Guoyuan Liu

Guoyuan (Leo) Liu is a seasoned professional with extensive experience in quantitative analysis and software development, currently serving as a Senior Python Developer at AllianceBernstein since July 2018, where responsibilities include developing a fixed income strategy back testing platform and a systemic alpha generation platform using Spark. Prior to that, Liu was a Senior Quantitative Analyst/Consultant at Citi, focusing on equity derivatives pricing and implementing regression libraries using C++. Liu also held a position as a Senior Quantitative Analyst at RBC Capital Markets, contributing to PPNR challenge models for CCAR, and worked as a Quantitative Analyst at the International Monetary Fund, developing applications and toolkits for bank surveillance. Liu holds a Ph.D. in Applied Mathematics from the University of Maryland and a B.E. in Chemistry from Shanghai Jiao Tong University.