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.
Alongside my doctoral research, I work part-time as a PhD Associate in Quantitative Research at J.P. Morgan.
Industry Experience
- My twin brother Wu Su