Steven Liu
SVP at Citi
- Role
- SVP at Citi
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
Experience
SVP
Sep 2024 — Present · NY, US
IRRBB, ALM Risk
Education
National University of Singapore
Bachelor of Science - BS
Carnegie Mellon University - Tepper School of Business
Master in Computational Finance (MFE)
2012 — 2013
Skills
- Quantitative Analytics
- Quantitative Trading
- Stochastic Calculus
- Derivatives
- Java
- Sas
- Quantitative Finance
- Requirements Gathering
- Structured Products
- Financial Risk
- Financial Engineering
- Options
- Python
- Data Warehousing
- Basel Ii.5
- Unix Shell Scripting
- Vba
- Fixed Income
- Bloomberg
- Matlab
- Basel Iii
- C++
- Statistical Modeling
- Visual Basic for Applications (Vba)
- Unix
- Portfolio Management
- R
- Monte Carlo Simulation
- Credit Derivatives
- Var
- Economical Capital Modeling
- Trading
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