Michael Cheng Email & Phone Number
@rbccm.com
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Who is Michael Cheng? Overview
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Michael Cheng is listed as Quantitative Researcher at Polar Asset Management Partners Inc., a with 176 employees, based in Toronto, Ontario, Canada. AeroLeads shows a work email signal at rbccm.com and a matched LinkedIn profile for Michael Cheng.
Michael Cheng previously worked as Director, Head Quant of Commodities at Rbc Capital Markets and Director at Rbc Capital Markets. Michael Cheng holds Master Of Quantitative Finance, Quantitative Finance, 97.0/100 from University Of Waterloo.
Email format at Polar Asset Management Partners Inc.
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AeroLeads found 2 current-domain work email signals for Michael Cheng. Compare company email patterns before reaching out.
About Michael Cheng
Michael Cheng is a Quantitative Researcher at Polar Asset Management Partners Inc.. He possess expertise in quantitative finance, matlab, probability theory, quantitative analytics, statistics and 25 more skills. He is proficient in Japanese.
Listed skills include Quantitative Finance, Matlab, Probability Theory, Quantitative Analytics, and 26 others.
Michael Cheng's current company
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Michael Cheng work experience
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Director, Head Quant Of Commodities
Director
Vice President
Associate
Manager, Model Validation & Approval
- Implemented benchmark models for Asian and Basket Asian Options using (shifted) lognormal fitting method, Curran’s method and Ju’s method in both Matlab and C++- Implemented benchmark models for exotic equity derivative (local volatility) models such as Barrier Digital, Rainbow, Yield Seeker, Podium and Himalayan Options- Intensively studied and implemented Quasi-Monte Carlo (Sobol sequences) method for basket options in local volatility framework - Reviewed and replicated a grid method for CCR valuation of Monte Carlo and PDE pricing models
Financial Risk Analyst, Risk Analytics
- Developed a Matlab add-in for Excel of a multi-currency swap rate scenario generator which is calibrated to swaption prices- Intensively studied the pricing theory (Benchmark approach) under real world measure- Implemented option pricing tools under models using stochastic volatility and pure jump Lévy processes
Postdoctoral Fellow
Postdoctoral Fellow & Sessional Instructor
Colleagues at Polar Asset Management Partners Inc.
Other employees you can reach at polaramp.com. View company contacts for 176 employees →
Jin Yang
Colleague at Polar Asset Management Partners Inc.Toronto, Ontario, Canada
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Bill Peckford
Colleague at Polar Asset Management Partners Inc.Toronto, Ontario, Canada
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Oleh Yevtikhevych
Colleague at Polar Asset Management Partners Inc.Greater Toronto Area, Canada
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Christina Wang
Colleague at Polar Asset Management Partners Inc.United States
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Pantelis Isaiah
Colleague at Polar Asset Management Partners Inc.Toronto, Ontario, Canada
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Lauren Watt
Colleague at Polar Asset Management Partners Inc.Greater Toronto Area, Canada
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Gaurav Saigal
Colleague at Polar Asset Management Partners Inc.Greater Toronto Area, Canada
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Ashley Medeiros
Colleague at Polar Asset Management Partners Inc.Toronto, Ontario, Canada
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Sayed Hassan
Colleague at Polar Asset Management Partners Inc.Greater Toronto Area, Canada
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Arun V.
Colleague at Polar Asset Management Partners Inc.Greater Toronto Area, Canada
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Michael Cheng education
Master Of Quantitative Finance, Quantitative Finance, 97.0/100
Doctor Of Philosophy (Ph.D.), Pure Mathematics, 3.93/4.00
Master Of Philosophy (M.Phil.), Pure Mathematics
Bachelor Of Science (B.Sc.), Mathematics
Frequently asked questions about Michael Cheng
Quick answers generated from the profile data available on this page.
What company does Michael Cheng work for?
Michael Cheng works for Polar Asset Management Partners Inc..
What is Michael Cheng's role at Polar Asset Management Partners Inc.?
Michael Cheng is listed as Quantitative Researcher at Polar Asset Management Partners Inc..
What is Michael Cheng's email address?
AeroLeads has found 2 work email signals at @rbccm.com for Michael Cheng at Polar Asset Management Partners Inc..
Where is Michael Cheng based?
Michael Cheng is based in Toronto, Ontario, Canada while working with Polar Asset Management Partners Inc..
What companies has Michael Cheng worked for?
Michael Cheng has worked for Polar Asset Management Partners Inc., Rbc Capital Markets, Scotiabank, Manulife Financial, and University Of Waterloo.
Who are Michael Cheng's colleagues at Polar Asset Management Partners Inc.?
Michael Cheng's colleagues at Polar Asset Management Partners Inc. include Jin Yang, Bill Peckford, Oleh Yevtikhevych, Christina Wang, and Pantelis Isaiah.
How can I contact Michael Cheng?
You can use AeroLeads to view verified contact signals for Michael Cheng at Polar Asset Management Partners Inc., including work email, phone, and LinkedIn data when available.
What schools did Michael Cheng attend?
Michael Cheng holds Master Of Quantitative Finance, Quantitative Finance, 97.0/100 from University Of Waterloo.
What skills is Michael Cheng known for?
Michael Cheng is listed with skills including Quantitative Finance, Matlab, Probability Theory, Quantitative Analytics, Statistics, C++, Vba, and Microsoft Excel.
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