Jianfeng Li
Executive Director, Senior Lead Quant at Wells Fargo
- Role
- Executive Director, Senior Lead Quant, Market Risk Analytics and Modeling at Wells Fargo
- Location
- Charlotte, NC, US
- LinkedIn followers
- 500 followers
About Jianfeng Li
Quantitative researcher in risk management and risk modeling. Specialized on market and credit risk.
Experience
Executive Director, Senior Lead Quant, Market Risk Analytics and Modeling
Dec 2020 — Present · Charlotte, NC, US
Market Risk Analytics and Modeling for Structured Products Group(SPG):RMBS, CMBS, ABS, CDS on SP, CDS on Index (ABX/CMBX) and BGSwap for Corporate Investment Banking, CIB/WFS. MSR Asset and MSR Hedge for Home Lending Capital Market.
Education
University of California, Berkeley, Haas School of Business
Master's degree, Financial Engineering
Northwestern University
Ph.D., Chemistry and Materials Science
University of Science and Technology of China
B.S., Condensed Matter and Materials Physics
Skills
- Mathematica
- Econometrics
- Quantitative Management
- Quantitative Analytics
- Options
- Optoelectronics
- Stochastic Calculus
- R
- Monte Carlo Simulation
- Statistics
- Linear Algebra
- Quantitative Investing
- Vba
- Quantitative Risk
- Sas
- Differential Equations
- Numerical Analysis
- Quantitative Finance
- Microsoft Excel
- Derivatives
- Linear Programming
- Microeconomics
- Python
- Macroeconomics
- C++
- Dynamic Programming
- Matlab
- Portfolio Optimization
- Materials Science
- Statistical Modeling
- Time Series Analysis
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