Resumes
Resumes
Front Office Senior Interest Rate Quant
View pageLocation:
1309 Spring St, Madison, WI 53715
Industry:
Financial Services
Work:
J.p. Morgan Apr 2013 - Apr 2017
Ed
Wells Fargo Apr 2013 - Apr 2017
Front Office Senior Interest Rate Quant
The Depository Trust & Clearing Corporation (Dtcc) Jul 2012 - Apr 2013
Senior Quant Analyst
Citi Aug 2005 - Dec 2011
Vice President
Ed
Wells Fargo Apr 2013 - Apr 2017
Front Office Senior Interest Rate Quant
The Depository Trust & Clearing Corporation (Dtcc) Jul 2012 - Apr 2013
Senior Quant Analyst
Citi Aug 2005 - Dec 2011
Vice President
Education:
University of Wisconsin - Madison 1999 - 2005
Doctorates, Masters, Doctor of Philosophy, Computer Science, Nuclear Engineering Tsinghua University
Bachelors, Bachelor of Science, Engineering, Physics
Doctorates, Masters, Doctor of Philosophy, Computer Science, Nuclear Engineering Tsinghua University
Bachelors, Bachelor of Science, Engineering, Physics
Skills:
Derivatives
Options
Quantitative Finance
Electronic Trading
Multi Factors Risk Model
Mortgage Risk
Var Model
Rates
Monte Carlo Simulation
Fixed Income
Quantitative Investing
Var
Market Risk
Bloomberg
Equity Derivatives
Interest Rate Derivatives
Swaps
Equities
Hedge Funds
Portfolio Management
Options
Quantitative Finance
Electronic Trading
Multi Factors Risk Model
Mortgage Risk
Var Model
Rates
Monte Carlo Simulation
Fixed Income
Quantitative Investing
Var
Market Risk
Bloomberg
Equity Derivatives
Interest Rate Derivatives
Swaps
Equities
Hedge Funds
Portfolio Management
Languages:
English
Mandarin
Mandarin
Quant At Citigroup
View pagePosition:
Quant at Citigroup
Location:
Greater New York City Area
Industry:
Financial Services
Work:
Citigroup
Quant
Quant
Mengkuo (Meng) Wang Short Hills, NJ
View pageWork:
Citi Markets & Investment Banking
New York, NY
Aug 2005 to Dec 2011
VP
New York, NY
Aug 2005 to Dec 2011
VP
Education:
University of Wisconsin-Madison
Madison, WI
Jan 2006
Ph.D. in Nuclear Engineering & Engineering Physics
University of Wisconsin - Madison
Madison, WI
Jan 1999 to Jan 2003
M.S. in Computer Science
Tsinghua University
Jan 1996 to Jan 1999
M.S. in Engineering Physics
Tsinghua University
Jan 1991 to Jan 1996
B.S. in Engineering Physics
Madison, WI
Jan 2006
Ph.D. in Nuclear Engineering & Engineering Physics
University of Wisconsin - Madison
Madison, WI
Jan 1999 to Jan 2003
M.S. in Computer Science
Tsinghua University
Jan 1996 to Jan 1999
M.S. in Engineering Physics
Tsinghua University
Jan 1991 to Jan 1996
B.S. in Engineering Physics
Skills:
Proficient in: C/C++ / Excel /Yield Book /