Kai Liu

Kai Liu Email and Phone Number

Director at SMBC Capital Markets, Inc. @ SMBC Capital Markets, Inc.
Kai Liu's Location
New York, New York, United States, United States
Kai Liu's Contact Details

Kai Liu work email

Kai Liu personal email

About Kai Liu

Front desk quantitative support at fixed income derivative trading group.

Kai Liu's Current Company Details
SMBC Capital Markets, Inc.

Smbc Capital Markets, Inc.

View
Director at SMBC Capital Markets, Inc.
Kai Liu Work Experience Details
  • Smbc Capital Markets, Inc.
    Director
    Smbc Capital Markets, Inc. Aug 2020 - Present
    New York, Ny, Us
    Electronic trading group: Start to develop FICC e-trading system.
    View
  • Bny Mellon
    Director / Senior Quantitative Analyst
    Bny Mellon Jan 2013 - Aug 2020
    New York, Ny, Us
    Senior quantitative analyst -- supporting fixed income derivative product trading activities. Maintain quant library, pricing/risk tools. Build treasury / corporate e-trading system.
    View
  • Bny Mellon
    Vice President
    Bny Mellon 2008 - Feb 2013
    New York, Ny, Us
    Front office quant in fixed-income derivative desk. Support trading activities, Built quant libraries, pricing tools and risk management system.
    View
  • Bny Mellon
    Intern
    Bny Mellon May 2007 - Dec 2007
    New York, Ny, Us
    VaR calculation validation in Market Risk group.
    View
  • Columbia University
    Postdoctoral Researcher
    Columbia University Jun 2005 - Aug 2006
    New York, Ny, Us
    Research of negative refractive-index of meta-material and photonic crystals
    View
  • Imra America, Inc.
    Summer Intern
    Imra America, Inc. May 2002 - Aug 2002
    Ann Arbor, Michigan, Us
    Research and development on high power, new generation fiber lasers.
    View

Kai Liu Skills

Fixed Income Derivatives Quantitative Finance Quantitative Analytics Monte Carlo Simulation Matlab C++ Financial Modeling Options Bloomberg Data Analysis Time Series Analysis Vba Sas Data Mining C# Statistical Modeling Python Java Market Risk Programming C++/cli Interest Rate Derivatives Statistics Machine Learning C Algorithms Credit Derivatives Perl Equity Derivatives Mathematical Modeling Numerical Analysis Mathematica Physics Latex Predictive Modeling Optimizations R&d Simulations Modeling Stata Fortran Econometrics Financial Engineering Stochastic Calculus Partial Differential Equations Volatility Portfolio Optimization Var Mbs

Kai Liu Education Details

  • Carnegie Mellon University
    Carnegie Mellon University
    Computational Finance
  • Rensselaer Polytechnic Institute
    Rensselaer Polytechnic Institute
    Physics
  • University Of Science And Technology Of China
    University Of Science And Technology Of China
    Computer Science

Frequently Asked Questions about Kai Liu

What company does Kai Liu work for?

Kai Liu works for Smbc Capital Markets, Inc.

What is Kai Liu's role at the current company?

Kai Liu's current role is Director at SMBC Capital Markets, Inc..

What is Kai Liu's email address?

Kai Liu's email address is ka****@****lon.com

What schools did Kai Liu attend?

Kai Liu attended Carnegie Mellon University, Rensselaer Polytechnic Institute, University Of Science And Technology Of China.

What are some of Kai Liu's interests?

Kai Liu has interest in Science And Technology, Children, Education, Health.

What skills is Kai Liu known for?

Kai Liu has skills like Fixed Income, Derivatives, Quantitative Finance, Quantitative Analytics, Monte Carlo Simulation, Matlab, C++, Financial Modeling, Options, Bloomberg, Data Analysis, Time Series Analysis.

Free Chrome Extension

Find emails, phones & company data instantly

Find verified emails from LinkedIn profiles
Get direct phone numbers & mobile contacts
Access company data & employee information
Works directly on LinkedIn - no copy/paste needed
Get Chrome Extension - Free

Aero Online

Your AI prospecting assistant

Download 750 million emails and 100 million phone numbers

Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.