Born in April 1962, Guangzhou. He graduated with a BS degree from SCUT in 1983. In 1985, he entered CCNY’s master program in Chemical Engineering and Computer Science.
He started his Wall Street career in 1989 when began working in the Equity Research at PaineWebber. For the next seven years, he met and worked with some very talented people in the investment banking world. A lot of details are discussed in “Wall Street Meat” by Andy Kessler, also an insider of the research department around the same time.
After leaving PaineWebber, he has worked at a number of investment banks including Merrill Lynch, Lehman Brothers, Banc of Americas Securities, Barclays Capital and UBS Warburg. As a technologist by training, he transforms himself into a product specialist while retaining the strong discipline in the core technology.
In 2002, he joined the MBS Options trader from Merrill Lynch to start the business at Bank of America, when the bank decided to enter the niche area.
In 2004, Barclays Capital shocked the street by announcing the hiring of the MBS team from Salomon Smith Barney so they can foray into the RMBS market in the US. He was the first technologist joining the team to putting the trading system and analytic tools together.
He enjoys reading, ranged from financial literatures, investment strategy, research papers on term-structure, statistics, probability, and PDE, to biographies of people who make impacts politically and economically worldwide. He is also a contributor to the open-source qualitative library development: http://www.quantlib.org
He is a survivor of 911. He worked in 1 World Trade Center and was in the office when the tower was hit. The traumatized experience led him to revisit a number of fundamental yet often neglected values in life.
He is married with two children, Jonathan 10 and Elizabeth 3 ½.