Summary
Nick Wu is a VP of Portfolio Investments with a decade-plus track record translating complex mortgage servicing rights and market risk questions into executable valuation, hedging, and pricing strategies. He built and operated MSR hedging and stochastic OAS valuation practices for portfolios exceeding $300–400B UPB, led the shift from static to real-time synthetic pricing grids, and consistently won and priced bulk deals. Skilled in R, SAS/JMP, SQL, Tableau and advanced time-series and risk modelling, he blends hands-on analytics with strategic capital markets execution. A former academic researcher and instructor in predictive modelling, he pairs rigorous backtesting habits with a knack for simplifying models so stakeholders can act decisively. Based in Taipei with cross-border business experience, he has a rare combination of military discipline, corporate deal-making, and deep quantitative expertise that drives measurable P&L and risk outcomes.
8 years of coding experience
6 years of employment as a software developer
MBA Business Analytics Energy Finance, MBA Business Analytics Energy Finance at SMU Cox School of Business
Bachelor of Business Administration (B.B.A.) Business Administration and Management General, Bachelor of Business Administration (B.B.A.) Business Administration and Management General at National Chengchi University
Chinese, Mandarin, English, Japanese