Li Kong
Quantitative Analytics, Director @Wells Fargo
Charlotte, NC, US
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WORK HISTORY
Jun 2012 — Present
Quantitative Analytics, Director @Wells Fargo
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Charlotte, NC, US
Counterparty Credit Risk Analytics, PFEDeveloped models in the area of1, Price models for OTC trades, in the asset classes of Interest rate, FX, Commodity and Equity. 2, Aggregation, collateral, and Dynamic initial margin model.3, FX rates and FX volatility risk factor simulation models.
ABOUT LI KONG
Strong Mathematics background; Experienced in Stochastic Volatility Modeling, Fixed…
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