Baichen Rong

Baichen Rong is currently an AVP at Citi, specializing in XVA Market Risk and Capital. They previously held roles at JPMorgan Chase & Co. and Huatai Securities Co., Ltd., where they structured complex equity derivatives and focused on derivative counterparty credit risk. Baichen has also been involved in various academic and leadership initiatives at Emory University and Duke University's Fuqua School of Business, where they engaged with international students and contributed to community events. An enthusiast for combining financial knowledge with machine learning, Baichen possesses strong coding skills in R, Python, SQL, Tableau, and AWS ML, and is fluent in Mandarin and English, with intermediate proficiency in German and Japanese.