Si Wu

Si Wu is a seasoned quantitative developer and analyst currently serving as a Senior Quantitative Developer at Numerix since August 2023. Prior to this role, Si Wu spent a decade at FINCAD, where responsibilities included managing core analytics and performing advanced quantitative analyses such as convertible bond valuation and model calibration, quanto valuation, and XVA. Previous positions encompassed roles as a Quantitative Analyst and Associate Quantitative Analyst, focusing on volatility cube calibration, option pricing, and FX volatility surface calibration. Si Wu's academic background includes a Ph.D. in Physics from the University of Arizona and a B.Sc. in Physics from the University of Science and Technology of China, alongside postdoctoral research at the University of Toronto, which involved advanced simulations and analytical studies of condensed matter systems.