Model Validation Quant @ Standard Chartered Bank
Quantitative Risk Analyst @ UBS
Quantitative Research Intern @ JPMorgan Chase & Co.
Research Associate @ National University of Singapore
Graduate Research Assistant @ National University of Singapore
Doctor of Philosophy (Ph.D.), Applied Mathematics @ National University of Singapore
Bachelor's Degree, Mathematics @ Zhejiang University
Risk Control Quant @ From November 2015 to Present (2 months) SingaporeQuantitative Research Intern @ • Improved the regression-based algorithm for approximating the MtMs of real trade on a set of future dates along simulated market scenarios and tested its application to counterparty credit risk measurement including CVA pricing. • Developed an efficient algorithm for tweaking the see more