Sichen Chen
Quantitative Developer @Bank of America
New York, NY, US
EMAILS
MOBILE NUMBERS
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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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