Tat Sang Fung, Ph.D.

Tat Sang Fung, Ph.D. Email and Phone Number

Global Head of Risk Model Methodology at Jefferies / Columbia University Adjunct Professor @ Jefferies
Tat Sang Fung, Ph.D.'s Location
New York, New York, United States, United States
Tat Sang Fung, Ph.D.'s Contact Details

Tat Sang Fung, Ph.D. work email

Tat Sang Fung, Ph.D. personal email

Tat Sang Fung, Ph.D. phone numbers

About Tat Sang Fung, Ph.D.

Area of expertise: Quantitative Finance, Risk Model Methodology and MathematicsInvestment Bank Senior Vice PresidentAdjunct professor at Columbia University in parallel since 2006Quant team manager with 26 years of Treasury and Capital Markets vendorInsights Discovery Personality Profile Report describes Tat as:“logical, analytical, ingenious thinker, long-range planner, good at anything that requires rapid reasoning, good problem solver, practical, gifted in natural marketing and selling, quick to spot opportunity, dependable, able to get things done, action oriented, resourceful…”

Tat Sang Fung, Ph.D.'s Current Company Details
Jefferies

Jefferies

View
Global Head of Risk Model Methodology at Jefferies / Columbia University Adjunct Professor
Tat Sang Fung, Ph.D. Work Experience Details
  • Jefferies
    Global Head Of Risk Model Methodology
    Jefferies Feb 2020 - Present
    New York City, New York, Us
    Recognition: 2023 Jefferies Awards winner (Corporate)Feb 2021 - present: Global Head of Risk Model Methodology at JefferiesFeb 2020 - Feb 2021: Consultant
    View
  • Columbia University In The City Of New York
    Adjunct Professor
    Columbia University In The City Of New York Jan 2006 - Present
    New York, Ny, Us
    2021 Jan - present: Adjunct Professor (Graduate School of Arts and Sciences)2006 - 2020: Adjunct Assistant Professor (Graduate School of Arts and Sciences)Teaching Graduate Course: GR5030 (formerly G6071) Numerical Methods in Finance, every Spring semester. Typical class size = 100Teaching/Taught also Probability and Statistics classes for Statistics department / Columbia data Science Institute
    View
  • Finch Lead Inc.
    President And Senior Advisor
    Finch Lead Inc. Aug 2019 - Present
  • Finastra
    Senior Manager, Senior Principal, Head Of Financial Engineering Quant And Structuring
    Finastra Jun 1996 - Jun 2019
    Paddington, London, Gb
    Quantitative Finance, Risk Management Methodology, Mathematics- Lead a team of quants to overcome Quant challenges- Front, Middle office, Risk Management (Summit) product manager- Create, evolve modules with product management roadmap- Regularly help winning deals- Protect business line annual revenue - Functionality owner of IR, FX, Equity, Fixed income, inflation, structured products front (valuation, positions, conventional measures like modified duration, conv adj) and middle (risk management, limits). Worked closely across teams to ensure success- Product / module leading effort and responsibility: FRTB, IBOR and RFR alternatives evolution (SOFR, ESTER, SONIA, and more), multi-curve/ OIS/Fed Fund discounting module, CVA/DVA/FVA/XVA initiatives, Summit curve generations and interpolations, Summit pricing models, hedge functionality (real time or report based), positions, FAS133/IAS39 Effectiveness test modeling, VaR, credit risk, market risk, AAD studies, Explanatory Profit and Loss, model validation.
    View

Tat Sang Fung, Ph.D. Skills

Quantitative Finance Derivatives Trading Systems Interest Rate Derivatives Market Risk Risk Management Financial Engineering Mathematics Numerical Analysis Capital Markets

Tat Sang Fung, Ph.D. Education Details

  • Columbia University
    Columbia University
    Mathematics
  • The University Of Hong Kong
    The University Of Hong Kong
    Mathematics
  • Wah Yan College, Kowloon
    Wah Yan College, Kowloon

Frequently Asked Questions about Tat Sang Fung, Ph.D.

What company does Tat Sang Fung, Ph.D. work for?

Tat Sang Fung, Ph.D. works for Jefferies

What is Tat Sang Fung, Ph.D.'s role at the current company?

Tat Sang Fung, Ph.D.'s current role is Global Head of Risk Model Methodology at Jefferies / Columbia University Adjunct Professor.

What is Tat Sang Fung, Ph.D.'s email address?

Tat Sang Fung, Ph.D.'s email address is ta****@****ail.com

What is Tat Sang Fung, Ph.D.'s direct phone number?

Tat Sang Fung, Ph.D.'s direct phone number is +164628*****

What schools did Tat Sang Fung, Ph.D. attend?

Tat Sang Fung, Ph.D. attended Columbia University, The University Of Hong Kong, Wah Yan College, Kowloon.

What skills is Tat Sang Fung, Ph.D. known for?

Tat Sang Fung, Ph.D. has skills like Quantitative Finance, Derivatives, Trading Systems, Interest Rate Derivatives, Market Risk, Risk Management, Financial Engineering, Mathematics, Numerical Analysis, Capital Markets.

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.