XIN GUO

Credit Loss Modeling, Quantitative Model Developer, SVP

Xin Guo is a candidate for a Master of Science in Mathematical Finance with a Bachelor of Science and Bachelor of Economics in Financial Mathematics. They possess expertise in derivative pricing, statistical analysis, risk management, and machine learning. Xin has held multiple roles at Citi, advancing from AVP to VP in Credit Loss Modeling as a Quantitative Model Developer, and has experience as a Risk Management Analyst Intern at Schuman Cheese. They also served as a Course Assistant for Fixed Income Securities at Rutgers University and worked as a Margin Analyst at Calypso Technology. Known for being a self-starter and adaptable, Xin thrives in both team environments and individual projects.

Location

New York City Metropolitan Area, United States

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