Jun Liu
Director at BNY Mellon
- Role
- Director, Head of Model Risk for Machine Learning and Liquidity at BNY
- Location
- Pittsburgh, PA, US
- LinkedIn followers
- 500 followers
About Jun Liu
PhD in Statistics at New York University Stern School of Business. Over 6 years’…
Experience
Director, Head of Model Risk for Machine Learning and Liquidity
Oct 2020 — Present
Education
The University of Chicago
M.S
2004 — 2006
New York University - Leonard N. Stern School of Business
PhD
2006 — 2012
Skills
- Financial Modeling
- Quantitative Analytics
- R/Splus
- Monte Carlo Simulation
- Statistics
- Research
- Algorithms
- Sas
- R
- Data Analysis
- Stochastic Processes
- Econometrics
- Spss
- Statistical Modeling
- Quantitative Finance
- Time Series Analysis
- Matlab
- Data Mining
- Risk Management
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