Jiaying Li
Securities Quantitative Analytics AVP @Wells Fargo
Charlotte, NC, US
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WORK HISTORY
Jul 2024 — Present
Securities Quantitative Analytics AVP @Wells Fargo
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Charlotte, NC, US
Desk quant on the Rates and Stochastic Modeling team, currently serving as the lead developer for the end-to-end development of a production-grade stochastic loan valuation pricer for the Home Lending whole loan business (>$200bn portfolio).
EDUCATION
2018 — 2023
The University of North Carolina at Chapel Hill
Doctor of Philosophy - PhD, Statistics and Operation Research
2014 — 2018
Peking University
Bachelor's degree, Probability and Statistics
ABOUT JIAYING LI
Strong background in mathematics and statistics, first prize winner in Mathematical Olympiad. A keen learner and problem solver.
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