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Shengwu Du

Education

  • Ph.D., Applied Economics and Operation Research, Pennsylvania State University, 2005
Current Research Topics
  • Quantitative Risk Model, Market Liquidity
  • Derivative Trading and Clearing
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2016 - present
  • Quantitative Risk Manager

    BNY Mellon

    2015 - 2016
  • Quantitative Risk Manager

    BMO Capital Market

    2006 - 2015
  • Quantitative Analyst

    Deloitte & Touche

    2005 - 2006
  • conference

    2005

    Working Paper

    Nonparametric and Semi-Parametric Estimation of Efficient Frontier

  • discussion

    2005

    Working Paper

    Asset Allocation with Commodity: a Regime Switching Approach

Last update: July 27, 2021