Guotao Luan's Email & Phone - Morgan Stanley

About Guotao Luan

Equity Derivatives Core Strategist @ Morgan Stanley Architect, design, develop and support high performance, high availability, core quantitative pricing and risk analytics library covering all products traded by the equity derivative business. The library is primary written in modern C++ (C++11/14) and Java. The products ranges from vanilla single name equity options to more exotic products such as portfolio equity swaps and dynamic allocation index products. From October 2016 to November 2018 (2 years 2 months) Greater New York City AreaIBD Credit Capital Market Strategist @ Goldman Sachs Responsible for modeling, risk reporting, and assist in risk management of all IBD credit origination products, including bank loans, commercial real estate loans, bonds, and related hedging products such as CDS and Index products. The modeling code is developed using combination of Slang and C++. From 2013 to 2016 (3 years) New York, NYIBD Core Strategist @ Goldman Sachs As a core strategist, I was responsible for maintaining and enhancing SecDB/Slang infrastructure and related analytics in support of the Investment Banking Division activities. From 2012 to 2013 (1 year) New York, NySpecial Assets Group and CLO Origination Technology Team @ Goldman Sachs Served as primary programmer for the CLO ( Collateralized Loan Obligation) Origination desk, and the SAG ( Special Assets Group ) technology team. From 2008 to 2012 (4 years) New York, NYFront Office Programmer @ Bear Stearns Senior front office programmer, responsible for developing analytics for credit securitization products and providing primary support for the life settlement origination desk. The main objective of the desk was to acquire and then securitize life insurance policies into bonds. The analytics was developed in C++, the front end was developed using Excel VBA and Excel C++ add-in. From July 2007 to June 2008 (1 year) New York, NYQuantitative Programmer @ Bracebridge Capital Member of a highly selective quantitative research group, developing models and analytics for fixed income and credit products, such as bond and credit default swap. The core pricing library was written in C++, with heavy use of templates, STL, Boost and design patterns. QuantLib was chosen as the foundation of the core pricing library. The user interface was mainly developed using a mix of Excel c++ add-ins and C# .Net. From December 2005 to June 2007 (1 year 7 months) Cambridge, MAQuantitative Developer @ DRW Focus on analytics library and applications architecture, design and development. Providing solutions for pricing, trade analysis, risk and PNL systems and tools. The library is written using modern C++, the applications utilize a wide range of technologies and languages, including Python, C#, and Java. Greater New York City Area

Guotao Luan’s Personal Email Address, Business Email, and Phone Number

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Guotao Luan's Work Experience

Morgan Stanley

Equity Derivatives Core Strategist

October 2016 to November 2018

Greater New York City Area

Goldman Sachs

IBD Credit Capital Market Strategist

2013 to 2016

New York, NY

Goldman Sachs

IBD Core Strategist

2012 to 2013

New York, Ny

Guotao Luan's Education

Peking University

BA, International Politics

1995 to 1999

Columbia University in the City of New York

Master of Arts (MA), Mathematics of Finance, 3.96

Indiana University Bloomington

MS, Computer Science

About Guotao Luan's Current Company

Morgan Stanley

Architect, design, develop and support high performance, high availability, core quantitative pricing and risk analytics library covering all products traded by the equity derivative business. The library is primary written in modern C++ (C++11/14) and Java. The products ranges from vanilla single name equity options to more exotic products such as portfolio equity swaps and dynamic allocation...

Frequently Asked Questions about Guotao Luan

What company does Guotao Luan work for?

Guotao Luan works for Morgan Stanley

What is Guotao Luan's role at Morgan Stanley?

Guotao Luan is Equity Derivatives Core Strategist

What is Guotao Luan's personal email address?

Guotao Luan's personal email address is g****[email protected]

What is Guotao Luan's business email address?

Guotao Luan's business email addresses are not available

What is Guotao Luan's Phone Number?

Guotao Luan's phone (212) ***-*175

What industry does Guotao Luan work in?

Guotao Luan works in the Financial Services industry.

Who are Guotao Luan's colleagues?

Guotao Luan's colleagues are Nadya Peretroukhina, Jonathan Berlinski, Sorin Muchi, Eric Yew, Andrew Hadley, Jeff CPA, Harrison Metzger, Ali Ghajarnia, Aurélien Dufour, and Timour Breslavski

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