Peter
Pgim Fixed Income
Jersey City, NJ, US
EMAILS
MOBILE NUMBERS
+91 *********19
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WORK HISTORY
Present
@Pgim Fixed Income
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EDUCATION
N/A
Nanjing University
B.S., Mathematics and Physics
N/A
Baruch College
Master of Science (MS), Financial Engineering
2010 — 2014
Louisiana State University
Ph.D, Mathematics
SKILLS
LatexStochastic Differential EquationsMathematicaTime Series AnalysisDerivativesRProgrammingGeneralized Linear RegressionPythonMathematical FinanceMathematicsAnticipative Stochastic CalsulusCubic Spline InterpolationMonte CarloC++VbaData AnalysisAlgorithmsSasQuantitative FinanceTerm Structure Models of Interest RatesMicrosoft OfficeMatlabFinite Difference MethodTeachingCContinuous Time Martingale ModelNumerical Linear AlgebraStatisticsOption Pricing Models
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