Junhan Fu
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Junhan Fu Email & Phone Number

Location: Greater Chicago Area, United States, United States 7 work roles 2 schools
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Role
Market Risk Analyst
Location
Greater Chicago Area, United States, United States
Company size

Who is Junhan Fu? Overview

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Quick answer

Junhan Fu is listed as Market Risk Analyst at Federal Home Loan Bank of Chicago, a company with 916 employees, based in Greater Chicago Area, United States, United States. AeroLeads shows a matched LinkedIn profile for Junhan Fu.

Junhan Fu previously worked as Quantitative Researcher – Project Intern at Loomis, Sayles & Company and Quantitative Researcher – Project Lab, University of Chicago at Hull Tactical Asset Allocation (Htaa). Junhan Fu holds Master Of Science - Ms, Financial Mathematics from University Of Chicago.

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Email format at Federal Home Loan Bank of Chicago

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Federal Home Loan Bank of Chicago

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Profile bio

About Junhan Fu

I am a graduate student at the University of Chicago, pursuing a degree in Financial Mathematics with expected graduation in December 2024. Previously, I earned degrees in Statistics, Mathematics, and Data Science from the University of Michigan with High Honors Distinction. My goal is to pursue a career in Quantitative Finance, specifically in Quantitative Trading, Quantitative Research, and Data Science. Currently, I am actively seeking full-time opportunities in these domains to further develop my expertise.

Current workplace

Junhan Fu's current company

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Federal Home Loan Bank of Chicago
Federal Home Loan Bank Of Chicago
Market Risk Analyst
Chicago, IL, US
Employees
916
AeroLeads page
7 roles

Junhan Fu work experience

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Quantitative Researcher – Project Intern

Current

Developing convolutional neural networks for predictive asset pricing in equities and futures markets

Jun 2024 - Present

Quantitative Researcher – Project Lab, University Of Chicago

Chicago, Illinois, United States

Designed a model using implied volatility surface of straddle to predict earnings results

Mar 2024 - May 2024

Quantitative Researcher – Project Lab, University Of Chicago

Chicago, Illinois, United States

Developed and backtested a dollar-neutral portfolio strategy using KNN and random forest on Option Greeks flow

Oct 2023 - Dec 2023

Quantitative Researcher

China Securities Index Company

Constructed sector indices in the Chinese stock market and maintained market indices like CSI300, CSI500

Jun 2023 - Aug 2023

Research Assistant

"Regularized Canonical Correlation for Uncovering the Dyadic Structure" -- Statistics Honors Thesis

Jan 2022 - Apr 2023
Team & coworkers

Colleagues at Federal Home Loan Bank of Chicago

Other employees you can reach at loomissayles.com. View company contacts for 916 employees →

2 education records

Junhan Fu education

Bachelor Of Science, Major In Mathematics, Data Science, Statistics, 3.98/4.0

Awards: High Honors in Statistics, EECS Scholar, James B. Angell Scholar

FAQ

Frequently asked questions about Junhan Fu

Quick answers generated from the profile data available on this page.

What company does Junhan Fu work for?

Junhan Fu works for Federal Home Loan Bank of Chicago.

What is Junhan Fu's role at Federal Home Loan Bank of Chicago?

Junhan Fu is listed as Market Risk Analyst at Federal Home Loan Bank of Chicago.

Where is Junhan Fu based?

Junhan Fu is based in Greater Chicago Area, United States, United States while working with Federal Home Loan Bank of Chicago.

What companies has Junhan Fu worked for?

Junhan Fu has worked for Federal Home Loan Bank Of Chicago, Loomis, Sayles & Company, Hull Tactical Asset Allocation (Htaa), Cloudquant, and China Securities Index Company.

Who are Junhan Fu's colleagues at Federal Home Loan Bank of Chicago?

Junhan Fu's colleagues at Federal Home Loan Bank of Chicago include Kevin Creeden, Cfa, Roky Campos, Jonathan Kimbro, Caia, Jason Jarett, and Greg O'Hara.

How can I contact Junhan Fu?

You can use AeroLeads to view verified contact signals for Junhan Fu at Federal Home Loan Bank of Chicago, including work email, phone, and LinkedIn data when available.

What schools did Junhan Fu attend?

Junhan Fu holds Master Of Science - Ms, Financial Mathematics from University Of Chicago.

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