Ye Luo is currently a VP - Rates Quant at TD Securities, where they focus on yield curve, volatility, and term structure model development in C++. They previously worked as a Quantitative Analyst at Lincoln Financial Group from 2019 to 2022, specializing in stochastic volatility models for equity derivatives and development of trading tools. Ye also gained experience as a Financial Engineering Intern at Numerix in 2018-2019. They hold a Master of Science in Mathematical Finance from Rutgers University and are pursuing a Bachelor of Science in Engineering at the University of North Carolina at Chapel Hill.
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