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Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

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Shengwu Du

Senior Economist Quantitative Risk Analysis Section Reserve Bank Operations and Payment Systems

[email protected]

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: December 1, 2023