Haocheng Gu
Master of Science in Financial Engineering at Baruch College, CUNY
- Role
- Senior Quantitative Analyst at TD Securities
- Location
- Jersey City, NJ, US
- LinkedIn followers
- 500 followers
Experience
Senior Quantitative Analyst
Nov 2021 — Present · New York, NY, US
1.Built and developed total return swap basket model using C++ to provide valuation and risk analysis for TRS with bond basket and bond index as underlying asset.2.Maintained and modified current bond future pricer in the pricing engine to provide new functionalities on bond future valuation and risk analysis.3.Maintained bond pricing engine and keep adding new calc-types for different flavors of bond
Education
Baruch College
Master's degree, Financial Engineering
2018 — 2019
Peking University
Bachelor's degree, Physics
2014 — 2018
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