Global Head Of Risk Model Methodology
CurrentRecognition: 2023 Jefferies Awards winner (Corporate)Feb 2021 - present: Global Head of Risk Model Methodology at JefferiesFeb 2020 - Feb 2021: Consultant
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@jefferies.com
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1 phone found area 646
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Tat Sang Fung, Ph.D. is listed as Global Head of Risk Model Methodology at Jefferies / Columbia University Adjunct Professor at Jefferies, based in New York, United States. AeroLeads shows a work email signal at jefferies.com, phone signal with area code 646, and a matched LinkedIn profile for Tat Sang Fung, Ph.D..
Tat Sang Fung, Ph.D. previously worked as Global Head of Risk Model Methodology at Jefferies and Adjunct Professor at Columbia University In The City Of New York. Tat Sang Fung, Ph.D. holds Phd, Mathematics from Columbia University.
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AeroLeads found 1 current-domain work email signal for Tat Sang Fung, Ph.D.. Compare company email patterns before reaching out.
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…”
Listed skills include Quantitative Finance, Derivatives, Trading Systems, Interest Rate Derivatives, and 6 others.
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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
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
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.
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Tat Sang Fung, Ph.D. works for Jefferies.
Tat Sang Fung, Ph.D. is listed as Global Head of Risk Model Methodology at Jefferies / Columbia University Adjunct Professor at Jefferies.
AeroLeads has found 1 work email signal at @jefferies.com for Tat Sang Fung, Ph.D. at Jefferies.
AeroLeads has found 1 phone signal(s) with area code 646 for Tat Sang Fung, Ph.D. at Jefferies.
Tat Sang Fung, Ph.D. is based in New York, United States while working with Jefferies.
Tat Sang Fung, Ph.D. has worked for Jefferies, Columbia University In The City Of New York, Finch Lead Inc., and Finastra.
You can use AeroLeads to view verified contact signals for Tat Sang Fung, Ph.D. at Jefferies, including work email, phone, and LinkedIn data when available.
Tat Sang Fung, Ph.D. holds Phd, Mathematics from Columbia University.
Tat Sang Fung, Ph.D. is listed with skills including Quantitative Finance, Derivatives, Trading Systems, Interest Rate Derivatives, Market Risk, Risk Management, Financial Engineering, and Mathematics.
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