Junyi Liu Email & Phone Number

Paris, Fr

Shanghai, China

Developed a quantitative asset allocation strategy for equities, bonds and commodities based on Merton model, Deep Learning and Machine Learning.Implemented the pricing of convertible bond by using stochastic volatility model and analysed the credit risk by modelling the credit spreads.

Shanghai, China

Developed an stochastic implied volatility model, created a China VIX index model, and used Deep Learning to predict the volatility surface for option arbitrage strategy.Analyzed AutoCall options by updating prices, calculating Greeks, assessing risk, and optimizing strategies near critical market points.

Shenyang, Liaoning, China

Participated in developing investment solutions, analyzing the AutoCall product market, supporting sales, and creating content for presenting product offerings.

Beijing, China

Contributed to risk management reporting, risk analysis, and mitigation measures, while involved in market and credit risk monitoring, and supporting compliance reviews to align transactions with standards.

Master In Finance - Mif, Finance De Marché Et Gestions Des Risques (Ex Dea Poncet)

Dual Degree in Quantitative Finance with ESCP Business School Relevant Courses: Stochastic Calculus, Machine Learning, Python, C++.

Master In Management - Mim, Programme Grand Ecole

Specialized in Financial Market for the class of 2023 Relevant Courses: Valuation of Financial Derivatives, Hedge Funds, Structured.

Bachelor Of Science - Bs, Materials Chemistry

Dual Degree in Material Chemistry with Northeastern University Relevant Courses: Dynamics, Atomic Science, Structure and Responsiveness.

Bachelor Of Engineering - Be, Materials Science And Engineering

Research on Cast-Rolling Process of High Strength Aluminum Alloy Relevant Courses: Calculus Series, Linear Algebra, Discrete Mathematics.