education:
Columbia University in the City of New York 2008 - 2009
Master, Statistics
Illinois Institute of Technology 2007 - 2009
Master, Finance, Quantitative Finance Concentration
Shanghai Jiao Tong University 2003 - 2007
Bachelor, Economics
The University of Texas at Austin - The Red McCombs School of Business 2006 - 2006
Skills:
Model Validation, Internal Audit, Derivatives Pricing, Quantitative Research, Matlab, VBA, C++, Python, R, Interest Rate Derivatives, Risk Management, Stress Testing, Calibration, Optimizations, Stochastic Modeling, Statistical Modeling, Derivatives