Cheng Chang
- Role
- VP, Quant Strat Software Engineer at 高盛
- Location
- Dallas, TX, US
- LinkedIn followers
- 500 followers
Experience
VP, Quant Strat Software Engineer
Aug 2022 — Present · Dallas, TX, US
Develop and maintain interest rate income/risk projection models on ~200 billion notional of unsecured debt/hedge for company’s annual reports to SEC and investors. Build attribution report to explain the difference between months and scenarios.• Implement quantitative analytics and management solutions in software to guide funding sourcing decisions, allocation of financial resources, quantification of funding costs, and strategies to minimize costs and hedge risks.
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