Chris Jiang Email & Phone Number
Quantitative Modelling Lead @ Barclays
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Chris Jiang Location
- New York, NY, US
Chris Jiang Work
- 2022 -now Quantitative Modelling Lead @
- 2020 -2022 Senior Vice President @
- 2017 -2020 Manager, Model Risk Management @
- 2016 -2017 Senior Statistical Modeler @
- 2014 -2016 Quantitative analyst @
Chris Jiang Education
- Illinois Institute of Technology
Doctor of Philosophy (PhD) (Quantitative Finance)
2010-2016 - North Dakota State University
Master of Science (M.S.) (Statistics)
2007-2009 - Huazhong University of Science and Technology
Bachelor's degree (Finance, General)
2002-2006
Chris Jiang Skills
- R
- Statistics
- Quantitative Analytics
- Derivatives
- Machine Learning
- Mathematical Modeling
- Financial Modeling
- Portfolio Management
- Fixed Income
- Econometrics
- Economics
- Market Risk
- Risk Management
- Credit Risk
- Matlab
- VBA
- SAS
- C++
- EViews
- SPSS
- Bloomberg
- SQL
- Visual Basic for Applications (VBA)
- Python (Programming Language)
- Quantitative Finance
- Monte Carlo Simulation
- Stochastic Calculus
- Financial Engineering
- VAR
- Time Series Analysis
- Trading Strategies
- PDE
Chris Jiang Summary
- Chris Jiang, based in New York, NY, US, is currently a Quantitative Modelling Lead at Barclays. Chris Jiang brings experience from previous roles at Citi, HSBC, PayNet, an Equifax Company and Efficient Capital Management LLC. Chris Jiang holds a 2010 - 2016 Doctor of Philosophy (PhD) in Quantitative Finance @ Illinois Institute of Technology. With a robust skill set that includes R, Statistics, Quantitative Analytics, Derivatives, Machine Learning and more. Chris Jiang has 2 emails and 2 mobile phone numbers on RocketReach.
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