Yu Wen
Quantitative Analyst, Vice President
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolYu Wen is a Vice President and quantitative analyst at Citi with 13 years of experience building production-grade pricing, risk and analytics systems for securitized products. He combines hands-on Python, MATLAB and C++ development with front-office delivery—shipping Excel add-ins, web applications, and model executables used in daily trading and monthly regulatory runs. His background spans model development, validation and implementation verification across S&P Global, Credit Suisse and Citi, with deep domain expertise in ABS, CLOs and capital modeling (Basel/CCAR). An active educator, he also teaches quantitative risk and market microstructure at Columbia and Baruch, translating complex models into practical classroom and tooling guidance. Notably, he has a track record of turning prototype analytics into robust production engines and accelerating testing workflows through automation.
13 years of coding experience
6 years of employment as a software developer
Master of Science (MS) Financial Engineering, Master of Science (MS) Financial Engineering at Baruch CollegeHigh School, High School at High School Attached to Northeast Normal University
English, Chinese
Github Skills (29)
timestamp10
async9
python9
elastic-apm9
job-queue9
task-queue9
apache-kafka8
django8
flask8
django-rest-framework8
rq8
kafka8
datetime8
redis8
elastic5
Programming languages (5)
Github contributions (5)
adamwen829/adamwen829.github.io
Jan 2018 - Oct 2019
Contributions:15 commits, 32 pushes in 1 year 9 months
adaaaamwen/instapush-py
Oct 2014 - Aug 2015
a Python wrapper for the Instapush API.
Contributions:6 commits, 1 push, 3 comments in 9 months
python
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