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Cheng Su Location
Charlotte, NC, US
Cheng Su Work
Managing Director, Head of Front Office Spread Quant @ (January 2017 - Present)
Executive Director, Head of Securitized Product Quantitative Research @ (August 2015 - November 2016)
Executive Director, Head of Wealth Management Modeling @ (June 2014 - July 2015)
Director, Head of Mortgage Analytics @ (May 2012 - May 2014)
Vice President, Mortgage and Interest Rate Derivative Quant @ (September 2005 - April 2012)
Cheng Su Education
Nanyang Technological University Singapore
Master of Engineering (M.Eng.) (Mechanical Engineering)
University of Science and Technology of China
Bachelor of Science (B.S.) (Mechanical Engineering)
Massachusetts Institute of Technology
PhD (Mechanical Engineering)
Cheng Su Skills
Fixed Income
Agency MBS
MBS Prepayment Modelling
Interest Rate Derivatives
C++
Microsoft Excel
VBA
Matlab
1010Data
Statistical Data Analysis
Stochastic Modeling
Wealth Management
Credit
Teaching
Modeling
Sales
Leadership
Cheng Su Summary
Cheng Su, based in Charlotte, NC, US, is currently a Managing Director, Head of Front Office Spread Quant at Wells Fargo. Cheng Su brings experience from previous roles at J.P. Morgan, Morgan Stanley, RBC Capital Markets and BNP Paribas. Cheng Su holds a Master of Engineering (M.Eng.) in Mechanical Engineering @ Nanyang Technological University Singapore. With a robust skill set that includes Fixed Income, Agency MBS, MBS Prepayment Modelling, Interest Rate Derivatives, C++ and more. Cheng Su has 3 emails and 2 mobile phone numbers on RocketReach.
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