Yunhai (Leo) Gong - Senior Quantitative Finance Analyst

Talk to sales Try for Free

Yunhai (leo) gong

New York City Metropolitan Area

+91 xxxx xxxxx

[email protected]

2000 followers

Timeline
Aug 2011 - Jul 2013
Equity Research Analyst
China Minsheng Banking Corp.ltd
May 2015 - Jul 2016
Quantitative Analyst
Bank of America Merrill Lynch
Aug 2016 - Dec 2017
Risk Analyst
摩根大通集团
Current Company
Dec 2017 - now
Senior Quantitative Finance Analyst
Bank of America Merrill Lynch
About me
Senior Quantitative Finance Analyst
Education
- 湖南大学
  -
  Bachelor of science in finance finance and financial management services
- Cornell university
  -
  Master of science - ms
- 湖南大学
  -
  Bachelor of engineering in thermal energy and power engineering thermal energy and power engineering
- Stevens institute of technology
  -
  Master of engineering (m.eng.) financial engineering
Experience
- China minsheng banking corp.ltd
  Aug 2011 - Jul 2013
  Equity research analyst
- Bank of america merrill lynch
  May 2015 - Jul 2016
  Quantitative analyst
- 摩根大通集团
  Aug 2016 - Dec 2017
  Risk analyst
- Bank of america merrill lynch
  Dec 2017 - now
  Senior quantitative finance analyst
  End-to-end developed the initial Full Revaluation VaR framework for all credit products (CDS, CDSI, CDSIO, Tranche, Bond, Bond ETF) with all credit risk factors.Developed the Quantitative Impact Study platform for FRTB IMA calculation with ES, DRC, and NMRF.Designed the new Hybrid VaR Methodology in Full Revaluation VaR framework with Monte Carlo Simulation.
Licenses & Certifications
- Graduate certificate in financial risk engineering
  Stevens institute of technology
Volunteer Experience
- Leader
  Issued by Volunteer Association in College of Mechanical Engineering on Jun 2008
  Associated with Yunhai (Leo) Gong