Wah Tung Lau
About Wah Tung Lau
Wah Tung Lau is a Senior Quantitative Analyst specializing in model vetting at CIBC, with a background in quantitative finance and electrical engineering.
Title
Wah Tung Lau holds the position of Senior Quantitative Analyst in Model Vetting at CIBC. He has been working in this role since February 2019. His duties involve validating pricing models with a specific focus on fixed-income derivatives.
Company
Wah Tung Lau is currently employed at CIBC, a prominent financial institution based in Toronto. He has been with the company since February 2019, contributing his expertise in model vetting, especially for fixed-income derivatives.
Previous Experience
Prior to his current role, Wah Tung Lau gained experience at several institutions. He worked as a Quantitative Analyst (Intern) in Global Banking and Markets at Scotiabank for three months in 2018. He also held a research position in the Department of Physics at the University of Toronto from 2010 to 2016.
Education and Expertise
Wah Tung Lau has a strong academic background. He earned a Master's degree in Quantitative Finance from the University of Waterloo between 2017 and 2019. Additionally, he received a Doctor of Philosophy (PhD) in Electrical Engineering and a Master of Science (MS) in Electrical Engineering from Stanford University in 1970. His educational background underpins his expertise in applying advanced mathematics to financial derivatives.
Specialization in Model Vetting
Wah Tung Lau specializes in model vetting, particularly for fixed-income derivatives. Since February 2019, he has focused on validating pricing models at CIBC. His work involves using advanced mathematical techniques to ensure the accuracy and reliability of financial models.