Organization / Workplace

Location

Occupation

Industry

Finance / Banking / Insurance

About

Currently working on doctoral degree at University of Massachusetts, my study focuses on mathematical finance and dynamic system in financial market with incomplete information. Previously I studied Computational Finance & Risk Management. My studies were concentrated on portfolio construction and asset management. I’m particularly interested in financial data modeling, quantitative risk management and asset management. I worked at Federal Home Loan Bank with a focus on various fixed income instruments. During this job, I developed proficiencies in prepayment rate models and mortgage backed securities. I also worked on QRM and Polypaths platforms while on assignment at FHLB. My recent gr...