Shanshan D.
About Shanshan D.
Shanshan D. is a Developer with extensive experience in financial modeling and quantitative analysis, currently working at Laurion Capital Management LP since 2014. She specializes in the SABR volatility model and has a strong background in programming and system development for trading applications.
Work at Laurion Capital Management
Shanshan D. has been employed at Laurion Capital Management LP as a Developer since 2014. Over the course of ten years, Shanshan has contributed to various projects within the firm, focusing on the SABR volatility model and yield curve building. This work is particularly relevant to option pricing and interest rate derivatives, showcasing Shanshan's specialized skill set in financial modeling.
Current Role at Barclays Capital
In addition to her role at Laurion Capital Management, Shanshan D. has been working at Barclays Capital as a Quantitative Developer since 2011. With over thirteen years of experience in this position, she applies her expertise in quantitative analysis to develop solutions that support trading strategies and risk management.
Previous Experience in Software Development
Before joining Laurion Capital Management, Shanshan D. worked as a Software Developer at Interactive Brokers from 2007 to 2011. During this four-year period, she focused on developing high-frequency low-latency trading systems for cash equities and equity options, utilizing C++ and Linux. Earlier in her career, she also worked at ZTE as a Software Developer from 2001 to 2003.
Education and Expertise
Shanshan D. holds a Master of Science degree in Applied Mathematics from The University of Georgia, where she studied from 2003 to 2007. She also studied at Southeast University. Her educational background complements her technical skills, which include proficiency in Perl and Shell scripting, as well as Excel/VBA for financial modeling and analysis.