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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 @
2007 -2008 Senior Software Developer and Head of Quantitative Research @ LogicBox Trading LLC
2006 -2007 Senior Quantitative Analyst @ GBar
2004 -2005 Quantitative Analyst, Specialist @
2001 -2003 Quantitative Developer @ Tahoe Trading
Peng He Education
University of Illinois Chicago
Ph.D (Financial Mathematics)
2001-2007
University of Illinois at 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 3 mobile phone numbers on RocketReach.
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