Mengyu Lu
Vice President - Model Review @JPMorganChase
New York, NY, US
EMAILS
m••••••••@chase.com
MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Aug 2018 — Present
Vice President - Model Review @JPMorganChase
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Conducted in-depth research and extensive testing on pricing models for fixed income products • Developed benchmark models for convertible bond pricing using finite difference method and least square Monte Carlo method • Developed benchmark model for callable bond pricing using two-factor trinomial tree on interest rate and hazard rate processes
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