Senior Modeling Manager Head Of Financial Engineering@ U.S. Bank
New York, New York, United States
Xin Qi
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Columbia University
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FlashIntel GPTXin Qi is a Rates/Mortgage Professional with 13.7 years of experience in Market Risk Coverage and Valuation. He has expertise in derivatives, risk management, R, Matlab, and VBA. Xin Qi has worked at U.S. Bank, State Street, JPMorgan Chase & Co., EY, and GE. He has held positions such as Financial Engineer, Vice President, Chief Information Officer, and Quantitative Analyst. Xin Qi is skilled in various programming languages and tools such as C/C, Python, VB, VBA/EXCEL,.NET, SQL, XML, Matlab, R, Microsoft Office Suite, and Bloomberg
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About
Rates/Mortgage Professional with FO exposure and modeling skills in Market Risk Coverage and Valuation. My product coverage includes MSR, Agency RMBS, TBA, Swaptions, Swaps, and Rates exotics.In addition, I have covered Mortgage prepayment models for mortgage valuation, various interest rate models to price exotic interest rate products and construct yield curves (multi-curve frameworks and OIS curve construction). Models: Agency prepayment model, loan level transition model, Secondary spread model, short rate models, HJM, BGM, SABR, Heston etc.Specialties: C/C++, Python, VB, VBA/EXCEL, .NET, SQL, XML, Matlab, R, Microsoft Office Suite, Bloomberg
...See MoreWork Experience
Senior Modeling Manager Head Of Financial Engineering
Financial Engineer
Banking
Xin Qi's Professional Milestones
- Vice President Chief Information Officer | Market Risk (2011-08-01~): Implementing robust risk assessment systems to mitigate potential market threats and protect businesses.
- Quantitative Analyst (2010-03-01~2011-08-01): Developing data-driven insights to optimize business performance and improve analytical processes.
Education
Masters,
Master Of Arts
2009Skill
Derivatives
Risk Management
R
Matlab
Vba
Time Series Analysis
Var
C++
Python
Model Validation
Monte Carlo Simulation
Statistical Modeling
Interest Rate Derivatives
Derivatives Pricing
Fixed Income
Quantitative Research
Optimizations
Portfolio Management
Valuation
Trading
Data Analysis
Investments
Stress Testing
Calibration
Market Risk
Stochastic Modeling
Internal Audit
Certification
Colleagues
Other Named Xin Qi
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Xin Qi works for U.S. Bank
Xin Qi's role in U.S. Bank is Senior Modeling Manager Head Of Financial Engineering
Xin Qi works in the industry of Banking
Xin Qi's colleagues are Regan Tilden,Madi Adkins,Felix ALDMAN
Xin Qi's latest job experience is Senior Modeling Manager Head Of Financial Engineering at U.S. Bank
Xin Qi's latest education in Columbia University
