Yu Fu is an SVP and senior quantitative lead analyst with 12 years of experience applying advanced mathematical finance and data engineering to fixed income, equity and private market portfolios. Proficient in Python, SQL and R, he has built stress and cash-flow projection models, fund transfer pricing and correlated default frameworks that inform ALM, risk limits and strategic capital allocation. He has driven equity factor research for a $5B portfolio and modeled stress losses across private equity and credit, bridging trading desk needs with enterprise risk governance. Comfortable in both banking and buy-side environments, he combines hands-on coding with stakeholder-facing analytics to translate complex models into actionable management insights. Based in Boston, his background in mathematical finance and rigorous quantitative modeling makes him adept at turning large, messy datasets into decision-ready risk signals.
12 years of coding experience
7 years of employment as a software developer
Master of Science (M.S.) Mathematical Finance, Master of Science (M.S.) Mathematical Finance at Questrom School of Business, Boston University
Bachelor of Science (BS) Mathematics, Bachelor of Science (BS) Mathematics at University of Illinois Urbana-Champaign
Contributions:123 commits, 21 pushes, 4 comments in 2 years 5 months
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