2020 -
now Principal, CLO Portfolio Management, Quant @
2017 -
2020 Associate @
2016 -
2017 AVP, Counterparty risk Analyst @
2014 -
2016 Senior Derivatives Analyst @
2012 -
2013 Financial Model Validation Engineer @
Chen Wei Education
Worcester Polytechnic Institute 2013
-
2014
Rutgers University 2010
-
2012
Beijing University of Chemical Technology 2006
-
2010
Chen Wei Skills
Mathematics
R
Alerts
Comparison
Jersey
Economics
Execution
Prototype
C
Portfolio
Materials Science
Chemical Technology
Valuation
Matlab
Interfaces
Portfolio Management
Stochastic Methods
Sun Microsystems
Derivatives
New York
Swaps
Microsoft SQL Server
Bloomberg
ABS
Capital Markets
Finance
Tests
Time Series Analysis
Counterparty
SAS
Quality Assurance
Reports
Engineering
Numeric
Equities
Kernel
Artificial Intelligence
Functional Analysis
Volatility
Stocks
Testing
Microsoft Excel
Stress
VBA
Rate
APIs
Model Validation
Asset
China
Platforms
Quantitative Finance
SQL
Swaptions
Computational Finance
Delta
Quantitative Research
Trading
Science
Conceptual Modeling
Analytics
Calibration
Summit
Convertible
Total Return Swaps
Currency
Automatic
Analysis
Securities
Yield
Beijing
Databases
Chen Wei Summary
Chen Wei, based in New York, NY, US, is currently a Principal, CLO Portfolio Management, Quant at Blackstone. Chen Wei brings experience from previous roles at Merrill Lynch, Bank of America Merrill Lynch, Sun Life Financial and Numerix. Chen Wei holds a 2013 - 2014 Worcester Polytechnic Institute. With a robust skill set that includes Mathematics, R, Alerts, Comparison, Jersey and more. Chen Wei has 2 emails on RocketReach.
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