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Cheng Su

Managing Director, Head of Front Office Spread Quant at Wells Fargo

Role
Managing Director, Head of Front Office Spread Quant at Wells Fargo
Location
Charlotte, NC, US
LinkedIn followers
500 followers
Finance & AccountingView LinkedIn profile

Experience

  1. Managing Director, Head of Front Office Spread Quant

    Wells Fargo

    Jan 2017 — Present · Charlotte, NC, US

    I lead a team of front office quant supporting the Spread Sales and Trading business at Wells Fargo. The areas we cover include securitized products (RMBS, CMBS, ABS), credit products (corporate bonds, loans, CDS, CDX and their derivatives), and municipal products.

Education

  • Massachusetts Institute of Technology

    PhD

  • Nanyang Technological University

    Master of Engineering (M.Eng.)

  • University of Science and Technology of China

    Bachelor of Science (B.S.)

Skills

  • Interest Rate Derivatives
  • Microsoft Excel
  • Stochastic Modeling
  • 1010data
  • Agency Mbs
  • Fixed Income
  • Mbs Prepayment Modelling
  • Statistical Data Analysis
  • Matlab
  • Vba
  • C++

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Cheng Su — Managing Director, Head of Front Office Spread Quant at Wells Fargo in Charlotte, NC, US | Unifers