Lei Xu's Location
New York, New York, United States
Lei Xu's Work
- SVP, Stress testing and balance sheet modeling @ PNC
- Risk Modeling Lead @ GECAS
- VP, Quant Research @ J.P. Morgan
- VP, Senior Quantitative Interest-Rate Risk Analyst @ PNC
- Supervisor, Audit Model Risk Senior, @ Freddie Mac
- VP and Senior Lead Analyst @ JPMorgan Chase & Co.
Lei Xu's Education
- University of Washington
M.S. (Industrial Engineering)
2002 - 2003 - Tsinghua University
M.S (Aumation, Management & Decision science)
1995 - 2002 - University of Washington
Doctor of Philosophy (Ph.D.) (Statistics)
Lei Xu's Skills
- SAS
- Financial Modeling
- Financial Risk
- Risk Management
- Derivatives
- Portfolio Management
- Statistical Modeling
- Credit Risk
- Valuation
- Fixed Income
Lei Xu's Summary
Lei Xu, based in New York, New York, United States, is currently a SVP, Stress testing and balance sheet modeling at PNC, bringing experience from previous roles at GE Capital Aviation Services (GECAS), J.P. Morgan, PNC Financial Services Group and Freddie Mac. Lei Xu holds a 2002 - 2003 M.S. in Industrial Engineering @ University of Washington. With a robust skill set that includes SAS, Financial Modeling, Financial Risk, Risk Management, Derivatives and more, Lei Xu contributes valuable insights to the industry. Lei Xu has 3 emails on RocketReach.
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