Pan Hao
Quantitative Risk Anlyst
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolPan Hao is a quantitative risk analyst with 9 years of experience applying advanced stochastic modeling and numerical methods to interest rate and counterparty credit risk at Citigroup. He holds a PhD in Physics from Tulane, where he developed and validated quantum Monte Carlo–based functionals and large-scale statistical comparisons—skills he now leverages to build robust IR simulation, backtesting and EAD calculation frameworks. Proficient in C++ and object-oriented design, he has implemented tree, Monte Carlo and finite-difference solvers as well as Newton–Raphson routines for implied volatility, and helped design margin algorithms and netting aggregators for Basel compliance. His background in fundamental research gives him a rare depth in probabilistic modeling and statistical validation, enabling practical solutions for complex derivative products such as caps, floored rates and path-dependent exotics. Based in New York, he blends academic rigor with production-focused engineering to improve model accuracy and regulatory reporting.
9 years of coding experience
4 years of employment as a software developer
Doctor of Philosophy (PhD), Physics, Doctor of Philosophy (PhD), Physics at Tulane UniversityBachelor, Physics, Bachelor, Physics at Shanghai Jiao Tong University
English, Chinese
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (64)
hotfix9
m4a9
xposed9
tinker9
android-ui8
kotlin8
wechat8
location8
android8
aac8
palette8
reinstall8
dynamic8
player8
android-gradle-plugin7
Programming languages (5)
Github contributions (5)
pan-haos/CatHttp
Nov 2017 - Mar 2018
Contributions:3 releases, 10 commits, 7 pushes in 3 months
pan-haos/PicCategory
Aug 2017 - Aug 2017
Contributions:2 commits, 1 push, 1 branch in 5 days
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