Reggie Xu, Cfa, Frm
About Reggie Xu, Cfa, Frm
Reggie Xu is a Trader and Risk Manager with expertise in pricing and modeling options. He has a strong educational background in finance and computer science, and has worked in various quantitative roles at Security Benefit and Milliman.
Current Role at Milliman
Reggie Xu serves as a Trader and Risk Manager at Milliman, a position he has held since 2019. In this role, he focuses on managing risk and executing trading strategies within the Greater Chicago Area. His expertise includes the development and implementation of hedging strategies for financial products such as Fixed Index Annuities (FIA) and Variable Annuities (VA).
Previous Experience at Security Benefit
Reggie Xu has extensive experience at Security Benefit, where he worked in various capacities from 2015 to 2019. He began as a Quantitative Analyst Intern for four months in 2015, followed by a two-year tenure as a Quantitative Analyst from 2015 to 2017. He then progressed to the role of Quantitative Trader, where he worked from 2017 to 2019. His work involved quantitative analysis and trading strategies.
Educational Background
Reggie Xu has a strong educational foundation in finance and computer science. He earned a Bachelor's degree in Finance from Southwestern University of Finance and Economics from 2009 to 2013. He then pursued a Master's degree in Mathematical Finance at the Illinois Institute of Technology from 2013 to 2015. Furthering his education, he completed a Master's degree in Computer Science at the Georgia Institute of Technology from 2021 to 2023. He also holds a High School Diploma from Chengdu Shude High School, obtained from 2006 to 2009.
Expertise in Financial Modeling
Reggie Xu is recognized for his expertise in pricing and modeling various financial instruments, particularly vanilla and exotic options, including Asian, Cliquets, Lookback, and Digital options. He employs advanced numerical methods such as Monte Carlo simulations and finite difference methods for quantitative modeling. Additionally, he is proficient in stochastic volatility modeling techniques, including Heston and Bates models.
Technical Skills and Programming Proficiency
Reggie Xu possesses strong technical skills in programming languages and software tools essential for quantitative finance. He is proficient in MATLAB, Python, SQL, Bloomberg, Numerix, and FinCAD. His programming expertise supports his work in quantitative analysis, risk management, and trading strategies.