Weiyu Xu
Market Risk Management Associate
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolWeiyu Xu is a market risk management professional and financial engineer with eight years of quantitative experience, currently serving as a Market Risk Management Associate at Bank of China USA after earning an MS in Financial Engineering from NYU. He has built and backtested market‑neutral strategies, implemented ENB diversification methods, and modeled complex credit and derivative exposures using Python, SQL, Excel/VBA and Black‑Scholes techniques. His work spans both trading-floor monitoring and rigorous risk governance, with hands‑on experience estimating VaR/ES via parametric and nonparametric simulations. A detail‑oriented practitioner, he combines strong quantitative foundations with practical implementation skills and a track record of improving portfolio diversification and risk assessment. Outside finance he’s an avid windsurfer, jazz bassist who performs in New York, and an independent photographer—traits that hint at disciplined practice, creativity, and a taste for performance under pressure.
8 years of coding experience
Bachelor of Science - BS, Mathematics&Statisitics, 3.7/4.0, Bachelor of Science - BS, Mathematics&Statisitics, 3.7/4.0 at 美国威斯康星大学麦迪逊分校Bachelor of Arts - BA, Applied Mathematics Major & Music Minor, 3.7/4.0, Bachelor of Arts - BA, Applied Mathematics Major & Music Minor, 3.7/4.0 at University of ConnecticutMaster of Science - MS, Financial Engineering, 3.7/4.0, Master of Science - MS, Financial Engineering, 3.7/4.0 at 美国纽约大学
Chinese, English, Japanese
Github Skills (32)
grok10
css10
http10
pi10
html10
javascript9
tauri9
documentation9
js9
web-development9
rust8
web-standards8
codex8
clash7
claude7
Programming languages (4)
Github contributions (5)
Johnson1602/obsidian-custom-minimal-theme
Jan 2021 - Mar 2021
Contributions:11 commits, 10 pushes, 1 branch in 1 month
Johnson1602/front-end-development
Aug 2020 - May 2021
This repo keeps track of my learning process of front-end development
Contributions:63 pushes, 3 branches in 9 months
reactcssjavascriptcss3front-end-development
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