Charles Tao

Managing Director, Head of Market Risk Modelling at Citigroup

Role
Managing Director, Head of Market Risk Modelling at Citi
Location
New York, NY, US
LinkedIn followers
500 followers

Experience

  1. Managing Director, Head of Market Risk Modelling

    Citi

    Feb 2011 — Present · New York, NY, US

    Lead a global team developing market risk models to support risk management, regulatory capital, and stress testing across major trading-book asset classes.

Education

  • New York University

    Doctor of Philosophy (PhD), Physics

    1999

  • New York University

    Master of Science (M.S.), Computer Science

    1996

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