QiShiCPC Landing

Introduction: Wenting Yang is currently a Junior Trader at Rates and Currency xVA Trading desk at Citigroup. She joined Citi in March 2019 through the quantitative analyst rotation program after completing her Master of Financial Engineering (MFE) degree at Baruch College. In her daily work, she promptly provides xVA quotes to various interest rates derivatives trades; ensures the book’s new positions are correctly marked. Besides, she supports senior traders in monitoring a large spectrum of portfolio risk exposures (IR risk, credit risk, FX risk). She not only acts as a junior trader on the desk but also as a desk quant. She helps the desk build various tools to facilitate daily analysis workflow, including pricing, portfolio managing, and market analysis. She also leads projects that collaborating with quant modelers and technology teams to help enhance model performance. She stays on the xVA trading desk after completed her first-year rotation. Before the current desk, Wenting spent her early-start rotation at Citi’s ABS modeling desk. She worked on projects like mining large datasets to improve prepayment and default risk models for auto loan and using machine learning approaches to research consumer spending behavior. Before joining Citi, she interned at Bracebridge Capital as a quantitative summer analyst. She worked directly with a rates option PM exploring trading strategy. Wenting earned her Master of Financial Engineering degree at Baruch College. She obtained her bachelor’s degree from Peking University, double major in Finance and Applied Math.

Xin Wang

Mock Interviewer | Is certified by Qishi | Charges hourly rate as 100.0 Qishi Coin A Type

Field: Sell Side Quant

Introduction: 1. Sell side quant (VP title) with 5 years of experience in CVA/XVA model validation, Interest Rates front office, and Risk Analytic group. 2. Expertise in: CVA, rates, and FX pricing model development (both in python and C++); model risk management policies and procedures; CCAR and stress testing framework. 3. Knowledge in trading and risk management system, market structure, market risk management, and different financial products. 4. Ph.D in plasma physics. Published 4 academic papers in 2 top (plasma & fusion physics) journals, Co-authored in 3 top international conferences papers.