Peng He Location
- Chicago, IL, US
Peng He Work
- 2016 -now Vice President @
- 2013 -now Adjunct Professor @ IIT Business School
- 2015 -2016 Senior Quantitative Developer @
- 2014 -2015 Senior Consultant @
- 2008 -2013 Senior Software Developer\Head of Option Quantitative Research @
Peng He Education
- University of Illinois Chicago
Ph.D (Financial Mathematics)
2001-2007 - University of Illinois Chicago
Master's Degree (Computer Science)
1999-2001 - Wuhan University
B.Sc (Chemistry)
1989-1993
Peng He Skills
- Trading Systems
- Equities
- Options
- Volatility
- Backtesting
- Quantitative Research
- Electronic Trading
- Trading
- Quantitative Finance
- Financial Engineering
- Derivatives
- Hedge Funds
- Option Pricing Models
- Statistical Modeling
- Numerical Analysis
- C++
- Matlab
- C/C++ STL
- Quantitative Investing
- Hedging
- Statistical Arbitrage
- Monte Carlo Simulation
- Portfolio Management
- Fixed Income
- Leadership
- Higher Education
- Sales
- Strategic Planning
- Research
Peng He Summary
- Peng He, based in Chicago, IL, US, is currently a Vice President at Bank of America. Peng He brings experience from previous roles at IIT Business School, Td Securities USA Inc, JPMorgan Chase and ITG Derivatives. Peng He holds a 2001 - 2007 Ph.D in Financial Mathematics @ University of Illinois Chicago. With a robust skill set that includes Trading Systems, Equities, Options, Volatility, Backtesting and more. Peng He has 3 emails and 2 mobile phone numbers on RocketReach.
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