Yunhai Gong

Senior Quantitative Finance Analyst @Bank of America Merrill Lynch

New York, NY, US

Quant research across CDS-Bond basis, proxy bond, CDS Index basis, capital structure RV, and credit curve strategies. Built pricing, risk, and P&L infra for credit trading, including full reval engines and risk hedging tool. Developed trading tools and stress scenarios for Bond, CDS and Derivatives. Applied ML (LSTM, XGBoost, KNN) to enhance trade time series data, pricing accuracy, and scenario analytics. Deep experience in building high-impact models that align with trading strategy, risk, and regulatory drivers.

湖南大学

Bachelor of Science in Finance

Stevens Institute of Technology

Master of Engineering (M.Eng.)

湖南大学

Bachelor of engineering in Thermal Energy and Power Engineering

Cornell University

Master of Science - MS