Liang Cheng
- Role
- Vice President, Investment Quantitative Researcher at Citi
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Liang Cheng
I am a Ph.D. in Mathematics with a concentration in Stochastic Differential Equation and…
Experience
Vice President, Investment Quantitative Researcher
May 2022 — Present
Develop asset allocation model for Citi Private Bank and Global Wealth Management.
Skills
- Java
- Stochastic Differential Equations
- Differential Equations
- R
- Matlab
- Option Pricing Models
- Quantitative Finance
- Python
- Partial Differential Equations
- Numerical Analysis
- Machine Learning
- Data Structures
- Portfolio Management
- Option Valuation
- Algorithm Design
- Quantitative Analytics
- Sas
- C
- Stochastic Processes
- C++
- Econometrics
- Statistical Modeling
- Mathematical Modeling
- Mathematical Statistics
- Probability Theory
- Security Analysis
- Unix
- Algorithms
- Interest Rate Derivatives
- Stochastic Methods
- Applied Mathematics
- Data Mining
- Monte Carlo Simulation
- Options
- Statistical Arbitrage
- Latex
- Derivatives
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