Yingxin ZHAO’s Email & Phone

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Yingxin ZHAO

Quantitative Analyst in Interest Rates (Transferred to New York office since Aug 2016) @ UBS Investment Bank

Yingxin ZHAO Contact Details

Location:
Greater New York City Area
Work:
Quantitative Analyst in Interest Rates (Transferred to New York office since Aug 2016) @ UBS Investment Bank
Education:
Master @ Fudan University
About:

UBS Interest Rates Quant from Apr 2011 till present Email: [email protected]

Quantitative Analyst in Interest Rates @ - Thesis on SABR wings modeling to avoid arbitrages and improve CMS pricing, implemented in Matlab - SABR calibration methodology and Excel tools jointly to caps, swaptions (incl. high strike swaptions) and CMS swaps, Gaussian copula & Power Gaussian copula calibration 

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