Michael Chu currently serves as Assistant Director at ISDA since March 2023, focusing on Standard Initial Margin Model (SIMM) calibration, backtesting, and maintenance. Prior to this role, Michael was a Quantitative Analyst at OMNI Risks Management from March 2022 to March 2023, engaging in on-site consultancy at Société Générale, where key projects included model development for Risks Not in SIMM and margin breach investigations. Michael's early experience includes working as an Undergraduate Research Assistant at the University of California, Davis, specializing in neural network calibration, and serving as a Student Tutor for Calculus and Economics. Michael holds a Master of Science in Mathematics in Finance from New York University and a Bachelor's degree in Mathematics and Economics from the University of California, Davis.
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