Jian Liang is an experienced Quantitative Specialist in Finance Risk Management, currently working in Market Risk Analytics at Citi since 2021. They previously held positions including Manager at EY and Head of Liquidity Risk Management at CGME, where they provided quantitative advisory services and managed liquidity and non-trading market risks. Jian has also consulted for Illinois Business Consulting and served as a Graduate Teaching Assistant at the University of Illinois at Urbana-Champaign, where they earned a Ph.D. in Mathematics. Their expertise includes financial pricing, risk modeling, statistical modeling, and data science using tools like Python, R, and Matlab.
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