Tinglu Xu, CFA, FRM

Business Analyst

London, England, United Kingdom15 yrs 11 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in quantitative finance and risk management.
  • Proven track record in developing multi-factor models.
  • Strong background in financial engineering and Solvency II solutions.
Stackforce AI infers this person is a quantitative finance expert with a focus on risk management in the financial services industry.

Contact

LinkedIn

Skills

Core Skills

Market RiskQuantitative AnalyticsRisk ManagementPortfolio ManagementFinancial EngineeringMonte Carlo Simulation

Other Skills

Solvency IIParameter CalibrationDerivativesFixed IncomeCredit RiskValuationFinancial ModelingFinanceInvestmentsPythonC++MatlabRLinuxVBA

Experience

Citadel

Portfolio Construction and Risk

Feb 2018 – Present · 8 yrs 1 mo · London, United Kingdom

  • Equity Market Risk
  • Multi-factor model
Market RiskQuantitative AnalyticsRisk ManagementPortfolio Management

Axioma inc. (now part of qontigo)

Implementation Manager

Jul 2015 – Feb 2018 · 2 yrs 7 mos · London

  • Multi-Asset Class Risk Management.
Risk ManagementPortfolio Management

Ibm risk analytics

Senior Consultant, Financial Engineering

Oct 2012 – Jun 2015 · 2 yrs 8 mos · London, United Kingdom

  • Enterprise Risk Management. (Banking)
  • Solvency II solution. (Insurance)
Financial EngineeringRisk ManagementSolvency II

Algorithmics

Financial Engineer

Aug 2010 – Oct 2012 · 2 yrs 2 mos · London, United Kingdom · On-site

  • SME on Risk Engine for Sell-Side solution. (market risk, counterparty credit risk)
  • Parameter calibration for Monte Carlo simulation.
  • Implement and validate stress test scenarios.
  • Algorithmics was acquired by IBM in Oct., 2012
Risk ManagementMonte Carlo SimulationParameter Calibration

La china capital

Summer Analyst

Jun 2008 – Oct 2008 · 4 mos · Dalian, China

  • Financial Consultancy

Axa wealth management

Portfolio Consultant Intern

Jan 2008 – Feb 2008 · 1 mo · 香港

  • Financial Planning Consultant

Education

Imperial College London

Master's Degree — Finance

Jan 2009 – Jan 2010

WorldQuant University

Master's degree — Financial Engineering

Jan 2019 – Jan 2021

University of Oxford

Short Courses — Mathematical Finance

Jan 2012 – Jan 2012

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