Patrick Cheung
Quant | Quantitative Finance | Tech | Data Science
- Role
- Vice President, Market Risk Analytics at Citi
- Location
- Dallas-Fort Worth, TX, US
- LinkedIn followers
- 500 followers
About Patrick Cheung
Interested in fintech, analytics, and data science in general. • Experienced in both analytical calculations and numerical simulations. • Advanced in Python and PySpark. Familiar with parallel computing, R, SAS, and SQL. • Proficient in probability and statistical methods. • Familiar with machine learning models. • Able to learn new programming languages rapidly.
Experience
Vice President, Market Risk Analytics
Sep 2024 — Present · Dallas-Fort Worth, TX, US
Support market risk analytics projects including the Fundamental Review of the Trading Book (FRTB), the next generation of market risk models.• Work closely with market risk managers to set consistent standards for measuring market risk exposure across the firm.• Collaborate with other teams including Risk IT to implement new models, resolve production issues and enhance existing implementation.• Conduct data exploration on historical market data.• Develop, validate, and improve SQL queries, Python and PySpark codes for all kinds of market data.
Education
The University of Texas at Dallas
Master's degree
2020 — 2022
The University of Texas at Dallas
Doctor of Philosophy - PhD
2016 — 2022
The Chinese University of Hong Kong
Bachelor's degree
2011 — 2015
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