Qiushi Mou

Qiushi Mou is a skilled quant professional with extensive experience in quantitative finance, currently serving as an EM Desk Quant at Citi since January 2023. In this role, Qiushi Mou focuses on emerging market fixed income structured trades, inflation-linked bonds, and rates derivatives, with responsibilities that include pricing model and library development. Prior experience includes positions as a Credit Quant at Barclays Investment Bank, where Qiushi Mou developed a statistical factor model for fixed income portfolios, and as a Quantitative Finance Analyst at Bank of America Merrill Lynch, where fair value option model development for fixed income portfolios was undertaken. Qiushi Mou holds a Ph.D. in Condensed Matter Physics from Arizona State University and a B.Sc. in Physics from Nanjing University.