Han Guo
About Han Guo
Han Guo is a Quantitative Analyst at Fannie Mae with extensive experience in financial modeling and risk analysis.
Title and Current Role
Han Guo is a Quantitative Analyst at Fannie Mae, located in the Washington DC-Baltimore Area. In this role, Han is involved in quantitative analysis and financial modeling, focusing on interest rate derivatives pricing models and contributing to the transition from Libor to SOFR.
Previous Positions and Experience
Han Guo has garnered extensive experience as a Quantitative Analyst in various esteemed financial institutions. Han served as a Senior Quantitative Analyst at Morgan Stanley from 2019 to 2021 in the Washington D.C. Metro Area. Prior to that, Han was a Quantitative Risk Analyst at UBS from 2017 to 2019 in the Greater New York City Area. Additionally, Han worked as a Quantitative Analysis Intern at Imagine Software for 2 months in 2017, also in the Greater New York City Area.
Educational Background
Han Guo holds a Master of Finance with a quantitative focus from the University of California San Diego, completed in 2017. Han also earned Certificates in Statistics, Mathematics, and C++ from the University of California, Berkeley in 2016. Furthermore, Han completed a Bachelor's degree with Distinction in Accounting and Finance from the University of Oklahoma, spanning three years from 2009 to 2012.
Technical Skills and Expertise
Han Guo possesses extensive expertise in quantitative financial modeling, particularly in developing models for European vanilla Libor/SOFR/FedFunds swaps, Bermudan Libor/SOFR cancellable swaps, and American/European Swaptions. Additionally, Han has implemented interest rate derivatives pricing models on AWS. Proficient in programming languages and tools such as R, Python, Matlab, C++, Excel, Bloomberg, and SQL, Han brings a diverse skill set to the field.
Languages and Communication
Han Guo is bilingual, fluent in both English and Mandarin. This ability enhances Han's communication skills and enables effective collaboration in a global financial environment.