Wenhao Li Email & Phone Number
Who is Wenhao Li? Overview
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Wenhao Li is listed as Market Risk Senior Analyst at BMO Capital Markets, a with 5256 employees, based in Canada. AeroLeads shows a matched LinkedIn profile for Wenhao Li.
Wenhao Li previously worked as Intern, Quantitative Analytics and Reporting at Alberta Investment Management Corporation (Aimco) and Intern, Quantitative Analytics & Reporting at Alberta Investment Management Corporation (Aimco). Wenhao Li holds Master Of Engineering - Meng, Mechanical & Industrial Engineering, With Financial Engineering Certification from University Of Toronto.
Email format at BMO Capital Markets
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About Wenhao Li
Passionate about financial engineering & risk modelling. Technically proficient in Python, SQL, Power BI, MATLAB, R, Visual Basic and LaTeX. Seeking for an internship or full-time opportunity in Quantitative Finance / Risk related position. Chasing FRM & CFA Certification (FRM I passed with Top 25%).Accomplished Hon Bsc degree in Financial Modelling at Western University and currently pursuing MIE - Financial Engineering Track at the University of Toronto. I have a solid background in statistical modelling, mathematical analytical and financial modelling skills Bolstered my professional knowledge and coding skills via several financial and machine learning project studies experiences, such as Computational Risk Management, Portfolio Management, Pricing Exotic Option project, Predicting the Stock Trend project, Valuing American Option, Implementing Delta-Gamma Time-Based and Move-Based hedging strategiesGithub: http://github.com/lwh0721
Wenhao Li's current company
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Wenhao Li work experience
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Intern, Quantitative Analytics And Reporting
Intern, Quantitative Analytics & Reporting
Undergraduate Researcher
Financial Modelling Project - Pricing Exotic Options – Snowball (Utilizing Mathematical Approach)• Performed research on Snowball Option structures and analyzed the revenue scenarios outcomes based on different combinations of knock-in and knock-out options via the MATHEMATICAL analysis• Implemented Binomial Tree model and Finite Difference model to price the Snowball option; studied different models and compared accuracy and runtime performance• Simulated and computed the Snowball Option price in PYTHON, achieving 65.9% profit scenarios.• Conducted case analysis to explore the reason behind the Snowball option being popular in Mainland China for a 10-month period from Q4 2020 to Q3 2021
Quantitative Analyst Intern
• Conducted case analysis on Snowball Option for its popularity factors; studied and demonstrated the revenue scenarios with payoff equations to assist the team with the investment decision-making process • Contributed to drafting and validating the company's risk capital statements using Excel by understanding the company's risk measurement metrics and risk appetite; Visualized the monthly risk capital for different investments using Power BI • Produced an internal credit rating report on investees based on their debt structure, historical legal cases, records of breaching contracts, etc. • Assisted with the FOF projects, performed due diligence on investee's valuation procedures, historical performance, investment strategies and processes; summarized the key findings into a report for the senior leaders
Machine Learning Researcher
Predicting the Stock Trend (Utilizing Machine Learning Approach)• Collected stock prices via Python API and performed data pre-processing including data profiling and data cleaning• Developed an LSTM model to predict the short-term stock trend and achieved 2.8 lowest MSE; analyzed the effects of different activation functions
Colleagues at BMO Capital Markets
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Jeffry Sizon
Colleague at Bmo Capital MarketsGreater Vancouver Metropolitan Area, Canada
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Sooriyakumaran Thanushia
Colleague at Bmo Capital MarketsVancouver, British Columbia, Canada
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Elaine Linden
Colleague at Bmo Capital MarketsEtobicoke, Ontario, Canada
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Oiram Civecilim
Colleague at Bmo Capital MarketsToronto, Ontario, Canada
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Christina Molloy
Colleague at Bmo Capital MarketsNew York, United States
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Stephanie Tucker
Colleague at Bmo Capital MarketsHighlands, Texas, United States
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Charles Fournier
Colleague at Bmo Capital MarketsMontreal, Quebec, Canada
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Bonnie Wilson
Colleague at Bmo Capital MarketsCalgary, Alberta, Canada
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Tanya Davidson-Skelton
Colleague at Bmo Capital MarketsGreater Chicago Area, United States
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Smriti Sewak
Colleague at Bmo Capital MarketsCalgary, Alberta, Canada
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Wenhao Li education
Master Of Engineering - Meng, Mechanical & Industrial Engineering, With Financial Engineering Certification
Bachelor Of Science - Bs, Honours Specialization In Financial Modelling, A
Frequently asked questions about Wenhao Li
Quick answers generated from the profile data available on this page.
What company does Wenhao Li work for?
Wenhao Li works for BMO Capital Markets.
What is Wenhao Li's role at BMO Capital Markets?
Wenhao Li is listed as Market Risk Senior Analyst at BMO Capital Markets.
Where is Wenhao Li based?
Wenhao Li is based in Canada while working with BMO Capital Markets.
What companies has Wenhao Li worked for?
Wenhao Li has worked for Bmo Capital Markets, Alberta Investment Management Corporation (Aimco), Western University, Funanda Asset Management (Shanghai) Co.,Ltd, and Imperial College London.
Who are Wenhao Li's colleagues at BMO Capital Markets?
Wenhao Li's colleagues at BMO Capital Markets include Jeffry Sizon, Sooriyakumaran Thanushia, Elaine Linden, Oiram Civecilim, and Christina Molloy.
How can I contact Wenhao Li?
You can use AeroLeads to view verified contact signals for Wenhao Li at BMO Capital Markets, including work email, phone, and LinkedIn data when available.
What schools did Wenhao Li attend?
Wenhao Li holds Master Of Engineering - Meng, Mechanical & Industrial Engineering, With Financial Engineering Certification from University Of Toronto.
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