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Jun Liu Location
Pittsburgh, PA, US
Jun Liu Work
Director, Model Risk Managment @ (October 2020 - Present)
Director, Head of model risk for machine learning and liquidity @ (October 2020 - Present)
Manager, Model Risk @ (February 2015 - October 2020)
Quantitative Risk Analyst @ (February 2014 - February 2015)
Manager, Model Risk @ (July 2016 - October 2020)
Associate risk officer II @ (December 2011 - February 2014)
Senior Quantitative Analyst @ (February 2015 - July 2016)
Quantitative Research (Algorithm Trading), Intern @ (February 2008 - August 2008)
Jun Liu Education
NYU 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, Model Risk Managment at BNY Mellon. Jun Liu brings experience from previous roles at BNY Mellon. Jun Liu holds a 2006 - 2012 PhD in Statistics @ NYU Stern School of Business. With a robust skill set that includes R/Splus, Matlab, SAS, R, Data Analysis and more. Jun Liu has 1 emails and 2 mobile phone numbers on RocketReach.
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