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Gordon Liu

Quantitative Trader/Researcher @ Tower Research Capital

Gordon Liu Contact Details

New York, New York, United States
Quantitative Trader/Researcher @ Tower Research Capital
Quantitative Researcher @ Barclays Investment Bank
Quant Trader/Researcher, VP, Equity Trading @ Credit Suisse
Bachelor's degree @ Tsinghua University

Vice President, Quantitative Research @ Prototyping, Calibration, Implementation, and Testing of: Cash Bond-CDS Basis Model Index-CDS Basis Model Equity Default Model Synthetic-CDO Random-Factor-Loading model Market and Credit Risk Analysis Fixed-Income and Credit Product Pricing and Analytics Portfolio Risk Multi-Layer Factor Model Implementation and Calibration Testing Framework From July 2012 to Present (3 years 6 months) Trading Solution 

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