J.P. Morgan Chase & Co.
October 2023–Present
Part-time Ph.D. Associate · Quantitative Research
London, United Kingdom
Credit risk · CDS pricing · Nonparametric methods · Path-dependent models
Wen Su
Ph.D. Student
University of Oxford
Research Interests
Financial Econometrics
Quantitative Finance
High-dimensional Statistics
Credit Risk
FinTech (LLMs/Text)
Stochastic Process
About
I am a Ph.D. student in Mathematics at the University of Oxford, with research interests in financial econometrics and quantitative finance.
Education
University of Oxford
2023–2027
Ph.D. in Mathematics (Quant Finance)
Peking University
2020–2022
M.S. in Financial Mathematics
Lishui University
2016–2020
B.S. in Mathematics and Applied Mathematics
| University of Oxford | Ph.D. in Mathematics (Quant Finance) | 2023–2027 |
|---|---|---|
| Peking University | M.S. in Financial Mathematics | 2020–2022 |
| Lishui University | B.S. in Mathematics and Applied Mathematics | 2016–2020 |
Industry Experience
- My twin brother Wu Su