Wei Su

Wei Su Email and Phone Number

Ph.D. FINRA SIE, 7, 63 @ RBC Capital Markets
Wei Su's Location
New York City Metropolitan Area, United States, United States
Wei Su's Contact Details

Wei Su personal email

About Wei Su

Wei Su is a Ph.D. FINRA SIE, 7, 63 at RBC Capital Markets. They possess expertise in r, c/c++, stl/template, algorithms, stochastic calculus and 16 more skills.

Wei Su's Current Company Details
RBC Capital Markets

Rbc Capital Markets

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Ph.D. FINRA SIE, 7, 63
Wei Su Work Experience Details
  • Rbc Capital Markets
    Algorithmic Quant Strategist
    Rbc Capital Markets Apr 2021 - Present
    Toronto, Ontario, Ca
    Support sales/voice traders on algo trading desk.Develop execution algorithms including TWAP, VWAP, POV and IS for FICC products including futures and US treasuries. Design TCA and Analytics reporting dashboards using Python and KDB.Lead market microstructures research and dynamic trading parameters optimization.
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  • Pimco
    Fixed Income Analyst
    Pimco Apr 2018 - Mar 2021
    Newport Beach, California, Us
    US treasury bond realtime/EOD yield curve buildingGovernment fixed income products RV trading strategy projects
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  • Hunter College
    Adjunct Assistant Professor
    Hunter College Sep 2012 - Dec 2018
    New York, Ny, Us
    View

Wei Su Skills

R C/c++ Stl/template Algorithms Stochastic Calculus Matlab Shell Scripting Advanced Calculus Time Series Analysis Data Structures Oracle Sql Asset Management Numerical Linear Algebra Financial Analysis Mathematical Programming Unix/linux Python Quantitative Research Econometrics Statistics Probability Theory

Wei Su Education Details

  • Rutgers Business School
    Rutgers Business School
    Quantative Finance
  • The Graduate Center, City University Of New York
    The Graduate Center, City University Of New York
    Physical Chemistry

Frequently Asked Questions about Wei Su

What company does Wei Su work for?

Wei Su works for Rbc Capital Markets

What is Wei Su's role at the current company?

Wei Su's current role is Ph.D. FINRA SIE, 7, 63.

What is Wei Su's email address?

Wei Su's email address is ny****@****hoo.com

What schools did Wei Su attend?

Wei Su attended Rutgers Business School, The Graduate Center, City University Of New York.

What skills is Wei Su known for?

Wei Su has skills like R, C/c++, Stl/template, Algorithms, Stochastic Calculus, Matlab, Shell Scripting, Advanced Calculus, Time Series Analysis, Data Structures, Oracle Sql, Asset Management.

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