Bin Guo
Director @Scotiabank
Toronto, ON, CA
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MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Nov 2021 — Present
Director @Scotiabank
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Toronto, ON, CA
C++(11) CPU and CUDA GPU Hybrid development* Adjoint Algorithmic Differentiation (AAD): CPU/GPU implementation using NAG dco/dco_map* Application of deep learning in XVA system
EDUCATION
2005 — 2006
University of Toronto
Master of Science, Physics
2006 — 2011
University of Toronto
Ph.D., Physics
2001 — 2005
Peking University
Bachelor of Science (B.S.), Physics
SKILLS
Stochastic ModelingAlgorithmsDerivativesJavaMarket RiskMatlabPythonFinancial ModelingQuantitative AnalyticsLatexXmlMonte Carlo SimulationLinuxQuantitative FinanceMathematical ModelingStatisticsResearchNumerical AnalysisCredit RiskAnalysisPhysicsDistributed SystemsShell ScriptingC++Data AnalysisSimulationsBloomberg
ABOUT BIN GUO
XVA and Fixed Income Quant
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