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Jun Liu Location
Pittsburgh, PA, US
Jun Liu Work
2020 -now Director, Head of model risk for machine learning and liquidity @
2016 -2020 Manager, Model Risk @
2015 -2016 Senior Quantitative Analyst @
2014 -2015 Quantitative Risk Analyst @
2011 -2014 Associate risk officer II @
2008 -2008 Quantitative Research (Algorithm Trading), Intern @
Jun Liu Education
New York University - Leonard N. Stern School of Business
PhD (Statistics)
2006-2012
The University of Chicago
M.S (Statistics)
2004-2006
Jun Liu Skills
R/Splus
Matlab
SAS
R
Data Analysis
Statistics
Statistical Modeling
Stochastic Processes
Algorithms
Time Series Analysis
Quantitative Finance
SPSS
Research
Quantitative Analytics
Data Mining
Econometrics
Financial Modeling
Monte Carlo Simulation
Risk Management
PowerPoint
Public Speaking
Derivatives
Financial Risk
Strategic Planning
Analysis
Jun Liu Summary
Jun Liu, based in Pittsburgh, PA, US, is currently a Director, Head of model risk for machine learning and liquidity at BNY Mellon. Jun Liu brings experience from previous roles at BNY Mellon and BBVA Compass. Jun Liu holds a 2006 - 2012 PhD in Statistics @ New York University - Leonard N. Stern School of Business. With a robust skill set that includes R/Splus, Matlab, SAS, R, Data Analysis and more. Jun Liu has 2 emails and 2 mobile phone numbers on RocketReach.
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