Head of Core Analytics @ (April 2020 - March 2022)
Senior Manager, Quantitative Framework @ (April 2018 - March 2020)
Manager, Quantitative Framework @ (August 2015 - March 2018)
Manager, Quantitative Research @ (July 2013 - July 2015)
Quantitative Analyst, Quantitative Research @ (April 2013 - June 2013)
Junior Quantitative Analyst, Quantitative Research @ (June 2011 - March 2013)
Senior Analyst, Model Vetting Services @ (August 2010 - May 2011)
Analyst Intern, Global Corporate Securities @ (January 2010 - April 2010)
Eric Peng Education
University of Toronto
Master of Mathematical Finance
2009-2010
The University of British Columbia
Bachelor of Science (Mathematics and Statistics)
2004-2009
Eric Peng Skills
Quantitative Finance
Derivatives
Monte Carlo Simulation
C++
R
Matlab
Python
Microsoft Excel
LaTeX
Financial Modeling
Stochastic Calculus
Data Analysis
Numerical Analysis
Equities
Portfolio Management
Quantitative Research
Statistics
Statistical Modeling
Fixed Income
Risk Management
Time Series Analysis
Quantitative Analytics
Options
Financial Risk
Capital Markets
FX Options
Management
Sales
Eric Peng Summary
Eric Peng, based in Vancouver, BC, CA, is currently a Senior Vice President, Core Analytics at Numerix. Eric Peng brings experience from previous roles at FINCAD. Eric Peng holds a 2009 - 2010 Master of Mathematical Finance @ University of Toronto. With a robust skill set that includes Quantitative Finance, Derivatives, Monte Carlo Simulation, C++, R and more. Eric Peng has 3 emails and 1 mobile phone numbers on RocketReach.
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