Wenxiang Liu
Associate Director--quant Methodology @RBC Capital Markets
Toronto, ON, CA
EMAILS
MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Jan 2011 — Present
Associate Director--quant Methodology @RBC Capital Markets
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Toronto, ON, CA
Research, development and implementation of mathematical models for the pricing of Equities and IR derivatives.Ongoing and advanced mathematical modelling and programming to support IPV and facilitate trading.
EDUCATION
2001 — 2005
University of Alberta
PhD
2013 — 2013
University of California, Berkeley - Walter A. Haas School of Business
Certificate
2007 — 2009
University of Waterloo
Master
SKILLS
Numerical AnalysisStatisticsQuantitative AnalysisFinancial EngineeringMathematical ModelingQuantitative FinanceMatlabExcelMarket RiskFinancial ModelingQuantitative AnalyticsCredit DerivativesDerivativesFixed IncomeEquity DerivativesMonte Carlo SimulationCapital MarketsEquitiesVbaTradingInvestment BankingStructured Products
ABOUT WENXIANG LIU
Knowledge of financial engineering, probability, statistics, and numerical analysis Specialties: C++ VBA, MATLAB, Bloomberg MS Access, Excel, SQL and database skills.
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