綦銘家校友從紐約來

談華爾街的經驗

時間：2017.4.19（三） 14:00-16:00
地點：清華大學圖書館清沙龍

講者：綦銘家校友（清華動機系83級）
            

大綱

* 華爾街(Wall Street)大致的結構

* 美國政府公債交易（US government bond trading）25年來的變化，從理論到實際。

* 外匯(FX)市場近期在財務科技的發展趨勢

* 個案探討：最近一些重大事件對市場的影響

綦銘家校友簡介：
美國賓州州立大學機械工程碩士
現為瑞銀債券外匯交易員

After getting his BS in ME from Tsing Hua and MS in ME from Penn State, Michael Chi (綦銘家) decided to pivot from engineering to finance because he wanted to work in a place with the best view of everything happening around the world. He started working in Wall Street in 1992 as a fixed income researcher at PaineWebber developing yield curve and option pricing models. Then he moved to Credit Suisse to develop their trading analytics tools and led the dev team that built the first government bond aggregator with a customized keypad in the industry. After a brief period at Citadel Investment, a hedge fund in Chicago, he moved to Barclays to lead their effort in developing a real-time pricing and risk system that propelled them to becoming one of the top 3 dealers in bond trading. Today, he works at UBS as a Bond and FX trader. Privately, he is also very interested in stock investment research.

主辦單位：圖書館、校友服務中心、科技管理學院計量財務金融學系、

電機資訊學院資訊工程學系、資訊系統與應用研究所