Baichen Rong

Baichen Rong

Market Risk AVP @ Citi | Ex. JPM | Duke Fuqua Alumni | Emory Alumni

Role
Xva Market Risk and Capital AVP at Citi
Location
New York, NY, US
LinkedIn followers
500 followers

About Baichen Rong

Big fan to combine financial knowledge with the growing techniques in machine learning. Love to read books about history and the big macroeconomy. Always interested in investment strategies, alpha creation process, portfolio management, data visualization as well as macroeconomic events that impact the pricing of the big finance world!Coding skill:R, Python, SQL, Tableau, AWS MLLanguage skill:Fluent level, English, Intermediate level: Deutsche and

Experience

  1. Xva Market Risk and Capital AVP

    Citi

    Jan 2025 — Present · New York, NY, US

    XVA hedging and related capital, Sensitivity Analysis, Cross-Asset Modeling, Basel FRTB implementation

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