Alfred (Haorong) Chen

Alfred (Haorong) Chen Email and Phone Number

MBS Trader @ Citi
Mumbai, Maharashtra
Alfred (Haorong) Chen's Location
New York, New York, United States, United States
About Alfred (Haorong) Chen

Alfred (Haorong) Chen is a MBS Trader at Citi. He possess expertise in c++, financial modeling, r, matlab, python and 3 more skills. He is proficient in English.

Alfred (Haorong) Chen's Current Company Details
Citi

Citi

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MBS Trader
Mumbai, Maharashtra
Website:
citibank.com
Employees:
10
Alfred (Haorong) Chen Work Experience Details
  • Citi
    Vice President, Agency Mbs Trader
    Citi Mar 2019 - Present
    New York, New York, Us
    Agency CMO/Derivatives Trading
    View
  • Citi
    Quantitative Analysis Summer Analyst
    Citi Jun 2018 - Aug 2018
    New York, New York, Us
    Fixed Income Beta Team• Built python interface to visualize gaps between index portfolio and ETF portfolio• Built classification models (KNN, logistic regression, SVM) to classify bonds based on trading frequency, and assigned scores to bonds according to ETF managers’ bond preference to facilitate ETF creation
    View
  • Ontario Teachers'​ Pension Plan
    Quantitative Researcher
    Ontario Teachers'​ Pension Plan Sep 2016 - Dec 2016
    Toronto, Ontario, Ca
    • Built credit risk models with various copulas in MATLAB, and analyzed the limitations of each models• Calibrated correlation between credit default swap index and individual company’s default probability• Researched possible risk model improvement methods to increase the stability of the portfolio performance under different economic environments
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Alfred (Haorong) Chen Skills

C++ Financial Modeling R Matlab Python Sql Risk Management Financial Risk

Alfred (Haorong) Chen Education Details

  • Columbia University
    Columbia University
    Financial Engineering
  • University Of Waterloo
    University Of Waterloo
    Financial Mathematics
  • Sun Yat-Sen University
    Sun Yat-Sen University
    Mathematics
  • Guangzhou Zhixin High School
    Guangzhou Zhixin High School

Frequently Asked Questions about Alfred (Haorong) Chen

What company does Alfred (Haorong) Chen work for?

Alfred (Haorong) Chen works for Citi

What is Alfred (Haorong) Chen's role at the current company?

Alfred (Haorong) Chen's current role is MBS Trader.

What schools did Alfred (Haorong) Chen attend?

Alfred (Haorong) Chen attended Columbia University, University Of Waterloo, Sun Yat-Sen University, Guangzhou Zhixin High School.

What skills is Alfred (Haorong) Chen known for?

Alfred (Haorong) Chen has skills like C++, Financial Modeling, R, Matlab, Python, Sql, Risk Management, Financial Risk.

Who are Alfred (Haorong) Chen's colleagues?

Alfred (Haorong) Chen's colleagues are Arun Mal, Kevin Dunphy, David Becht, Govind Kumar Sharma, Neil Tidswell, Hait L., Kimberly Kang.

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