Winston Xie is a high-skilled professional, who works in Ubs as a Director, Risk Management It Quantitative Lead since 2008. This person gained professional experience in more than eight positions at different companies. Winston Xie went to the The University of British Columbia and received education there from 1988 to 1991. San Francisco, California is the city, where the professional was known to be living. This person's e-mail and phone can be accessed through this website by request.
Name variants:
Win Xie,
Winnie Xie,
Winny Xie
Last updated Jun 25, 2024
Contact Information
Workplace
Colleagues
Work History
Director, Risk Management It Quantitative Lead
Co-led a team mandated to research, design and prototype a new, integrated firm-wide market risk and credit risk system; also reviewed and improved existing systems for potential future expo...
2008 — 2010
Vice President of Financial Engineering at Reval
1345 Avenue Of The Americas, New York, NY 10105
Reval is the leading, global provider of a scalable cloud platform for Treasury and Risk Management (TRM). Our cloud-based offerings enable enterprises to better manage cash, liquidity and f...
from 2010
Vice President, Prime Brokerage Risk It, Desk Strategist
1585 Broadway, New York, NY 10003
Lead quant for prime brokerage. Designed and built a historical VaR system for multi-asset class margin calculations and risk service to thousands of hedge funds. Integrated / validated nume...
2006 — 2008
Head of Quantitative Research and Development, North America
140 Broadway, New York, NY 10005
Headed the Analytics team from 2002 to 2006. Designed and coded pricing models (IR models with skews, implied trinomial tree with volatility smiles, copulas, simulations) for numerous exotic...
1998 — 2006
Senior Financial Engineer
680 east Swedesford Rd, Wayne, PA 19087
Renaissance merged with Infinity and later became known as SunGard Trading and Risk Systems.
1998 — 1998
Senior Financial Engineer
Implemented pricing models for path-dependent derivatives including index amortizing swaps and periodic caps/floors.
1997 — 1998
Assistant Professor, Mathematics
1156 High St, Santa Cruz, CA 95064
Researched dynamical systems, mathematical finance, econometrics, etc.
1994 — 1997
Assistant Professor, Mathematics
Minnesota
Taught year-long graduate courses: Numerical Analysis, Fluid Dynamics, etc. Published research papers.
1991 — 1994
Education
1988 — 1991
1987 — 1988
1985 — 1987
1982 — 1985
1978 — 1982
Occupations
Executive
Vice President
Director
Accountant
Finance and Accounting Specialist
Managers
Health Specialist
Certified Nurse Aide
Security
Chief Executive
Operations Manager
Accounting Bookkeeper
Bookkeeper
Nurse
Nurse Practitioner
Skills
Market Risk
Credit Risk
Financial Engineering
Trading
Swaps
Credit Derivatives
Market Data
Interest Rate Derivatives
Monte Carlo Simulation
Qualitative Research
Equity Derivatives
C++
Java
Hedging
Software Design
Microsoft Excel
Team Leadership
Options Pricing
Commodities
Statistical Modeling
Time Series Analysis
Numerical Analysis
Application Design
Matlab
Excel
Vba
R
Teaching
Academic
FAQs about Winston Xie
What's the main profession of Winston Xie?
This professional's job is Vice President of Financial Engineering at Reval
What jobs is Winston proficient at at?
Winston is a professional Executive and Vice President jobs.
Where is Winston Xie located?
The professional is located in San Francisco, California.
What is Winston Xie's email?
Winston Xie's email is wi**@reval.com.
How many companies did Winston Xie work at?
Winston Xie worked at eight jobs.
Where has Winston Xie studied?
Winston studied at the University of British Columbia from 1988 to 1991.
What languages does Winston Xie speak?
Winston Xie speaks English and Mandarin.
Are there any industries, that Winston Xie works in?
Winston Xie works in Financial Services industry.