lucia kun

researcher

About

PHD Candidate in the department of Electrical and Electronics Engineering at University of Bristol. Specialties: Connected and autonomous vehicles

Country

united kingdom

City

london

Industry

financial services

Skill

market risk, derivatives, fixed income, quantitative analytics, financial risk, risk management, quantitative finance, fx options, finance, banking, portfolio management, equities, financial markets, emerging markets, capital markets, interest rate derivatives, structured products, investment banking, basel ii, trading, options, var, swaps, data mining, bloomberg, data analysis, hedge funds, analytics, credit derivatives, hedging, visual basic for applications, statistics, credit risk, financial modeling, vba, asset management, equity derivatives, bonds, analysis, trading systems

Experience

phd candidate in autonomous vehicles

university of bristol

2019-9 - Present · 7 yrs 1 mo

quant analyst

bank of america merrill lynch

2017-1 - 2018-12 · 2 yrs

Forward Initial Margin Models, MVA, CVA, XVAs, SIMM, Collateral Modelling, Counterparty Credit Risk.

researcher

fubar labs

2019-1 - Present · 7 yrs 9 mos

* Researcher in autonomous vehicles for competition. * Implementation of the PID controller and calibration. * Implementation of the motion planning algorithm using "end to end planning"