Senior Quantitative Analyst
CurrentPriced regular and complex products on the wholesale level using corresponding pricing tools and coordinated pricing among different functional groups across the company including origination, trading desk, and risk. Also support retail pricing groups upon their request for exotic products. Conducted ad-hoc analysis of market data and compared it to model simulation. Presented the results to help capture market trends and commodity risk. Maintained and improved crucial pricing tools in the pricing platform of the company including troubleshooting and adding new features due to rule changes in the market. Researched and implemented new mathematical models and create programs to facilitate company-wide endeavor of platform transformation.