Quant at Fidelity Investments
Boston, Massachusetts, United States
Design, develop and maintain most of front office systems used for trading and analytics. Full stack sandbox development experience from backend database (SQL), modeling (C#/python) to front end web and UI (python/JavaScript). Lead design and implementation of derivatives analytic library for valuation of derivatives instruments for multiple markets. Provide advanced statistical and derivatives research to improve ALM... Design, develop and maintain most of front office systems used for trading and analytics. Full stack sandbox development experience from backend database (SQL), modeling (C#/python) to front end web and UI (python/JavaScript). Lead design and implementation of derivatives analytic library for valuation of derivatives instruments for multiple markets. Provide advanced statistical and derivatives research to improve ALM modeling and design of hedging strategies. (C++/R/Python) Develop and deliver production models on proprietary Variable Annuities hedging that covers both asset and liability modeling for over $40bn worth of products.
What company does Minfeng CFA work for?
Minfeng CFA works for AEGON Americas
What is Minfeng CFA's role at AEGON Americas?
Minfeng CFA is Sr. Derivatives Analyst
What industry does Minfeng CFA work in?
Minfeng CFA works in the Financial Services industry.
Who are Minfeng CFA's colleagues?
Minfeng CFA's colleagues are Ke Dai, Gregory King, Sawyer Pangborn, Christopher Tetreault, Anne Barnwell, Kathleen Murphy, John Casey, ANUJ SHARMA, Scott Hughes, and Paul Fahey
📖 Summary
Research and analytic experience in advanced statistics and financial theories, with a specialty in quantitative portfolio optimization and financial derivatives. Strong interest in quantitative investment strategies and algorithms. @https://followthetrend.shinyapps.io/webapp/ (google analytics charts) Familiar with design, development and implementation of delta hedging for variable annuities. skills: R, Python, Postgres/SQL Server, C#, C++, Excel DNA, VBA, Bloomberg, MEAN stack, D3, Tornado/flask.Sr. Derivatives Analyst @ Design, develop and maintain most of front office systems used for trading and analytics. Full stack sandbox development experience from backend database (SQL), modeling (C#/python) to front end web and UI (python/JavaScript). Lead design and implementation of derivatives analytic library for valuation of derivatives instruments for multiple markets. Provide advanced statistical and derivatives research to improve ALM modeling and design of hedging strategies. (C++/R/Python) Develop and deliver production models on proprietary Variable Annuities hedging that covers both asset and liability modeling for over $40bn worth of products. From November 2010 to Present (5 years) baltimore, maryland areaRisk Analyst @ From June 2005 to August 2010 (5 years 3 months) PhD @ University of Washington From 2003 to 2010 M.S. @ University of Michigan From 2001 to 2003 B.S. @ Nanjing University From 1996 to 2000 Minfeng CFA is skilled in: R, Statistics, Bloomberg, VBA, Time Series Analysis, Hedging, Financial Risk, Data Mining, Trading, Quantitative Analytics, Monte Carlo Simulation, SQL, Microsoft Excel, Python, Quantitative Finance, Portfolio Optimization, Asset Allocation, Interest Rate..., Financial Modeling, Risk Management, Options, Valuation, Finance, Statistical Modeling, C++, C#, Risk Analytics, Option Pricing Models, Convex Optimization, Regression Analysis, Machine Learning, Derivatives, Fixed Income
Introversion (I), Intuition (N), Thinking (T), Judging (J)
5 year(s), 1 month(s)
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