Jian Wang

Quantitative Strategist @Goldman Sachs

Equity Derivatives Strategist • Covered equity listed and OTC options pricing and risk management. • Worked on OTC option models for Accelerated Share Buyback (ASR) that guide traders to execute large volume equity trades across multiple days. Additionally, worked on OTC option models that incorporate dividend protection features. • Designed a model for optimal execution to outperform the average VWAP, which is utilized by traders to execute large volume trades over a variable time horizon.