Hua Lv
Director @Wells Fargo
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WORK HISTORY
Director @Wells Fargo
Charlotte, NC, US
Head Quant of Linear Interest Rate Trading- Develop models and pricers for Interest rate derivatives including swap, treasury and inflation related products- Build, enhance and maintain various interest rates curve building models and pricing models for LIBOR fallback and transition to SOFR- Designed and developed a new curve framework with cross curve referencing to and sucessfully applied to various system to help trading desk to transit to the SOFR in market- Develop the features of curve including extended FOMC hikes, Futures convexity adjustments, PCA, CME basis, etc- Closely work with desk and watch the market trend and new features- Test and document various models/pricers including consistency and stress testing on interest rate derivatives- Parterner and maintain good relationship through quality deliveries with trading desk, sales team, IT, market risks and model validation to finish various projects.
EDUCATION
UC Irvine
Master, Mathematics
University of Science and Technology of China
B.S., Mathematics and Applied Mathematics
UC Irvine
Ph.D, Mathematics
SKILLS
ABOUT HUA LV
Director at Wells Fargo
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