Bo Pang
Quant and Risk Manager
- Role
- Head of Fixed Income, Xva, Wealth, and Treasury Model Validation at Citi
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Bo Pang
Professional quantitative analyst with expertise in interest rates and credit modeling, and extensive experience in market and counterparty risk management. Academic computing engineer with specialty in machine learning. PhD in Computer Science and MS in Financial Engineering.
Experience
Head of Fixed Income, Xva, Wealth, and Treasury Model Validation
Dec 2024 — Present
Education
Baruch College
M.S., Financial Engineering
Harbin Institute of Technology
Ph.D., Computer Science
Skills
- Hedging
- Credit Risk
- Fx Options
- Calypso
- Bonds
- Rates
- Machine Learning
- Structured Products
- Financial Risk
- Commodity
- Interest Rate Derivatives
- Options
- Risk Analysis
- Var
- Derivatives
- Market Data
- Bloomberg
- Equity Derivatives
- Alm
- Python
- Emerging Markets
- Trading Systems
- Hedge Funds
- Quantitative Investing
- Alternative Investments
- Cds
- Equities
- Structured Finance
- Credit
- Financial Modeling
- Quantitative Analytics
- Swaps
- Portfolio Optimization
- Fixed Income
- Trading Strategies
- Financial Engineering
- Pattern Recognition
- Valuation
- Vba
- Stochastic Calculus
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