Shuo Liu Frm

Shuo Liu, FRM has a diverse work experience spanning over several years. Currently, they hold the position of Vice President at One William Street Capital, starting in 2022. Prior to this, from 2013 to 2022, they worked at CME Group, where they held various roles including Manager Quantitative Risk Development, Senior Quantitative Risk Management Associate, System Engineer III, and Consultant. At CME Group, they played a significant role in implementing risk analytics systems, building quantitative risk libraries, and developing the SPAN2 model.

Before joining CME Group, Shuo Liu worked as a Research Assistant at The University of Chicago Booth School of Business in 2012, where they focused on pricing and calibration codes and analyzed high-frequency futures and options data. They also worked as a Software Development Intern at Gator Trading Partners LLC, where they collaborated on designing and building proprietary options market-making software in the Natural Gas market.

Shuo Liu's other experiences include working as a Project intern at Belvedere Trading, LLC, where they studied VIX replication; working on a Quantitative Trading Strategy design project at The University of Chicago; participating in a project on Efficient Pricing of American Options on Assets with Discrete Dividends at Spot Trading LLC; and interning at China Securities Journal.

Shuo Liu's earliest work experience dates back to their time at Queen's University, where they worked as a Research Assistant/Teaching Assistant from 2008 to 2011.

Shuo Liu, FRM, has a strong educational background in the field of mathematics and physics. In 2004, they began their undergraduate studies at the University of Science and Technology of China, where they earned a Bachelor of Science (BS) degree in High Energy Physics in 2008. Shuo then pursued further academic achievements and completed a Master of Science (MSc) degree in Particle Astrophysics at Queen's University from 2008 to 2011. Following this, Shuo attended the University of Chicago from 2011 to 2012, where they obtained a Master of Science (MS) degree in Financial Mathematics.

In addition to their formal education, Shuo Liu has also obtained the Certified Financial Risk Manager (FRM) certification from the GARP FRM Program in February 2019, demonstrating their expertise in financial risk management.