Qiushi Mou is an EM desk quantitative analyst with 12 years of experience building pricing libraries, trading desk tools, and portfolio risk solutions across emerging markets rates, credit and inflation derivatives. Currently at Citi, Qiushi focuses on exotic EM credit and rates pricing while previously shaping primary market LF syndication, CLO PM strategy at Barclays and developing fair value models for complex banking-book instruments at BofA. Trained as a physicist with a PhD in condensed matter physics, Qiushi brings strong quantitative rigor and a research mindset to practical trading problems. Known for bridging model development and production tooling, he delivers solutions that tighten hedging and improve desk workflow efficiency.
11 years of coding experience
Doctor of Philosophy (Ph.D.), Condensed Matter Physics, Doctor of Philosophy (Ph.D.), Condensed Matter Physics at Arizona State University
Bachelor of Science (B.Sc.), Physics, Bachelor of Science (B.Sc.), Physics at Nanjing University
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