Director, Head Quant Of Commodities
Current
Aug 2022 - Present
AeroLeads people directory · profile
Michael Cheng Email & Phone Number
Head of Commodities Quantitative Analytics at RBC Capital Markets
at
RBC Capital Markets
2 work emails found
@rbccm.com
LinkedIn matched
✓ Verified May 2026
4 data sources
Profile completeness 100%
Current company
Role
Head of Commodities Quantitative Analytics at RBC Capital Markets
Location
Toronto, Ontario, Canada
Company size
Who is Michael Cheng? Overview
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Quick answer
Michael Cheng is listed as Head of Commodities Quantitative Analytics at RBC Capital Markets at RBC Capital Markets, a company with 8684 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.
Company email context
Email format at RBC Capital Markets
This section adds company-level context without repeating Michael Cheng's masked contact details.
{first}.{last}@rbccm.com
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AeroLeads found 2 current-domain work email signals for Michael Cheng. Compare company email patterns before reaching out.
Profile bio
About Michael Cheng
Michael Cheng is a Head of Commodities Quantitative Analytics at RBC Capital Markets at RBC Capital Markets. 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.
Current workplace
Michael Cheng's current company
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Rbc Capital Markets
10 roles
Michael Cheng work experience
A career timeline built from the work history available for this profile.
Director
Jan 2019 - Jul 2022
Vice President
Jan 2017 - Dec 2018
Associate
Nov 2014 - Dec 2016
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.
Mar 2013 - Oct 2014
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
Apr 2012 - Mar 2013
Jan 2011 - Dec 2011
Postdoctoral Fellow
Jan 2011 - Aug 2011
Postdoctoral Fellow & Sessional Instructor
Sep 2010 - Dec 2010
May 2009 - Jun 2009
Team & coworkers
Colleagues at RBC Capital Markets
Other employees you can reach at rbccm.com. View company contacts for 8684 employees →
LV
Lourdes Velasquez
Colleague at Rbc Capital Markets
New York City Metropolitan Area, United States
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RG
Rajat Goyal
Colleague at Rbc Capital Markets
Toronto, Ontario, Canada, Canada
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TA
Tabindah Ahmed, Cfa
Colleague at Rbc Capital Markets
Greater Toronto Area, Canada, Canada
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RM
Ryan Marcelo
Colleague at Rbc Capital Markets
Greater Toronto Area, Canada, Canada
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CE
Craig Edgar
Colleague at Rbc Capital Markets
Summit, New Jersey, United States, United States
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SB
Steve Booker
Colleague at Rbc Capital Markets
Greater London, England, United Kingdom, United Kingdom
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SA
Steve Arthur
Colleague at Rbc Capital Markets
Toronto, Ontario, Canada, Canada
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US
Utsav Sejpal
Colleague at Rbc Capital Markets
New York City Metropolitan Area, United States
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SL
Sydney Legrow
Colleague at Rbc Capital Markets
Canada, Canada
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JA
Jon Arfstrom
Colleague at Rbc Capital Markets
United States, United States
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Lourdes Velasquez
Colleague at Rbc Capital Markets
New York City Metropolitan Area, United States
View →
RG
Rajat Goyal
Colleague at Rbc Capital Markets
Toronto, Ontario, Canada, Canada
View →
TA
Tabindah Ahmed, Cfa
Colleague at Rbc Capital Markets
Greater Toronto Area, Canada, Canada
View →
RM
Ryan Marcelo
Colleague at Rbc Capital Markets
Greater Toronto Area, Canada, Canada
View →
CE
Craig Edgar
Colleague at Rbc Capital Markets
Summit, New Jersey, United States, United States
View →
SB
Steve Booker
Colleague at Rbc Capital Markets
Greater London, England, United Kingdom, United Kingdom
View →
SA
Steve Arthur
Colleague at Rbc Capital Markets
Toronto, Ontario, Canada, Canada
View →
US
Utsav Sejpal
Colleague at Rbc Capital Markets
New York City Metropolitan Area, United States
View →
SL
Sydney Legrow
Colleague at Rbc Capital Markets
Canada, Canada
View →
JA
Jon Arfstrom
Colleague at Rbc Capital Markets
United States, United States
View →
4 education records
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
FAQ
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 RBC Capital Markets.
What is Michael Cheng's role at RBC Capital Markets?
Michael Cheng is listed as Head of Commodities Quantitative Analytics at RBC Capital Markets at RBC Capital Markets.
What is Michael Cheng's email address?
AeroLeads has found 2 work email signals at @rbccm.com for Michael Cheng at RBC Capital Markets.
Where is Michael Cheng based?
Michael Cheng is based in Toronto, Ontario, Canada while working with RBC Capital Markets.
What companies has Michael Cheng worked for?
Michael Cheng has worked for Rbc Capital Markets, Scotiabank, Manulife Financial, University Of Waterloo, and University Of Alberta.
Who are Michael Cheng's colleagues at RBC Capital Markets?
Michael Cheng's colleagues at RBC Capital Markets include Lourdes Velasquez, Rajat Goyal, Tabindah Ahmed, Cfa, Ryan Marcelo, and Craig Edgar.
How can I contact Michael Cheng?
You can use AeroLeads to view verified contact signals for Michael Cheng at RBC Capital Markets, 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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