Shengyu Zhang
Quantitative Finance
- Role
- Economic Capital Director at BECU
- Location
- Seattle, WA, US
- LinkedIn followers
- 500 followers
About Shengyu Zhang
MSR Valuation, Pipeline/Warehouse, Asset and Liability Management, Derivative and Hedging…
Experience
Economic Capital Director
Sep 2023 — Present · Seattle, WA, US
Economic Capital model and framework development and implementation
Education
University of Science and Technology of China
Bachelor and Master, Mathematics
1994 — 2001
University of Washington
Ph.D., Statistics
2003 — 2009
Executive Development Institute (EDI)
2013 Leadership Discovery Program, Leadership Development
University of Washington
Master, Mathematics
2001 — 2003
Skills
- Model Validation
- Market Risk
- Quantitative Analytics
- Valuation
- Portfolio Optimization
- Risk Management
- Interest Rate Derivatives
- Pricing
- Quantitative Finance
- Derivatives
- Portfolio Management
- Credit Risk
- Securitization
- Alm
- Financial Modeling
- Fixed Income
- Financial Risk
- Finance
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