Jerrie Yang has a strong background in risk analysis and modeling, starting as a Risk Analyst at Newedge Group from January 2010 to May 2014. Currently, Jerrie serves as the AVP of Derivatives, FX Risk, and Risk Modeling at MetLife since May 2014. Jerrie holds a Master’s degree in Computational Finance from Carnegie Mellon University - Tepper School of Business, completed in 2009, and was a PhD Candidate in Mathematics at the State University of New York at Buffalo from 2006 to 2008.
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