Sichen Chen

Sichen Chen

Quantitative Developer @Bank of America

New York, NY, US
MOBILE NUMBERS
+13•••••••18

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WORK HISTORY

Present

Quantitative Developer @Bank of America

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SKILLS

Risk ManagementInterest Rate ModelsPortfolio ManagementStatistical ModelingTime Series AnalysisPythonTrading SystemsHedge FundsMonte Carlo SimulationCredit RiskStat ArbBloombergDerivativesPrincipal Component AnalysisFinancial AnalysisTrading StrategiesValue at Risk (Var)RStructured FinanceVbaMatlabLong/Short EquityStochastic CalculusBlack-Scholes ModelInterest Rate DerivativesHigh Frequency TradingFront OfficeFinancial ModelingQuantitative AnalyticsCredit Default Swap (Cds)Fixed Income SecuritiesMachine LearningMortgage-Backed Security (Mbs)Microsoft ExcelFinancial EconometricsMicrosoft OfficeAsset-Backed Security (Abs)C++FincadNumerical Methods

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