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Kai Gu Location
New York, NY, US
Kai Gu Work
Quant @ (August 2021 - Present)
Vice President @ (September 2017 - August 2021)
Quant @ (July 2014 - August 2017)
Associate Desk Strats @ (January 2014 - July 2014)
Quantitative Developer @ (December 2010 - January 2014)
Kai Gu Education
Fudan University
BS
The Graduate Center, City University of New York
Ph.D
Kai Gu Skills
interest rate model
Monte Carlo Simulation
Interest Rate Derivatives
Matlab
Numerical Analysis
R
Mathematica
Quantitative Analytics
Fortran
Quantitative Finance
C++
VBA
Simulations
Algorithms
SAS
Statistics
High Performance Computing
Data Analysis
Derivatives
Financial Modeling
Rates
Kai Gu Summary
Kai Gu, based in New York, NY, US, is currently a Quant at Tilden Park Capital Management LP. Kai Gu brings experience from previous roles at Citi, Barclays Investment Bank, One William Street Capital and Bloomberg LP. Kai Gu holds a BS @ Fudan University. With a robust skill set that includes interest rate model, Monte Carlo Simulation, Interest Rate Derivatives, Matlab, Numerical Analysis and more. Kai Gu has 2 emails and 3 mobile phone numbers on RocketReach.
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