* Build quantitative analysis for mortgage traders to quantify and hedge interest rate risks in the mortgage portfolio of private bank.* Develop robust infrastructure to for traders to calculate and report daily PnL for mortgage portfolio and the corresponding hedge instruments.* Perform detailed PnL attribution analysis of mortgages and the hedging instruments including forward start swaps, euro dollar futures, and mortgage TBAs.* Perform mortgage prepayment modeling; calibrate prepayment model parameters.* Perform liquidity risk analysis and term structure modeling for non-maturity deposits.* Perform stress tests of the private bank's loan portfolio to meet the regulatory needs both internally and from the Federal Reserve.* Build analysis and reporting on counter party credit risks for senior management.

* Support all businesses of Private Wealth Management, including fixed-income solutions group, equity solutions group, portfolio management group, and investment strategies group.* Conduct scenario and shock analysis on portfolios of clients for purpose of risk assessment andrisk management.* Generate daily risk data and reports to ensure the risk of clients’ portfolios are within the required level.* Build analysis and tools for Investment Strategy Group (ISG) to manage and calculate risk and performance for the tactical and strategic asset allocations.* Perform backtests on option writing strategies including call writing, put writing, and put-spread collar, collateralized by equity/fixed income/cash portfolio.* Build and automate marketing materials for structured products desks, including vanilla equity notes with different customized payout structure, autocallable notes, dual-currency notes, and so on.* Conduct performance attribution analysis for clients' portfolios to help portfolio managers and senior management better understand the effects of various decisions on portfolio returns compared to benchmark portfolios.* Build fixed income analytic tools for portfolio managers to analyze clients' bond portfolio, including calculating yield, duration, spreads and so on. The analysis supports bonds with various rates and redemption features including callable, puttable and sinkable bonds, as well as fixed rate, floating rate, and hybrid bonds.* Administrate large financial database which stores financial products, positions, and accounts of accredited private and institutional clients.

Predict the thermodynamic stabilities of proteins and other complex molecules using statistical physics and graph rigidity theory.