Yuting Wei Email & Phone Number

Risk Capital Analytics

Chicago

Quantitative Risk Analytics; Margin and Risk Methodology; Equity Option Pricing Models; Stress Test and Clearing Fund Methodology.

Greater New York City Area

Risk-Reducing Strategies to Minimize Counterparty Risk, FDIC Fees and Funding Cost of Collaterals Posting; SIMM (Standard Industry Margin Model) for Non-Cleared Derivatives; IA (Independent Amount) Methodology and Forward IA Modeling;

Greater New York City Area

Risk-Based Margin Methodologies across Equity, Credit, CDX, Fixed Income, Commodity, and FX Products for Prime Brokerage Business; Risk Management Methodology; Risk and Margin System Developments

Greater New York City Area

Development of Risk Management Systems to Support Global Equity Derivative Trading Desk;