Liping Zhao
About Liping Zhao
Liping Zhao is a Risk Analytics Quant Analyst at Jefferies, specializing in counterparty credit risk models and favoring Python and C++ for programming tasks.
Company
Liping Zhao is currently employed at Jefferies, serving as a Risk Analytics – Quant Analyst since 2021. He is based in New York City and contributes to the Risk Analytics group. His role includes overseeing counterparty credit risk models and ensuring the full life-cycle development of these models, from methodology and design to implementation and validation.
Title
Liping Zhao holds the title of Risk Analytics – Quant Analyst at Jefferies. His professional responsibilities include developing, managing, and providing feedback on counterparty credit risk models. He plays a key role in the Risk Analytics group, focusing on model development and implementation.
Previous Professional Experience
Liping Zhao has a rich professional background with experience in multiple financial institutions. He worked at Wells Fargo as a Market Risk Consultant from 2019 to 2021 in Charlotte, North Carolina. Before that, he served as Assistant Vice President and Programmer Professional Markets at Bank of America Merrill Lynch from 2017 to 2019. He has also been a Senior Quantitative Analyst at TIAA from 2016 to 2017 and held the position of Director of Research Institute at Soochow Futures Co. in Shanghai from 2014 to 2016. Additionally, he served as a Quantitative Research Analyst at Soochow Securities Co., Ltd. from 2009 to 2013, and worked in Fixed Income Analytics at Lehman Brothers/Nomura from 2007 to 2009 in Tokyo and Shanghai.
Education and Expertise
Liping Zhao has a strong educational foundation in engineering and financial sectors. He earned a Master’s Degree in Financial Engineering from the University of Michigan in 2006 and a Master’s Degree in Electrical and Computer Engineering from Utah State University in 1997. Additionally, he completed his Bachelor's Degree in Communications from Tsinghua University in 1994. His areas of expertise include counterparty credit risk models and the application of AI to finance.
Technical Skills
Liping Zhao is skilled in using programming languages such as Python and C++ for various analytical and computational tasks. His proficiency extends to developing and managing analytics for counterparty credit risk models, ensuring they meet rigorous standards across their development life-cycle. At Jefferies, he is involved in local implementation and validation of these models.